Presentation: [210191004 - Disclosure - Derivative Instruments] [us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract] = [none]: [us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Derivative Instruments and Hedging Activities Disclosure [Abstract] Derivative Instruments | Derivative instruments JPMorgan Chase makes markets in derivatives for clients and also uses derivatives to hedge or manage its own risk exposures. Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of the Firm’s use of and accounting policies regarding derivative instruments. The Firm’s disclosures are based on the accounting treatment and purpose of these derivatives. A limited number of the Firm’s derivatives are designated in hedge accounting relationships and are disclosed according to the type of hedge (fair value hedge, cash flow hedge, or net investment hedge). Derivatives not designated in hedge accounting relationships include certain derivatives that are used to manage risks associated with specified assets and liabilities (“specified risk management” positions) as well as derivatives used in the Firm’s market-making businesses or for other purposes. The following table outlines the Firm’s primary uses of derivatives and the related hedge accounting designation or disclosure category. Type of Derivative Use of Derivative Designation and disclosure Affected segment or unit 10-Q page reference Manage specifically identified risk exposures in qualifying hedge accounting relationships: •Interest rate Hedge fixed rate assets and liabilities Fair value hedge Corporate 122-123 •Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 124 •Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 122-123 •Foreign exchange Hedge foreign currency-denominated forecasted revenue and expense Cash flow hedge Corporate 124 •Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 125 •Commodity Hedge commodity inventory Fair value hedge CIB, AWM 122-123 Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: •Interest rate Manage the risk associated with mortgage commitments, warehouse loans and MSRs Specified risk management CCB 125 •Credit Manage the credit risk associated with wholesale lending exposures Specified risk management CIB 125 •Interest rate and foreign exchange Manage the risk associated with certain other specified assets and liabilities Specified risk management Corporate 125 Market-making derivatives and other activities: •Various Market-making and related risk management Market-making and other CIB 125 •Various Other derivatives Market-making and other CIB, AWM, Corporate 125 Notional amount of derivative contracts The following table summarizes the notional amount of free-standing derivative contracts outstanding as of September 30, 2021, and December 31, 2020. Notional amounts(b) (in billions) September 30, 2021 December 31, 2020 Interest rate contracts Swaps $ 24,116 $ 20,990 (c) Futures and forwards 3,824 3,057 Written options 3,211 3,375 Purchased options 3,523 3,675 Total interest rate contracts 34,674 31,097 Credit derivatives(a) 1,340 1,197 (c) Foreign exchange contracts Cross-currency swaps 4,081 3,924 Spot, futures and forwards 8,268 6,871 Written options 803 830 Purchased options 791 825 Total foreign exchange contracts 13,943 12,450 Equity contracts Swaps 628 448 Futures and forwards 145 140 Written options 750 668 (c) Purchased options 704 610 (c) Total equity contracts 2,227 1,866 Commodity contracts Swaps 185 138 Spot, futures and forwards 195 198 Written options 149 124 Purchased options 122 105 Total commodity contracts 651 565 Total derivative notional amounts $ 52,835 $ 47,175 (a)Refer to the Credit derivatives discussion on page 126 for more information on volumes and types of credit derivative contracts. (b)Represents the sum of gross long and gross short third-party notional derivative contracts. (c)Prior-period amounts have been revised to conform with the current presentation. While the notional amounts disclosed above give an indication of the volume of the Firm’s derivatives activity, the notional amounts significantly exceed, in the Firm’s view, the possible losses that could arise from such transactions. For most derivative contracts, the notional amount is not exchanged; it is simply a reference amount used to calculate payments. Impact of derivatives on the Consolidated balance sheets The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated balance sheets as of September 30, 2021, and December 31, 2020, by accounting designation (e.g., whether the derivatives were designated in qualifying hedge accounting relationships or not) and contract type. Free-standing derivative receivables and payables(a) Gross derivative receivables Gross derivative payables September 30, 2021 (in millions) Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables(b) Not designated as hedges Designated as hedges Total derivative payables Net derivative payables(b) Trading assets and liabilities Interest rate $ 284,351 $ 758 $ 285,109 $ 24,766 $ 252,292 $ — $ 252,292 $ 8,832 Credit 10,524 — 10,524 1,175 11,799 — 11,799 1,393 Foreign exchange 162,107 1,089 163,196 14,525 161,159 936 162,095 14,005 Equity 74,422 — 74,422 10,492 86,837 — 86,837 17,774 Commodity 32,269 4,046 36,315 16,950 28,906 5,537 34,443 11,481 Total fair value of trading assets and liabilities $ 563,673 $ 5,893 $ 569,566 $ 67,908 $ 540,993 $ 6,473 $ 547,466 $ 53,485 Gross derivative receivables Gross derivative payables December 31, 2020 (in millions) Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables(b) Not designated as hedges Designated as hedges Total derivative payables Net derivative payables(b) Trading assets and liabilities Interest rate $ 390,817 (c) $ 831 $ 391,648 $ 35,725 $ 353,987 (c) $ — $ 353,987 $ 13,012 Credit 13,345 (c) — 13,345 680 14,832 (c) — 14,832 1,995 Foreign exchange 205,359 901 206,260 15,781 214,229 1,697 215,926 21,433 Equity 70,612 (c) — 70,612 16,487 (c) 81,413 — 81,413 25,898 Commodity 20,579 924 21,503 6,771 20,834 1,895 22,729 8,285 Total fair value of trading assets and liabilities $ 700,712 $ 2,656 $ 703,368 $ 75,444 $ 685,295 $ 3,592 $ 688,887 $ 70,623 (a)Balances exclude structured notes for which the fair value option has been elected. Refer to Note 3 for further information. (b)As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists. (c)Prior-period amounts have been revised to conform with the current presentation. Derivatives netting The following tables present, as of September 30, 2021, and December 31, 2020, gross and net derivative receivables and payables by contract and settlement type. Derivative receivables and payables, as well as the related cash collateral from the same counterparty, have been netted on the Consolidated balance sheets where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, amounts are not eligible for netting on the Consolidated balance sheets, and those derivative receivables and payables are shown separately in the tables below. In addition to the cash collateral received and transferred that is presented on a net basis with derivative receivables and payables, the Firm receives and transfers additional collateral (financial instruments and cash). These amounts mitigate counterparty credit risk associated with the Firm’s derivative instruments, but are not eligible for net presentation: •collateral that consists of liquid securities and other cash collateral held at third-party custodians, which are shown separately as "Collateral not nettable on the Consolidated balance sheets" in the tables below, up to the fair value exposure amount. For the purpose of this disclosure, the definition of liquid securities is consistent with the definition of high quality liquid assets as defined in the LCR rule; •the amount of collateral held or transferred that exceeds the fair value exposure at the individual counterparty level, as of the date presented, which is excluded from the tables below; and •collateral held or transferred that relates to derivative receivables or payables where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement, which is excluded from the tables below. September 30, 2021 December 31, 2020 (in millions) Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables U.S. GAAP nettable derivative receivables Interest rate contracts: Over-the-counter (“OTC”) $ 262,855 $ (243,110) $ 19,745 $ 367,214 (e) $ (337,609) (e) $ 29,605 OTC–cleared 17,441 (16,953) 488 18,340 (17,919) 421 Exchange-traded(a) 290 (280) 10 554 (395) 159 Total interest rate contracts 280,586 (260,343) 20,243 386,108 (355,923) 30,185 Credit contracts: OTC 7,735 (6,953) 782 8,894 (e) (8,356) (e) 538 OTC–cleared 2,492 (2,396) 96 4,326 (4,309) 17 Total credit contracts 10,227 (9,349) 878 13,220 (12,665) 555 Foreign exchange contracts: OTC 159,235 (148,098) 11,137 201,349 (189,655) 11,694 OTC–cleared 640 (572) 68 834 (819) 15 Exchange-traded(a) 10 (1) 9 35 (5) 30 Total foreign exchange contracts 159,885 (148,671) 11,214 202,218 (190,479) 11,739 Equity contracts: OTC 27,692 (25,632) 2,060 29,844 (e) (27,374) 2,470 Exchange-traded(a) 39,348 (38,298) 1,050 28,294 (26,751) 1,543 Total equity contracts 67,040 (63,930) 3,110 58,138 (54,125) 4,013 Commodity contracts: OTC 21,467 (8,256) 13,211 10,924 (7,901) 3,023 OTC–cleared 72 (72) — 20 (20) — Exchange-traded(a) 11,482 (11,037) 445 6,833 (6,811) 22 Total commodity contracts 33,021 (19,365) 13,656 17,777 (14,732) 3,045 Derivative receivables with appropriate legal opinion 550,759 (501,658) 49,101 (d) 677,461 (627,924) 49,537 (d) Derivative receivables where an appropriate legal opinion has not been either sought or obtained 18,807 18,807 25,907 25,907 Total derivative receivables recognized on the Consolidated balance sheets $ 569,566 $ 67,908 $ 703,368 $ 75,444 Collateral not nettable on the Consolidated balance sheets(b)(c) (11,001) (14,806) Net amounts $ 56,907 $ 60,638 September 30, 2021 December 31, 2020 (in millions) Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables U.S. GAAP nettable derivative payables Interest rate contracts: OTC $ 232,047 $ (224,749) $ 7,298 $ 332,214 (e) $ (321,140) (e) $ 11,074 OTC–cleared 18,841 (18,532) 309 19,710 (19,494) 216 Exchange-traded(a) 184 (179) 5 358 (341) 17 Total interest rate contracts 251,072 (243,460) 7,612 352,282 (340,975) 11,307 Credit contracts: OTC 8,775 (8,060) 715 10,311 (e) (8,781) (e) 1,530 OTC–cleared 2,433 (2,346) 87 4,075 (4,056) 19 Total credit contracts 11,208 (10,406) 802 14,386 (12,837) 1,549 Foreign exchange contracts: OTC 157,829 (147,518) 10,311 210,803 (193,672) 17,131 OTC–cleared 579 (572) 7 836 (819) 17 Exchange-traded(a) 12 — 12 34 (2) 32 Total foreign exchange contracts 158,420 (148,090) 10,330 211,673 (194,493) 17,180 Equity contracts: OTC 34,759 (30,733) 4,026 35,330 (28,763) 6,567 Exchange-traded(a) 43,462 (38,330) 5,132 34,491 (26,752) 7,739 Total equity contracts 78,221 (69,063) 9,158 69,821 (55,515) 14,306 Commodity contracts: OTC 18,060 (11,770) 6,290 10,365 (7,544) 2,821 OTC–cleared 85 (85) — 32 (32) — Exchange-traded(a) 12,241 (11,107) 1,134 7,391 (6,868) 523 Total commodity contracts 30,386 (22,962) 7,424 17,788 (14,444) 3,344 Derivative payables with appropriate legal opinion 529,307 (493,981) 35,326 (d) 665,950 (618,264) 47,686 (d) Derivative payables where an appropriate legal opinion has not been either sought or obtained 18,159 18,159 22,937 22,937 Total derivative payables recognized on the Consolidated balance sheets $ 547,466 $ 53,485 $ 688,887 $ 70,623 Collateral not nettable on the Consolidated balance sheets(b)(c) (7,091) (11,964) Net amounts $ 46,394 $ 58,659 (a)Exchange-traded derivative balances that relate to futures contracts are settled daily. (b)Includes liquid securities and other cash collateral held at third-party custodians related to derivative instruments where an appropriate legal opinion has been obtained. For some counterparties, the collateral amounts of financial instruments may exceed the derivative receivables and derivative payables balances. Where this is the case, the total amount reported is limited to the net derivative receivables and net derivative payables balances with that counterparty. (c)Derivative collateral relates only to OTC and OTC-cleared derivative instruments. (d)Net derivatives receivable included cash collateral netted of $68.8 billion and $88.0 billion at September 30, 2021, and December 31, 2020, respectively. Net derivatives payable included cash collateral netted of $61.2 billion and $78.4 billion at September 30, 2021, and December 31, 2020, respectively. Derivative cash collateral relates to OTC and OTC-cleared derivative instruments. (e)Prior-period amounts have been revised to conform with the current presentation. Liquidity risk and credit-related contingent features Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a more detailed discussion of liquidity risk and credit-related contingent features related to the Firm’s derivative contracts. The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at September 30, 2021, and December 31, 2020. OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) September 30, 2021 December 31, 2020 Aggregate fair value of net derivative payables $ 19,541 $ 26,945 (a) Collateral posted 17,160 26,289 (a)Prior-period amount has been revised to conform with the current presentation. The following table shows the impact of a single-notch and two-notch downgrade of the long-term issuer ratings of JPMorgan Chase & Co. and its subsidiaries, predominantly JPMorgan Chase Bank, N.A., at September 30, 2021, and December 31, 2020, related to OTC and OTC-cleared derivative contracts with contingent collateral or termination features that may be triggered upon a ratings downgrade. Derivatives contracts generally require additional collateral to be posted or terminations to be triggered when the predefined threshold rating is breached. A downgrade by a single rating agency that does not result in a rating lower than a preexisting corresponding rating provided by another major rating agency will generally not result in additional collateral (except in certain instances in which additional initial margin may be required upon a ratings downgrade), nor in termination payments requirements. The liquidity impact in the table is calculated based upon a downgrade below the lowest current rating of the rating agencies referred to in the derivative contract. Liquidity impact of downgrade triggers on OTC and OTC-cleared derivatives September 30, 2021 December 31, 2020 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade(a) $ 230 $ 1,572 $ 119 $ 1,243 Amount required to settle contracts with termination triggers upon downgrade(b) 109 685 153 1,682 (c) (a)Includes the additional collateral to be posted for initial margin. (b)Amounts represent fair values of derivative payables, and do not reflect collateral posted. (c)Prior-period amount has been revised to conform with the current presentation. Derivatives executed in contemplation of a sale of the underlying financial asset In certain instances the Firm enters into transactions in which it transfers financial assets but maintains the economic exposure to the transferred assets by entering into a derivative with the same counterparty in contemplation of the initial transfer. The Firm generally accounts for such transfers as collateralized financing transactions as described in Note 10, but in limited circumstances they may qualify to be accounted for as a sale and a derivative under U.S. GAAP. The amount of such transfers accounted for as a sale where the associated derivative was outstanding was not material at September 30, 2021 and December 31, 2020. Impact of derivatives on the Consolidated statements of income The following tables provide information related to gains and losses recorded on derivatives based on their hedge accounting designation or purpose. Fair value hedge gains and losses The following tables present derivative instruments, by contract type, used in fair value hedge accounting relationships, as well as pre-tax gains/(losses) recorded on such derivatives and the related hedged items for the three and nine months ended September 30, 2021 and 2020, respectively. The Firm includes gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the related hedged item. Gains/(losses) recorded in income Income statement impact of excluded components(e) OCI impact Three months ended September 30, 2021 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Contract type Interest rate(a)(b) $ (812) $ 1,401 $ 589 $ — $ 592 $ — Foreign exchange(c) (363) 367 4 (71) 3 12 Commodity(d) (732) 754 22 — 14 — Total $ (1,907) $ 2,522 $ 615 $ (71) $ 609 $ 12 Gains/(losses) recorded in income Income statement impact of excluded components(e) OCI impact Three months ended September 30, 2020 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Contract type Interest rate(a)(b) $ (464) $ 743 $ 279 $ — $ 309 $ — Foreign exchange(c) 307 (280) 27 (79) 27 (91) Commodity(d) (569) 593 24 — 14 — Total $ (726) $ 1,056 $ 330 $ (79) $ 350 $ (91) Gains/(losses) recorded in income Income statement impact of excluded components(e) OCI impact Nine months ended September 30, 2021 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Contract type Interest rate(a)(b) $ (3,749) $ 5,217 $ 1,468 $ — $ 1,572 $ — Foreign exchange(c) (862) 893 31 (221) 30 (56) Commodity(d) (5,119) 5,197 78 — 46 — Total $ (9,730) $ 11,307 $ 1,577 $ (221) $ 1,648 $ (56) Gains/(losses) recorded in income Income statement impact of excluded components(e) OCI impact Nine months ended September 30, 2020 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Contract type Interest rate(a)(b) $ 4,087 $ (3,333) $ 754 $ — $ 728 $ — Foreign exchange(c) 579 (430) 149 (379) 149 45 Commodity(d) (771) 882 111 — 107 — Total $ 3,895 $ (2,881) $ 1,014 $ (379) $ 984 $ 45 (a)Primarily consists of hedges of the benchmark (e.g., London Interbank Offered Rate ("LIBOR")) interest rate risk of fixed-rate long-term debt and AFS securities. Gains and losses were recorded in net interest income. (b)Excludes the amortization expense associated with the inception hedge accounting adjustment applied to the hedged item. This expense is recorded in net interest income and substantially offsets the income statement impact of the excluded components. Also excludes the accrual of interest on interest rate swaps and the related hedged items. (c)Primarily consists of hedges of the foreign currency risk of long-term debt and AFS securities for changes in spot foreign currency rates. Gains and losses related to the derivatives and the hedged items due to changes in foreign currency rates and the income statement impact of excluded components were recorded primarily in principal transactions revenue and net interest income. (d)Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or net realizable value (net realizable value approximates fair value). Gains and losses were recorded in principal transactions revenue. (e)The assessment of hedge effectiveness excludes certain components of the changes in fair values of the derivatives and hedged items such as forward points on foreign exchange forward contracts, time values and cross-currency basis spreads. Excluded components may impact earnings either through amortization of the initial amount over the life of the derivative, or through fair value changes recognized in the current period. (f)Represents the change in value of amounts excluded from the assessment of effectiveness under the amortization approach, predominantly cross-currency basis spreads. The amount excluded at inception of the hedge is recognized in earnings over the life of the derivative. As of September 30, 2021 and December 31, 2020, the following amounts were recorded on the Consolidated balance sheets related to certain cumulative fair value hedge basis adjustments that are expected to reverse through the income statement in future periods as an adjustment to yield. Carrying amount of the hedged items(a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: September 30, 2021 (in millions) Active hedging relationships Discontinued hedging relationships(d)(e) Total Assets Investment securities - AFS $ 71,464 (c) $ 906 $ 558 $ 1,464 Liabilities Long-term debt $ 191,783 $ (1,121) $ 9,042 $ 7,921 Beneficial interests issued by consolidated VIEs 748 — (2) (2) Carrying amount of the hedged items(a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: December 31, 2020 (in millions) Active hedging relationships Discontinued hedging relationships(d)(e) Total Assets Investment securities - AFS $ 139,684 (c) $ 3,572 $ 847 $ 4,419 Liabilities Long-term debt $ 177,611 $ 3,194 $ 11,473 $ 14,667 Beneficial interests issued by consolidated VIEs 746 — (3) (3) (a)Excludes physical commodities with a carrying value of $19.3 billion and $11.5 billion at September 30, 2021 and December 31, 2020, respectively, to which the Firm applies fair value hedge accounting. As a result of the application of hedge accounting, these inventories are carried at fair value, thus recognizing unrealized gains and losses in current periods. Since the Firm exits these positions at fair value, there is no incremental impact to net income in future periods. (b)Excludes hedged items where only foreign currency risk is the designated hedged risk, as basis adjustments related to foreign currency hedges will not reverse through the income statement in future periods. At September 30, 2021 and December 31, 2020, the carrying amount excluded for AFS securities is $12.6 billion and $14.5 billion, respectively, and for long-term debt is $11.8 billion and $6.6 billion, respectively. (c)Carrying amount represents the amortized cost, net of allowance if applicable. Refer to Note 9 for additional information. (d)Represents basis adjustments existing on the balance sheet date associated with hedged items that have been de-designated from qualifying fair value hedging relationships. (e)Positive amounts related to assets represent cumulative fair value hedge basis adjustments that will reduce net interest income in future periods. Positive (negative) amounts related to liabilities represent cumulative fair value hedge basis adjustments that will increase (reduce) net interest income in future periods. Cash flow hedge gains and losses The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pre-tax gains/(losses) recorded on such derivatives, for the three and nine months ended September 30, 2021 and 2020, respectively. The Firm includes the gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the change in cash flows on the related hedged item. Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 272 $ (232) $ (504) Foreign exchange(b) 54 (35) (89) Total $ 326 $ (267) $ (593) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 214 $ 8 $ (206) Foreign exchange(b) 13 126 113 Total $ 227 $ 134 $ (93) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 771 $ (1,871) $ (2,642) Foreign exchange(b) 159 27 (132) Total $ 930 $ (1,844) $ (2,774) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 332 $ 3,881 $ 3,549 Foreign exchange(b) (4) (94) (90) Total $ 328 $ 3,787 $ 3,459 (a)Primarily consists of hedges of LIBOR-indexed floating-rate assets and floating-rate liabilities. Gains and losses were recorded in net interest income. (b)Primarily consists of hedges of the foreign currency risk of non-U.S. dollar-denominated revenue and expense. The income statement classification of gains and losses follows the hedged item – primarily noninterest revenue and compensation expense. The Firm did not experience any forecasted transactions that failed to occur for the three and nine months ended September 30, 2021 and 2020. Over the next 12 months, the Firm expects that approximately $812 million (after-tax) of net gains recorded in AOCI at September 30, 2021, related to cash flow hedges will be recognized in income. For cash flow hedges that have been terminated, the maximum length of time over which the derivative results recorded in AOCI will be recognized in earnings is approximately eight years, corresponding to the timing of the originally hedged forecasted cash flows. For open cash flow hedges, the maximum length of time over which forecasted transactions are hedged is approximately seven years. The Firm’s longer-dated forecasted transactions relate to core lending and borrowing activities. Net investment hedge gains and losses The following table presents hedging instruments, by contract type, that were used in net investment hedge accounting relationships, and the pre-tax gains/(losses) recorded on such instruments for the three and nine months ended September 30, 2021 and 2020. Gains/(losses) recorded in income and other comprehensive income/(loss) 2021 2020 Three months ended September 30, (in millions) Amounts recorded in income(a)(b) Amounts recorded in OCI Amounts recorded in income(a)(b) Amounts recorded in OCI Foreign exchange derivatives $ (73) $ 1,028 $ (37) $ (868) Gains/(losses) recorded in income and other comprehensive income/(loss) 2021 2020 Nine months ended September 30, (in millions) Amounts recorded in income(a)(b) Amounts recorded in OCI Amounts recorded in income(a)(b) Amounts recorded in OCI Foreign exchange derivatives $ (180) $ 1,958 $ (108) $ 308 (a)Certain components of hedging derivatives are permitted to be excluded from the assessment of hedge effectiveness, such as forward points on foreign exchange forward contracts. The Firm elects to record changes in fair value of these amounts directly in other income. (b)Excludes amounts reclassified from AOCI to income on the sale or liquidation of hedged entities. The amount reclassified for the three and nine months ended September 30, 2021 was not material. During the nine months ended September 30, 2020, the Firm reclassified pre-tax losses of $8 million to other income related to the liquidation of certain legal entities and the amount was not material for the three months ended September 30, 2020. Refer to Note 19 for further information. Gains and losses on derivatives used for specified risk management purposes The following table presents pre-tax gains/(losses) recorded on a limited number of derivatives, not designated in hedge accounting relationships, that are used to manage risks associated with certain specified assets and liabilities, including certain risks arising from mortgage commitments, warehouse loans, MSRs, wholesale lending exposures, and foreign currency-denominated assets and liabilities. Derivatives gains/(losses) recorded in income Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Contract type Interest rate(a) $ 320 $ 597 $ 822 $ 2,533 Credit(b) (14) (19) (81) (58) Foreign exchange(c) 14 18 82 96 Total $ 320 $ 596 $ 823 $ 2,571 (a)Primarily represents interest rate derivatives used to hedge the interest rate risk inherent in mortgage commitments, warehouse loans and MSRs, as well as written commitments to originate warehouse loans. Gains and losses were recorded predominantly in mortgage fees and related income. (b)Relates to credit derivatives used to mitigate credit risk associated with lending exposures in the Firm’s wholesale businesses. These derivatives do not include credit derivatives used to mitigate counterparty credit risk arising from derivative receivables, which is included in gains and losses on derivatives related to market-making activities and other derivatives. Gains and losses were recorded in principal transactions revenue. (c)Primarily relates to derivatives used to mitigate foreign exchange risk of specified foreign currency-denominated assets and liabilities. Gains and losses were recorded in principal transactions revenue. Gains and losses on derivatives related to market-making activities and other derivativesThe Firm makes markets in derivatives in order to meet the needs of customers and uses derivatives to manage certain risks associated with net open risk positions from its market-making activities, including the counterparty credit risk arising from derivative receivables. All derivatives not included in the hedge accounting or specified risk management categories above are included in this category. Gains and losses on these derivatives are primarily recorded in principal transactions revenue. Refer to Note 5 for information on principal transactions revenue. Credit derivatives Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a more detailed discussion of credit derivatives. The following tables present a summary of the notional amounts of credit derivatives and credit-related notes the Firm sold and purchased as of September 30, 2021 and December 31, 2020. The Firm does not use notional amounts of credit derivatives as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Firm’s view, the risks associated with such derivatives. Total credit derivatives and credit-related notes Maximum payout/Notional amount September 30, 2021 (in millions) Protection sold Protection purchased with identical underlyings(b) Net protection (sold)/purchased(c) Other protection purchased(d) Credit derivatives Credit default swaps $ (577,311) $ 599,454 $ 22,143 $ 3,198 Other credit derivatives(a) (61,083) 82,067 20,984 16,431 Total credit derivatives (638,394) 681,521 43,127 19,629 Credit-related notes — — — 12,745 Total $ (638,394) $ 681,521 $ 43,127 $ 32,374 Maximum payout/Notional amount December 31, 2020 (in millions) Protection sold Protection purchased with identical underlyings(b) Net protection (sold)/purchased(c) Other protection purchased(d) Credit derivatives Credit default swaps $ (533,900) (e) $ 552,021 (e) $ 18,121 $ 2,786 (e) Other credit derivatives(a) (40,084) 57,344 17,260 10,630 (e) Total credit derivatives (573,984) 609,365 35,381 13,416 Credit-related notes — — — 10,248 Total $ (573,984) $ 609,365 $ 35,381 $ 23,664 (a)Other credit derivatives predominantly consist of credit swap options and total return swaps. (b)Represents the total notional amount of protection purchased where the underlying reference instrument is identical to the reference instrument on protection sold; the notional amount of protection purchased for each individual identical underlying reference instrument may be greater or lower than the notional amount of protection sold. (c)Does not take into account the fair value of the reference obligation at the time of settlement, which would generally reduce the amount the seller of protection pays to the buyer of protection in determining settlement value. (d)Represents protection purchased by the Firm on referenced instruments (single-name, portfolio or index) where the Firm has not sold any protection on the identical reference instrument. (e)Prior-period amounts have been revised to conform with the current presentation. The following tables summarize the notional amounts by the ratings, maturity profile, and total fair value, of credit derivatives as of September 30, 2021, and December 31, 2020, where JPMorgan Chase is the seller of protection. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based. The ratings and maturity profile of credit derivatives where JPMorgan Chase is the purchaser of protection are comparable to the profile reflected below. Protection sold — credit derivatives ratings(a)/maturity profile September 30, 2021 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables(b) Fair value of payables(b) Net fair value Risk rating of reference entity Investment-grade $ (116,560) $ (291,195) $ (78,593) $ (486,348) $ 3,996 $ (597) $ 3,399 Noninvestment-grade (31,180) (96,565) (24,301) (152,046) 3,110 (1,886) 1,224 Total $ (147,740) $ (387,760) $ (102,894) $ (638,394) $ 7,106 $ (2,483) $ 4,623 December 31, 2020 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables(b) Fair value of payables(b) Net fair value Risk rating of reference entity Investment-grade $ (93,529) (c) $ (306,830) (c) $ (35,326) $ (435,685) $ 5,372 (c) $ (834) (c) $ 4,538 Noninvestment-grade (31,809) (97,337) (9,153) (138,299) 3,953 (2,542) 1,411 Total $ (125,338) $ (404,167) $ (44,479) $ (573,984) $ 9,325 $ (3,376) $ 5,949 (a)The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s. (b)Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements including cash collateral netting. (c)Prior-period amounts have been revised to conform with the current presentation. JPMorgan Chase makes markets in derivatives for clients and also uses derivatives to hedge or manage its own risk exposures. Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of the Firm’s use of and accounting policies regarding derivative instruments. The Firm’s disclosures are based on the accounting treatment and purpose of these derivatives. A limited number of the Firm’s derivatives are designated in hedge accounting relationships and are disclosed according to the type of hedge (fair value hedge, cash flow hedge, or net investment hedge). Derivatives not designated in hedge accounting relationships include certain derivatives that are used to manage risks associated with specified assets and liabilities (“specified risk management” positions) as well as derivatives used in the Firm’s market-making businesses or for other purposes. JPMorgan Chase makes markets in derivatives for clients and also uses derivatives to hedge or manage its own risk exposures. Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of the Firm’s use of and accounting policies regarding derivative instruments. The Firm’s disclosures are based on the accounting treatment and purpose of these derivatives. A limited number of the Firm’s derivatives are designated in hedge JPMorgan Chase makes markets in derivatives for clients and also uses derivatives to hedge or manage its own risk exposures. Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of the Firm’s use of and accounting policies regarding derivative instruments. JPMorgan Chase makes markets in derivatives for clients and also uses derivatives to hedge or manage its own risk exposures. Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of the Firm’s use of and accounting policies regarding derivative instruments. The Firm’s disclosures are based on the accounting treatment and purpose of these derivatives. A limited number of the Firm’s derivatives are designated in hedge The Firm’s disclosures are based on the accounting treatment and purpose of these derivatives. A limited number of the Firm’s derivatives are designated in hedge accounting relationships and are disclosed according to the type of hedge (fair value hedge, cash flow hedge, or net investment hedge). Derivatives not designated in hedge accounting relationships include certain derivatives that are used to manage risks associated with specified assets and liabilities (“specified risk management” positions) as well as derivatives used in the Firm’s market-making businesses or for other purposes. accounting relationships and are disclosed according to the type of hedge (fair value hedge, cash flow hedge, or net investment hedge). Derivatives not designated in hedge accounting relationships include certain derivatives that are used to manage risks associated with specified assets and liabilities (“specified risk management” positions) as well as derivatives used in the Firm’s market-making businesses or for other purposes. accounting relationships and are disclosed according to the type of hedge (fair value hedge, cash flow hedge, or net investment hedge). Derivatives not designated in hedge accounting relationships include certain derivatives that are used to manage risks associated with specified assets and liabilities (“specified risk management” positions) as well as derivatives used in the Firm’s market-making businesses or for other purposes. The following table outlines the Firm’s primary uses of derivatives and the related hedge accounting designation or disclosure category. The following table outlines the Firm’s primary uses of derivatives and the related hedge accounting designation or disclosure category. Type of Derivative Use of Derivative Designation and disclosure Affected segment or unit 10-Q page reference Manage specifically identified risk exposures in qualifying hedge accounting relationships: •Interest rate Hedge fixed rate assets and liabilities Fair value hedge Corporate 122-123 •Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 124 •Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 122-123 •Foreign exchange Hedge foreign currency-denominated forecasted revenue and expense Cash flow hedge Corporate 124 •Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 125 •Commodity Hedge commodity inventory Fair value hedge CIB, AWM 122-123 Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: •Interest rate Manage the risk associated with mortgage commitments, warehouse loans and MSRs Specified risk management CCB 125 •Credit Manage the credit risk associated with wholesale lending exposures Specified risk management CIB 125 •Interest rate and foreign exchange Manage the risk associated with certain other specified assets and liabilities Specified risk management Corporate 125 Market-making derivatives and other activities: •Various Market-making and related risk management Market-making and other CIB 125 •Various Other derivatives Market-making and other CIB, AWM, Corporate 125 Type of Derivative Use of Derivative Designation and disclosure Affected segment or unit 10-Q page reference Manage specifically identified risk exposures in qualifying hedge accounting relationships: •Interest rate • Interest rate Hedge fixed rate assets and liabilities Fair value hedge Corporate Corporate 122-123 •Interest rate • Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate Corporate 124 •Foreign exchange • Foreign exchange Hedge foreign currency-denominated assets and liabilities Hedge foreign currency-denominated assets and liabilities Fair value hedge Fair value hedge Corporate Corporate 122-123 •Foreign exchange • Foreign exchange Hedge foreign currency-denominated forecasted revenue and expense Hedge foreign currency-denominated forecasted revenue and expense Cash flow hedge Corporate Corporate 124 •Foreign exchange • Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Net investment hedge Corporate Corporate 125 •Commodity • Commodity Hedge commodity inventory Fair value hedge Fair value hedge CIB, AWM CIB, AWM 122-123 Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: •Interest rate • Interest rate Manage the risk associated with mortgage commitments, warehouse loans and MSRs Manage the risk associated with mortgage commitments, warehouse loans and MSRs Specified risk management CCB 125 •Credit • Credit Manage the credit risk associated with wholesale lending exposures Manage the credit risk associated with wholesale lending exposures Specified risk management Specified risk management CIB 125 •Interest rate and foreign exchange • Interest rate and foreign exchange Manage the risk associated with certain other specified assets and liabilities Specified risk management Specified risk management Corporate Corporate 125 Market-making derivatives and other activities: Market-making derivatives and other activities: •Various • Various Market-making and related risk management Market-making and other Market-making and other CIB 125 •Various • Various Other derivatives Market-making and other Market-making and other CIB, AWM, Corporate 125 Notional amount of derivative contracts Notional amount of derivative contracts The following table summarizes the notional amount of free-standing derivative contracts outstanding as of September 30, 2021, and December 31, 2020. The following table summarizes the notional amount of free-standing derivative contracts outstanding as of September 30, 2021, and December 31, 2020. Notional amounts(b) (in billions) September 30, 2021 December 31, 2020 Interest rate contracts Swaps $ 24,116 $ 20,990 (c) Futures and forwards 3,824 3,057 Written options 3,211 3,375 Purchased options 3,523 3,675 Total interest rate contracts 34,674 31,097 Credit derivatives(a) 1,340 1,197 (c) Foreign exchange contracts Cross-currency swaps 4,081 3,924 Spot, futures and forwards 8,268 6,871 Written options 803 830 Purchased options 791 825 Total foreign exchange contracts 13,943 12,450 Equity contracts Swaps 628 448 Futures and forwards 145 140 Written options 750 668 (c) Purchased options 704 610 (c) Total equity contracts 2,227 1,866 Commodity contracts Swaps 185 138 Spot, futures and forwards 195 198 Written options 149 124 Purchased options 122 105 Total commodity contracts 651 565 Total derivative notional amounts $ 52,835 $ 47,175 Notional amounts(b) Notional amounts (b) (in billions) September 30, 2021 December 31, 2020 Interest rate contracts Swaps Swaps $ 24,116 $ 20,990 (c) (c) Futures and forwards Futures and forwards 3,824 3,057 Written options Written options 3,211 3,375 Purchased options Purchased options 3,523 3,675 Total interest rate contracts Total interest rate contracts 34,674 31,097 Credit derivatives(a) Credit derivatives (a) 1,340 1,197 (c) (c) Foreign exchange contracts Foreign exchange contracts Cross-currency swaps Cross-currency swaps 4,081 3,924 Spot, futures and forwards Spot, futures and forwards 8,268 6,871 Written options Written options 803 830 Purchased options Purchased options 791 825 Total foreign exchange contracts Total foreign exchange contracts 13,943 12,450 Equity contracts Swaps Swaps 628 448 Futures and forwards Futures and forwards 145 140 Written options Written options 750 668 (c) (c) Purchased options Purchased options 704 610 (c) (c) Total equity contracts 2,227 1,866 Commodity contracts Swaps Swaps 185 138 Spot, futures and forwards Spot, futures and forwards 195 198 Written options Written options 149 124 Purchased options Purchased options 122 105 Total commodity contracts Total commodity contracts 651 565 Total derivative notional amounts Total derivative notional amounts $ 52,835 $ 47,175 (a)Refer to the Credit derivatives discussion on page 126 for more information on volumes and types of credit derivative contracts. (a) Refer to the Credit derivatives discussion on page 126 for more information on volumes and types of credit derivative contracts. (b)Represents the sum of gross long and gross short third-party notional derivative contracts. (b) Represents the sum of gross long and gross short third-party notional derivative contracts. (c)Prior-period amounts have been revised to conform with the current presentation. (c) Prior-period amounts have been revised to conform with the current presentation. Impact of derivatives on the Consolidated balance sheets Impact of derivatives on the Consolidated balance sheets The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated balance sheets as of September 30, 2021, and December 31, 2020, by accounting designation (e.g., whether the derivatives were designated in qualifying hedge accounting relationships or not) and contract type. The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated balance sheets as of September 30, 2021, and December 31, 2020, by accounting designation (e.g., whether the derivatives were designated in qualifying hedge accounting relationships or not) and contract type. Free-standing derivative receivables and payables(a) Gross derivative receivables Gross derivative payables September 30, 2021 (in millions) Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables(b) Not designated as hedges Designated as hedges Total derivative payables Net derivative payables(b) Trading assets and liabilities Interest rate $ 284,351 $ 758 $ 285,109 $ 24,766 $ 252,292 $ — $ 252,292 $ 8,832 Credit 10,524 — 10,524 1,175 11,799 — 11,799 1,393 Foreign exchange 162,107 1,089 163,196 14,525 161,159 936 162,095 14,005 Equity 74,422 — 74,422 10,492 86,837 — 86,837 17,774 Commodity 32,269 4,046 36,315 16,950 28,906 5,537 34,443 11,481 Total fair value of trading assets and liabilities $ 563,673 $ 5,893 $ 569,566 $ 67,908 $ 540,993 $ 6,473 $ 547,466 $ 53,485 Gross derivative receivables Gross derivative payables December 31, 2020 (in millions) Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables(b) Not designated as hedges Designated as hedges Total derivative payables Net derivative payables(b) Trading assets and liabilities Interest rate $ 390,817 (c) $ 831 $ 391,648 $ 35,725 $ 353,987 (c) $ — $ 353,987 $ 13,012 Credit 13,345 (c) — 13,345 680 14,832 (c) — 14,832 1,995 Foreign exchange 205,359 901 206,260 15,781 214,229 1,697 215,926 21,433 Equity 70,612 (c) — 70,612 16,487 (c) 81,413 — 81,413 25,898 Commodity 20,579 924 21,503 6,771 20,834 1,895 22,729 8,285 Total fair value of trading assets and liabilities $ 700,712 $ 2,656 $ 703,368 $ 75,444 $ 685,295 $ 3,592 $ 688,887 $ 70,623 Free-standing derivative receivables and payables(a) Free-standing derivative receivables and payables (a) Gross derivative receivables Gross derivative payables September 30, 2021 (in millions) Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables(b) Net derivative receivables (b) Not designated as hedges Designated as hedges Total derivative payables Net derivative payables(b) Net derivative payables (b) Trading assets and liabilities Trading assets and liabilities Interest rate $ 284,351 $ 758 $ 285,109 $ 24,766 $ 252,292 $ — $ 252,292 $ 8,832 Credit 10,524 — 10,524 1,175 11,799 — 11,799 1,393 Foreign exchange 162,107 1,089 163,196 14,525 161,159 936 162,095 14,005 Equity 74,422 — 74,422 10,492 86,837 — 86,837 17,774 Commodity 32,269 4,046 36,315 16,950 28,906 5,537 34,443 11,481 Total fair value of trading assets and liabilities Total fair value of trading assets and liabilities $ 563,673 $ 5,893 $ 569,566 $ 67,908 $ 540,993 $ 6,473 $ 547,466 $ 53,485 Gross derivative receivables Gross derivative payables December 31, 2020 (in millions) Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables(b) Net derivative receivables (b) Not designated as hedges Designated as hedges Total derivative payables Net derivative payables(b) Net derivative payables (b) Trading assets and liabilities Trading assets and liabilities Interest rate $ 390,817 (c) (c) $ 831 $ 391,648 $ 35,725 $ 353,987 (c) (c) $ — $ 353,987 $ 13,012 Credit 13,345 (c) (c) — 13,345 680 14,832 (c) (c) — 14,832 1,995 Foreign exchange 205,359 901 206,260 15,781 214,229 1,697 215,926 21,433 Equity 70,612 (c) (c) — 70,612 16,487 (c) (c) 81,413 — 81,413 25,898 Commodity 20,579 924 21,503 6,771 20,834 1,895 22,729 8,285 Total fair value of trading assets and liabilities Total fair value of trading assets and liabilities $ 700,712 $ 2,656 $ 703,368 $ 75,444 $ 685,295 $ 3,592 $ 688,887 $ 70,623 (a)Balances exclude structured notes for which the fair value option has been elected. Refer to Note 3 for further information. (a) Balances exclude structured notes for which the fair value option has been elected. Refer to Note 3 for further information. (b)As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists. (b) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists. (c)Prior-period amounts have been revised to conform with the current presentation. (c) Prior-period amounts have been revised to conform with the current presentation. Derivatives netting Derivatives netting The following tables present, as of September 30, 2021, and December 31, 2020, gross and net derivative receivables and payables by contract and settlement type. Derivative receivables and payables, as well as the related cash collateral from the same counterparty, have been netted on the Consolidated balance sheets where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, amounts are not eligible for netting on the Consolidated balance sheets, and those derivative receivables and payables are shown separately in the tables below. The following tables present, as of September 30, 2021, and December 31, 2020, gross and net derivative receivables and payables by contract and settlement type. Derivative receivables and payables, as well as the related cash collateral from the same counterparty, have been netted on the Consolidated balance sheets where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, amounts are not eligible for netting on the Consolidated balance sheets, and those derivative receivables and payables are shown separately in the tables below. In addition to the cash collateral received and transferred that is presented on a net basis with derivative receivables and payables, the Firm receives and transfers additional collateral (financial instruments and cash). These amounts mitigate counterparty credit risk associated with the Firm’s derivative instruments, but are not eligible for net presentation: In addition to the cash collateral received and transferred that is presented on a net basis with derivative receivables and payables, the Firm receives and transfers additional collateral (financial instruments and cash). These amounts mitigate counterparty credit risk associated with the Firm’s derivative instruments, but are not eligible for net presentation: •collateral that consists of liquid securities and other cash collateral held at third-party custodians, which are shown separately as "Collateral not nettable on the Consolidated balance sheets" in the tables below, up to the fair value exposure amount. For the purpose of this disclosure, the definition of liquid securities is consistent with the definition of high quality liquid assets as defined in the LCR rule; • collateral that consists of liquid securities and other cash collateral held at third-party custodians, which are shown separately as "Collateral not nettable on the Consolidated balance sheets" in the tables below, up to the fair value exposure amount. For the purpose of this disclosure, the definition of liquid securities is consistent with the definition of high quality liquid assets as defined in the LCR rule; •the amount of collateral held or transferred that exceeds the fair value exposure at the individual counterparty level, as of the date presented, which is excluded from the tables below; and • the amount of collateral held or transferred that exceeds the fair value exposure at the individual counterparty level, as of the date presented, which is excluded from the tables below; and •collateral held or transferred that relates to derivative receivables or payables where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement, which is excluded from the tables below. • collateral held or transferred that relates to derivative receivables or payables where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement, which is excluded from the tables below. September 30, 2021 December 31, 2020 (in millions) Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables U.S. GAAP nettable derivative receivables Interest rate contracts: Over-the-counter (“OTC”) $ 262,855 $ (243,110) $ 19,745 $ 367,214 (e) $ (337,609) (e) $ 29,605 OTC–cleared 17,441 (16,953) 488 18,340 (17,919) 421 Exchange-traded(a) 290 (280) 10 554 (395) 159 Total interest rate contracts 280,586 (260,343) 20,243 386,108 (355,923) 30,185 Credit contracts: OTC 7,735 (6,953) 782 8,894 (e) (8,356) (e) 538 OTC–cleared 2,492 (2,396) 96 4,326 (4,309) 17 Total credit contracts 10,227 (9,349) 878 13,220 (12,665) 555 Foreign exchange contracts: OTC 159,235 (148,098) 11,137 201,349 (189,655) 11,694 OTC–cleared 640 (572) 68 834 (819) 15 Exchange-traded(a) 10 (1) 9 35 (5) 30 Total foreign exchange contracts 159,885 (148,671) 11,214 202,218 (190,479) 11,739 Equity contracts: OTC 27,692 (25,632) 2,060 29,844 (e) (27,374) 2,470 Exchange-traded(a) 39,348 (38,298) 1,050 28,294 (26,751) 1,543 Total equity contracts 67,040 (63,930) 3,110 58,138 (54,125) 4,013 Commodity contracts: OTC 21,467 (8,256) 13,211 10,924 (7,901) 3,023 OTC–cleared 72 (72) — 20 (20) — Exchange-traded(a) 11,482 (11,037) 445 6,833 (6,811) 22 Total commodity contracts 33,021 (19,365) 13,656 17,777 (14,732) 3,045 Derivative receivables with appropriate legal opinion 550,759 (501,658) 49,101 (d) 677,461 (627,924) 49,537 (d) Derivative receivables where an appropriate legal opinion has not been either sought or obtained 18,807 18,807 25,907 25,907 Total derivative receivables recognized on the Consolidated balance sheets $ 569,566 $ 67,908 $ 703,368 $ 75,444 Collateral not nettable on the Consolidated balance sheets(b)(c) (11,001) (14,806) Net amounts $ 56,907 $ 60,638 September 30, 2021 December 31, 2020 (in millions) Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables U.S. GAAP nettable derivative receivables U.S. GAAP nettable derivative receivables Interest rate contracts: Over-the-counter (“OTC”) $ 262,855 $ (243,110) $ 19,745 $ 367,214 (e) (e) $ (337,609) (e) (e) $ 29,605 OTC–cleared 17,441 (16,953) 488 18,340 (17,919) 421 Exchange-traded(a) Exchange-traded (a) 290 (280) 10 554 (395) 159 Total interest rate contracts 280,586 (260,343) 20,243 386,108 (355,923) 30,185 Credit contracts: OTC 7,735 (6,953) 782 8,894 (e) (e) (8,356) (e) (e) 538 OTC–cleared 2,492 (2,396) 96 4,326 (4,309) 17 Total credit contracts 10,227 (9,349) 878 13,220 (12,665) 555 Foreign exchange contracts: OTC 159,235 (148,098) 11,137 201,349 (189,655) 11,694 OTC–cleared 640 (572) 68 834 (819) 15 Exchange-traded(a) Exchange-traded (a) 10 (1) 9 35 (5) 30 Total foreign exchange contracts 159,885 (148,671) 11,214 202,218 (190,479) 11,739 Equity contracts: OTC 27,692 (25,632) 2,060 29,844 (e) (e) (27,374) 2,470 Exchange-traded(a) Exchange-traded (a) 39,348 (38,298) 1,050 28,294 (26,751) 1,543 Total equity contracts 67,040 (63,930) 3,110 58,138 (54,125) 4,013 Commodity contracts: OTC 21,467 (8,256) 13,211 10,924 (7,901) 3,023 OTC–cleared 72 (72) — 20 (20) — Exchange-traded(a) Exchange-traded (a) 11,482 (11,037) 445 6,833 (6,811) 22 Total commodity contracts 33,021 (19,365) 13,656 17,777 (14,732) 3,045 Derivative receivables with appropriate legal opinion Derivative receivables with appropriate legal opinion 550,759 (501,658) 49,101 (d) (d) 677,461 (627,924) 49,537 (d) (d) Derivative receivables where an appropriate legal opinion has not been either sought or obtained Derivative receivables where an appropriate legal opinion has not been either sought or obtained 18,807 18,807 25,907 25,907 Total derivative receivables recognized on the Consolidated balance sheets Total derivative receivables recognized on the Consolidated balance sheets $ 569,566 $ 67,908 $ 703,368 $ 75,444 Collateral not nettable on the Consolidated balance sheets(b)(c) Collateral not nettable on the Consolidated balance sheets (b)(c) (11,001) (14,806) Net amounts Net amounts $ 56,907 $ 60,638 September 30, 2021 December 31, 2020 (in millions) Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables U.S. GAAP nettable derivative payables Interest rate contracts: OTC $ 232,047 $ (224,749) $ 7,298 $ 332,214 (e) $ (321,140) (e) $ 11,074 OTC–cleared 18,841 (18,532) 309 19,710 (19,494) 216 Exchange-traded(a) 184 (179) 5 358 (341) 17 Total interest rate contracts 251,072 (243,460) 7,612 352,282 (340,975) 11,307 Credit contracts: OTC 8,775 (8,060) 715 10,311 (e) (8,781) (e) 1,530 OTC–cleared 2,433 (2,346) 87 4,075 (4,056) 19 Total credit contracts 11,208 (10,406) 802 14,386 (12,837) 1,549 Foreign exchange contracts: OTC 157,829 (147,518) 10,311 210,803 (193,672) 17,131 OTC–cleared 579 (572) 7 836 (819) 17 Exchange-traded(a) 12 — 12 34 (2) 32 Total foreign exchange contracts 158,420 (148,090) 10,330 211,673 (194,493) 17,180 Equity contracts: OTC 34,759 (30,733) 4,026 35,330 (28,763) 6,567 Exchange-traded(a) 43,462 (38,330) 5,132 34,491 (26,752) 7,739 Total equity contracts 78,221 (69,063) 9,158 69,821 (55,515) 14,306 Commodity contracts: OTC 18,060 (11,770) 6,290 10,365 (7,544) 2,821 OTC–cleared 85 (85) — 32 (32) — Exchange-traded(a) 12,241 (11,107) 1,134 7,391 (6,868) 523 Total commodity contracts 30,386 (22,962) 7,424 17,788 (14,444) 3,344 Derivative payables with appropriate legal opinion 529,307 (493,981) 35,326 (d) 665,950 (618,264) 47,686 (d) Derivative payables where an appropriate legal opinion has not been either sought or obtained 18,159 18,159 22,937 22,937 Total derivative payables recognized on the Consolidated balance sheets $ 547,466 $ 53,485 $ 688,887 $ 70,623 Collateral not nettable on the Consolidated balance sheets(b)(c) (7,091) (11,964) Net amounts $ 46,394 $ 58,659 September 30, 2021 December 31, 2020 (in millions) Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables U.S. GAAP nettable derivative payables U.S. GAAP nettable derivative payables Interest rate contracts: OTC $ 232,047 $ (224,749) $ 7,298 $ 332,214 (e) (e) $ (321,140) (e) (e) $ 11,074 OTC–cleared 18,841 (18,532) 309 19,710 (19,494) 216 Exchange-traded(a) Exchange-traded (a) 184 (179) 5 358 (341) 17 Total interest rate contracts 251,072 (243,460) 7,612 352,282 (340,975) 11,307 Credit contracts: OTC 8,775 (8,060) 715 10,311 (e) (e) (8,781) (e) (e) 1,530 OTC–cleared 2,433 (2,346) 87 4,075 (4,056) 19 Total credit contracts 11,208 (10,406) 802 14,386 (12,837) 1,549 Foreign exchange contracts: OTC 157,829 (147,518) 10,311 210,803 (193,672) 17,131 OTC–cleared 579 (572) 7 836 (819) 17 Exchange-traded(a) Exchange-traded (a) 12 — 12 34 (2) 32 Total foreign exchange contracts 158,420 (148,090) 10,330 211,673 (194,493) 17,180 Equity contracts: OTC 34,759 (30,733) 4,026 35,330 (28,763) 6,567 Exchange-traded(a) Exchange-traded (a) 43,462 (38,330) 5,132 34,491 (26,752) 7,739 Total equity contracts 78,221 (69,063) 9,158 69,821 (55,515) 14,306 Commodity contracts: OTC 18,060 (11,770) 6,290 10,365 (7,544) 2,821 OTC–cleared 85 (85) — 32 (32) — Exchange-traded(a) Exchange-traded (a) 12,241 (11,107) 1,134 7,391 (6,868) 523 Total commodity contracts 30,386 (22,962) 7,424 17,788 (14,444) 3,344 Derivative payables with appropriate legal opinion Derivative payables with appropriate legal opinion 529,307 (493,981) 35,326 (d) (d) 665,950 (618,264) 47,686 (d) (d) Derivative payables where an appropriate legal opinion has not been either sought or obtained Derivative payables where an appropriate legal opinion has not been either sought or obtained 18,159 18,159 22,937 22,937 Total derivative payables recognized on the Consolidated balance sheets Total derivative payables recognized on the Consolidated balance sheets $ 547,466 $ 53,485 $ 688,887 $ 70,623 Collateral not nettable on the Consolidated balance sheets(b)(c) Collateral not nettable on the Consolidated balance sheets (b)(c) (7,091) (11,964) Net amounts Net amounts $ 46,394 $ 58,659 (a)Exchange-traded derivative balances that relate to futures contracts are settled daily. (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b)Includes liquid securities and other cash collateral held at third-party custodians related to derivative instruments where an appropriate legal opinion has been obtained. For some counterparties, the collateral amounts of financial instruments may exceed the derivative receivables and derivative payables balances. Where this is the case, the total amount reported is limited to the net derivative receivables and net derivative payables balances with that counterparty. (b) Includes liquid securities and other cash collateral held at third-party custodians related to derivative instruments where an appropriate legal opinion has been obtained. For some counterparties, the collateral amounts of financial instruments may exceed the derivative receivables and derivative payables balances. Where this is the case, the total amount reported is limited to the net derivative receivables and net derivative payables balances with that counterparty. (c)Derivative collateral relates only to OTC and OTC-cleared derivative instruments. (c) Derivative collateral relates only to OTC and OTC-cleared derivative instruments. (d)Net derivatives receivable included cash collateral netted of $68.8 billion and $88.0 billion at September 30, 2021, and December 31, 2020, respectively. Net derivatives payable included cash collateral netted of $61.2 billion and $78.4 billion at September 30, 2021, and December 31, 2020, respectively. Derivative cash collateral relates to OTC and OTC-cleared derivative instruments. (d) Net derivatives receivable included cash collateral netted of $68.8 billion and $88.0 billion at September 30, 2021, and December 31, 2020, respectively. Net derivatives payable included cash collateral netted of $61.2 billion and $78.4 billion at September 30, 2021, and December 31, 2020, respectively. Derivative cash collateral relates to OTC and OTC-cleared derivative instruments. (e)Prior-period amounts have been revised to conform with the current presentation. (e) Prior-period amounts have been revised to conform with the current presentation. Liquidity risk and credit-related contingent features Liquidity risk and credit-related contingent features Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a more detailed discussion of liquidity risk and credit-related contingent features related to the Firm’s derivative contracts. Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a more detailed discussion of liquidity risk and credit-related contingent features related to the Firm’s derivative contracts. The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at September 30, 2021, and December 31, 2020. The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at September 30, 2021, and December 31, 2020. OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) September 30, 2021 December 31, 2020 Aggregate fair value of net derivative payables $ 19,541 $ 26,945 (a) Collateral posted 17,160 26,289 OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) September 30, 2021 December 31, 2020 Aggregate fair value of net derivative payables Aggregate fair value of net derivative payables $ 19,541 $ 26,945 (a) (a) Collateral posted 17,160 26,289 (a)Prior-period amount has been revised to conform with the current presentation. (a) Prior-period amount has been revised to conform with the current presentation. The following table shows the impact of a single-notch and two-notch downgrade of the long-term issuer ratings of JPMorgan Chase & Co. and its subsidiaries, predominantly JPMorgan Chase Bank, N.A., at September 30, 2021, and December 31, 2020, related to OTC and OTC-cleared derivative contracts with contingent collateral or termination features that may be triggered upon a ratings downgrade. Derivatives contracts generally require additional collateral to be posted or terminations to be triggered when the predefined threshold rating is breached. A downgrade by a single rating agency that does not result in a rating lower than a preexisting corresponding rating provided by another major rating agency will generally not result in additional collateral (except in certain instances in which additional initial margin may be required upon a ratings downgrade), nor in termination payments requirements. The liquidity impact in the table is calculated based upon a downgrade below the lowest current rating of the rating agencies referred to in the derivative contract. The following table shows the impact of a single-notch and two-notch downgrade of the long-term issuer ratings of JPMorgan Chase & Co. and its subsidiaries, predominantly JPMorgan Chase Bank, N.A., at September 30, 2021, and December 31, 2020, related to OTC and OTC-cleared derivative contracts with contingent collateral or termination features that may be triggered upon a ratings downgrade. Derivatives contracts generally require additional collateral to be posted or terminations to be triggered when the predefined threshold rating is breached. A downgrade by a single rating agency that does not result in a rating lower than a preexisting corresponding rating provided by another major rating agency will generally not result in additional collateral (except in certain instances in which additional initial margin may be required upon a ratings downgrade), nor in termination payments requirements. The liquidity impact in the table is calculated based upon a downgrade below the lowest current rating of the rating agencies referred to in the derivative contract. Liquidity impact of downgrade triggers on OTC and OTC-cleared derivatives September 30, 2021 December 31, 2020 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade(a) $ 230 $ 1,572 $ 119 $ 1,243 Amount required to settle contracts with termination triggers upon downgrade(b) 109 685 153 1,682 (c) Liquidity impact of downgrade triggers on OTC and OTC-cleared derivatives September 30, 2021 December 31, 2020 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade(a) Amount of additional collateral to be posted upon downgrade (a) $ 230 $ 1,572 $ 119 $ 1,243 Amount required to settle contracts with termination triggers upon downgrade(b) Amount required to settle contracts with termination triggers upon downgrade (b) 109 685 153 1,682 (c) (c) (a)Includes the additional collateral to be posted for initial margin. (a) Includes the additional collateral to be posted for initial margin. (b)Amounts represent fair values of derivative payables, and do not reflect collateral posted. (b) Amounts represent fair values of derivative payables, and do not reflect collateral posted. (c)Prior-period amount has been revised to conform with the current presentation. (c) Prior-period amount has been revised to conform with the current presentation. Derivatives executed in contemplation of a sale of the underlying financial asset Derivatives executed in contemplation of a sale of the underlying financial asset In certain instances the Firm enters into transactions in which it transfers financial assets but maintains the economic exposure to the transferred assets by entering into a derivative with the same counterparty in contemplation of the initial transfer. The Firm generally accounts for such transfers as collateralized financing transactions as described in Note 10, but in limited circumstances they may qualify to be accounted for as a sale and a derivative under U.S. GAAP. The amount of such transfers accounted for as a sale where the associated derivative was outstanding was not material at September 30, 2021 and December 31, 2020. In certain instances the Firm enters into transactions in which it transfers financial assets but maintains the economic exposure to the transferred assets by entering into a derivative with the same counterparty in contemplation of the initial transfer. The Firm generally accounts for such transfers as collateralized financing transactions as described in Note 10, but in limited circumstances they may qualify to be accounted for as a sale and a derivative under U.S. GAAP. The amount of such transfers accounted for as a sale where the associated derivative was outstanding was not material at September 30, 2021 and December 31, 2020. Impact of derivatives on the Consolidated statements of income Impact of derivatives on the Consolidated statements of income The following tables provide information related to gains and losses recorded on derivatives based on their hedge accounting designation or purpose. The following tables provide information related to gains and losses recorded on derivatives based on their hedge accounting designation or purpose. Fair value hedge gains and losses Fair value hedge gains and losses Fair value hedge gains and losses Fair value hedge gains and losses The following tables present derivative instruments, by contract type, used in fair value hedge accounting relationships, as well as pre-tax gains/(losses) recorded on such derivatives and the related hedged items for the three and nine months ended September 30, 2021 and 2020, respectively. The Firm includes gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the related hedged item. The following tables present derivative instruments, by contract type, used in fair value hedge accounting relationships, as well as pre-tax gains/(losses) recorded on such derivatives and the related hedged items for the three and nine months ended September 30, 2021 and 2020, respectively. The Firm includes gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the related hedged item. Gains/(losses) recorded in income Income statement impact of excluded components(e) OCI impact Three months ended September 30, 2021 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Contract type Interest rate(a)(b) $ (812) $ 1,401 $ 589 $ — $ 592 $ — Foreign exchange(c) (363) 367 4 (71) 3 12 Commodity(d) (732) 754 22 — 14 — Total $ (1,907) $ 2,522 $ 615 $ (71) $ 609 $ 12 Gains/(losses) recorded in income Income statement impact of excluded components(e) Income statement impact of excluded components (e) OCI impact Three months ended September 30, 2021 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate(a)(b) Interest rate (a)(b) $ (812) $ 1,401 $ 589 $ — $ 592 $ — Foreign exchange(c) Foreign exchange (c) (363) 367 4 (71) 3 12 Commodity(d) Commodity (d) (732) 754 22 — 14 — Total $ (1,907) $ 2,522 $ 615 $ (71) $ 609 $ 12 Gains/(losses) recorded in income Income statement impact of excluded components(e) OCI impact Three months ended September 30, 2020 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Contract type Interest rate(a)(b) $ (464) $ 743 $ 279 $ — $ 309 $ — Foreign exchange(c) 307 (280) 27 (79) 27 (91) Commodity(d) (569) 593 24 — 14 — Total $ (726) $ 1,056 $ 330 $ (79) $ 350 $ (91) Gains/(losses) recorded in income Income statement impact of Income statement impact of excluded components(e) excluded components (e) OCI impact Three months ended September 30, 2020 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate(a)(b) Interest rate (a)(b) $ (464) $ 743 $ 279 $ — $ 309 $ — Foreign exchange(c) Foreign exchange (c) 307 (280) 27 (79) 27 (91) Commodity(d) Commodity (d) (569) 593 24 — 14 — Total $ (726) $ 1,056 $ 330 $ (79) $ 350 $ (91) Gains/(losses) recorded in income Income statement impact of excluded components(e) OCI impact Nine months ended September 30, 2021 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Contract type Interest rate(a)(b) $ (3,749) $ 5,217 $ 1,468 $ — $ 1,572 $ — Foreign exchange(c) (862) 893 31 (221) 30 (56) Commodity(d) (5,119) 5,197 78 — 46 — Total $ (9,730) $ 11,307 $ 1,577 $ (221) $ 1,648 $ (56) Gains/(losses) recorded in income Income statement impact of Income statement impact of excluded components(e) excluded components (e) OCI impact Nine months ended September 30, 2021 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate(a)(b) Interest rate (a)(b) $ (3,749) $ 5,217 $ 1,468 $ — $ 1,572 $ — Foreign exchange(c) Foreign exchange (c) (862) 893 31 (221) 30 (56) Commodity(d) Commodity (d) (5,119) 5,197 78 — 46 — Total $ (9,730) $ 11,307 $ 1,577 $ (221) $ 1,648 $ (56) Gains/(losses) recorded in income Income statement impact of excluded components(e) OCI impact Nine months ended September 30, 2020 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Contract type Interest rate(a)(b) $ 4,087 $ (3,333) $ 754 $ — $ 728 $ — Foreign exchange(c) 579 (430) 149 (379) 149 45 Commodity(d) (771) 882 111 — 107 — Total $ 3,895 $ (2,881) $ 1,014 $ (379) $ 984 $ 45 Gains/(losses) recorded in income Income statement impact of Income statement impact of excluded components(e) excluded components (e) OCI impact Nine months ended September 30, 2020 (in millions) Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI(f) Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate(a)(b) Interest rate (a)(b) $ 4,087 $ (3,333) $ 754 $ — $ 728 $ — Foreign exchange(c) Foreign exchange (c) 579 (430) 149 (379) 149 45 Commodity(d) Commodity (d) (771) 882 111 — 107 — Total $ 3,895 $ (2,881) $ 1,014 $ (379) $ 984 $ 45 (a)Primarily consists of hedges of the benchmark (e.g., London Interbank Offered Rate ("LIBOR")) interest rate risk of fixed-rate long-term debt and AFS securities. Gains and losses were recorded in net interest income. (a) Primarily consists of hedges of the benchmark (e.g., London Interbank Offered Rate ("LIBOR")) interest rate risk of fixed-rate long-term debt and AFS securities. Gains and losses were recorded in net interest income. (b)Excludes the amortization expense associated with the inception hedge accounting adjustment applied to the hedged item. This expense is recorded in net interest income and substantially offsets the income statement impact of the excluded components. Also excludes the accrual of interest on interest rate swaps and the related hedged items. (b) Excludes the amortization expense associated with the inception hedge accounting adjustment applied to the hedged item. This expense is recorded in net interest income and substantially offsets the income statement impact of the excluded components. Also excludes the accrual of interest on interest rate swaps and the related hedged items. (c)Primarily consists of hedges of the foreign currency risk of long-term debt and AFS securities for changes in spot foreign currency rates. Gains and losses related to the derivatives and the hedged items due to changes in foreign currency rates and the income statement impact of excluded components were recorded primarily in principal transactions revenue and net interest income. (c) Primarily consists of hedges of the foreign currency risk of long-term debt and AFS securities for changes in spot foreign currency rates. Gains and losses related to the derivatives and the hedged items due to changes in foreign currency rates and the income statement impact of excluded components were recorded primarily in principal transactions revenue and net interest income. (d)Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or net realizable value (net realizable value approximates fair value). Gains and losses were recorded in principal transactions revenue. (d) Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or net realizable value (net realizable value approximates fair value). Gains and losses were recorded in principal transactions revenue. (e)The assessment of hedge effectiveness excludes certain components of the changes in fair values of the derivatives and hedged items such as forward points on foreign exchange forward contracts, time values and cross-currency basis spreads. Excluded components may impact earnings either through amortization of the initial amount over the life of the derivative, or through fair value changes recognized in the current period. (e) The assessment of hedge effectiveness excludes certain components of the changes in fair values of the derivatives and hedged items such as forward points on foreign exchange forward contracts, time values and cross-currency basis spreads. Excluded components may impact earnings either through amortization of the initial amount over the life of the derivative, or through fair value changes recognized in the current period. (f)Represents the change in value of amounts excluded from the assessment of effectiveness under the amortization approach, predominantly cross-currency basis spreads. The amount excluded at inception of the hedge is recognized in earnings over the life of the derivative. (f) Represents the change in value of amounts excluded from the assessment of effectiveness under the amortization approach, predominantly cross-currency basis spreads. The amount excluded at inception of the hedge is recognized in earnings over the life of the derivative. As of September 30, 2021 and December 31, 2020, the following amounts were recorded on the Consolidated balance sheets related to certain cumulative fair value hedge basis adjustments that are expected to reverse through the income statement in future periods as an adjustment to yield. As of September 30, 2021 and December 31, 2020, the following amounts were recorded on the Consolidated balance sheets related to certain cumulative fair value hedge basis adjustments that are expected to reverse through the income statement in future periods as an adjustment to yield. Carrying amount of the hedged items(a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: September 30, 2021 (in millions) Active hedging relationships Discontinued hedging relationships(d)(e) Total Assets Investment securities - AFS $ 71,464 (c) $ 906 $ 558 $ 1,464 Liabilities Long-term debt $ 191,783 $ (1,121) $ 9,042 $ 7,921 Beneficial interests issued by consolidated VIEs 748 — (2) (2) Carrying amount of the hedged items(a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: December 31, 2020 (in millions) Active hedging relationships Discontinued hedging relationships(d)(e) Total Assets Investment securities - AFS $ 139,684 (c) $ 3,572 $ 847 $ 4,419 Liabilities Long-term debt $ 177,611 $ 3,194 $ 11,473 $ 14,667 Beneficial interests issued by consolidated VIEs 746 — (3) (3) Carrying amount of the hedged items(a)(b) Carrying amount of the hedged items (a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: September 30, 2021 (in millions) Active hedging relationships Discontinued hedging relationships(d)(e) Discontinued hedging relationships (d)(e) Total Assets Investment securities - AFS $ 71,464 (c) (c) $ 906 $ 558 $ 1,464 Liabilities Long-term debt $ 191,783 $ (1,121) $ 9,042 $ 7,921 Beneficial interests issued by consolidated VIEs 748 — (2) (2) Carrying amount of the hedged items(a)(b) Carrying amount of the hedged items (a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: December 31, 2020 (in millions) Active hedging relationships Discontinued hedging relationships(d)(e) Discontinued hedging relationships (d)(e) Total Assets Investment securities - AFS $ 139,684 (c) (c) $ 3,572 $ 847 $ 4,419 Liabilities Long-term debt $ 177,611 $ 3,194 $ 11,473 $ 14,667 Beneficial interests issued by consolidated VIEs 746 — (3) (3) (a)Excludes physical commodities with a carrying value of $19.3 billion and $11.5 billion at September 30, 2021 and December 31, 2020, respectively, to which the Firm applies fair value hedge accounting. As a result of the application of hedge accounting, these inventories are carried at fair value, thus recognizing unrealized gains and losses in current periods. Since the Firm exits these positions at fair value, there is no incremental impact to net income in future periods. (a) Excludes physical commodities with a carrying value of $19.3 billion and $11.5 billion at September 30, 2021 and December 31, 2020, respectively, to which the Firm applies fair value hedge accounting. As a result of the application of hedge accounting, these inventories are carried at fair value, thus recognizing unrealized gains and losses in current periods. Since the Firm exits these positions at fair value, there is no incremental impact to net income in future periods. (b)Excludes hedged items where only foreign currency risk is the designated hedged risk, as basis adjustments related to foreign currency hedges will not reverse through the income statement in future periods. At September 30, 2021 and December 31, 2020, the carrying amount excluded for AFS securities is $12.6 billion and $14.5 billion, respectively, and for long-term debt is $11.8 billion and $6.6 billion, respectively. (b) Excludes hedged items where only foreign currency risk is the designated hedged risk, as basis adjustments related to foreign currency hedges will not reverse through the income statement in future periods. At September 30, 2021 and December 31, 2020, the carrying amount excluded for AFS securities is $12.6 billion and $14.5 billion, respectively, and for long-term debt is $11.8 billion and $6.6 billion, respectively. (c)Carrying amount represents the amortized cost, net of allowance if applicable. Refer to Note 9 for additional information. (c) Carrying amount represents the amortized cost, net of allowance if applicable. Refer to Note 9 for additional information. (d)Represents basis adjustments existing on the balance sheet date associated with hedged items that have been de-designated from qualifying fair value hedging relationships. (d) Represents basis adjustments existing on the balance sheet date associated with hedged items that have been de-designated from qualifying fair value hedging relationships. (e)Positive amounts related to assets represent cumulative fair value hedge basis adjustments that will reduce net interest income in future periods. Positive (negative) amounts related to liabilities represent cumulative fair value hedge basis adjustments that will increase (reduce) net interest income in future periods. (e) Positive amounts related to assets represent cumulative fair value hedge basis adjustments that will reduce net interest income in future periods. Positive (negative) amounts related to liabilities represent cumulative fair value hedge basis adjustments that will increase (reduce) net interest income in future periods. Cash flow hedge gains and losses Cash flow hedge gains and losses The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pre-tax gains/(losses) recorded on such derivatives, for the three and nine months ended September 30, 2021 and 2020, respectively. The Firm includes the gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the change in cash flows on the related hedged item. The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pre-tax gains/(losses) recorded on such derivatives, for the three and nine months ended September 30, 2021 and 2020, respectively. The Firm includes the gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the change in cash flows on the related hedged item. Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 272 $ (232) $ (504) Foreign exchange(b) 54 (35) (89) Total $ 326 $ (267) $ (593) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 214 $ 8 $ (206) Foreign exchange(b) 13 126 113 Total $ 227 $ 134 $ (93) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 771 $ (1,871) $ (2,642) Foreign exchange(b) 159 27 (132) Total $ 930 $ (1,844) $ (2,774) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 332 $ 3,881 $ 3,549 Foreign exchange(b) (4) (94) (90) Total $ 328 $ 3,787 $ 3,459 Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) Interest rate (a) $ 272 $ (232) $ (504) Foreign exchange(b) Foreign exchange (b) 54 (35) (89) Total $ 326 $ (267) $ (593) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change Total change in OCI for period in OCI for period Contract type Interest rate(a) Interest rate (a) $ 214 $ 8 $ (206) Foreign exchange(b) Foreign exchange (b) 13 126 113 Total $ 227 $ 134 $ (93) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Total change in OCI for period Contract type Interest rate(a) Interest rate (a) $ 771 $ (1,871) $ (2,642) Foreign exchange(b) Foreign exchange (b) 159 27 (132) Total $ 930 $ (1,844) $ (2,774) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Total change in OCI for period Contract type Interest rate(a) Interest rate (a) $ 332 $ 3,881 $ 3,549 Foreign exchange(b) Foreign exchange (b) (4) (94) (90) Total $ 328 $ 3,787 $ 3,459 (a)Primarily consists of hedges of LIBOR-indexed floating-rate assets and floating-rate liabilities. Gains and losses were recorded in net interest income. (a) Primarily consists of hedges of LIBOR-indexed floating-rate assets and floating-rate liabilities. Gains and losses were recorded in net interest income. (b)Primarily consists of hedges of the foreign currency risk of non-U.S. dollar-denominated revenue and expense. The income statement classification of gains and losses follows the hedged item – primarily noninterest revenue and compensation expense. (b) Primarily consists of hedges of the foreign currency risk of non-U.S. dollar-denominated revenue and expense. The income statement classification of gains and losses follows the hedged item – primarily noninterest revenue and compensation expense. The Firm did not experience any forecasted transactions that failed to occur for the three and nine months ended September 30, 2021 and 2020. The Firm did not experience any forecasted transactions that failed to occur for the three and nine months ended September 30, 2021 and 2020. Over the next 12 months, the Firm expects that approximately $812 million (after-tax) of net gains recorded in AOCI at September 30, 2021, related to cash flow hedges will be recognized in income. For cash flow hedges that have been terminated, the maximum length of time over which the derivative results recorded in AOCI will be recognized in earnings is approximately eight years, corresponding to the timing of the originally hedged forecasted cash flows. For open cash flow hedges, the maximum length of time over which forecasted transactions are hedged is approximately seven years. The Firm’s longer-dated forecasted transactions relate to core lending and borrowing activities. Over the next 12 months, the Firm expects that approximately $812 million (after-tax) of net gains recorded in AOCI at September 30, 2021, related to cash flow hedges will be recognized in income. For cash flow hedges that have been terminated, the maximum length of time over which the derivative results recorded in AOCI will be recognized in earnings is approximately eight years, corresponding to the timing of the originally hedged forecasted cash flows. For open cash flow hedges, the maximum length of time over which forecasted transactions are hedged is approximately seven years. The Firm’s longer-dated forecasted transactions relate to core lending and borrowing activities. Net investment hedge gains and losses Net investment hedge gains and losses The following table presents hedging instruments, by contract type, that were used in net investment hedge accounting relationships, and the pre-tax gains/(losses) recorded on such instruments for the three and nine months ended September 30, 2021 and 2020. The following table presents hedging instruments, by contract type, that were used in net investment hedge accounting relationships, and the pre-tax gains/(losses) recorded on such instruments for the three and nine months ended September 30, 2021 and 2020. Gains/(losses) recorded in income and other comprehensive income/(loss) 2021 2020 Three months ended September 30, (in millions) Amounts recorded in income(a)(b) Amounts recorded in OCI Amounts recorded in income(a)(b) Amounts recorded in OCI Foreign exchange derivatives $ (73) $ 1,028 $ (37) $ (868) Gains/(losses) recorded in income and other comprehensive income/(loss) 2021 2020 Nine months ended September 30, (in millions) Amounts recorded in income(a)(b) Amounts recorded in OCI Amounts recorded in income(a)(b) Amounts recorded in OCI Foreign exchange derivatives $ (180) $ 1,958 $ (108) $ 308 Gains/(losses) recorded in income and other comprehensive income/(loss) 2021 2020 Three months ended September 30, (in millions) Amounts recorded in Amounts recorded in income(a)(b) income (a)(b) Amounts recorded in OCI Amounts recorded in Amounts recorded in income(a)(b) income (a)(b) Amounts recorded in OCI Foreign exchange derivatives $ (73) $ 1,028 $ (37) $ (868) Gains/(losses) recorded in income and other comprehensive income/(loss) 2021 2020 Nine months ended September 30, (in millions) Amounts recorded in Amounts recorded in income(a)(b) income (a)(b) Amounts recorded in OCI Amounts recorded in Amounts recorded in income(a)(b) income (a)(b) Amounts recorded in OCI Foreign exchange derivatives $ (180) $ 1,958 $ (108) $ 308 (a)Certain components of hedging derivatives are permitted to be excluded from the assessment of hedge effectiveness, such as forward points on foreign exchange forward contracts. The Firm elects to record changes in fair value of these amounts directly in other income. (a) Certain components of hedging derivatives are permitted to be excluded from the assessment of hedge effectiveness, such as forward points on foreign exchange forward contracts. The Firm elects to record changes in fair value of these amounts directly in other income. (b)Excludes amounts reclassified from AOCI to income on the sale or liquidation of hedged entities. The amount reclassified for the three and nine months ended September 30, 2021 was not material. During the nine months ended September 30, 2020, the Firm reclassified pre-tax losses of $8 million to other income related to the liquidation of certain legal entities and the amount was not material for the three months ended September 30, 2020. Refer to Note 19 for further information. (b) Excludes amounts reclassified from AOCI to income on the sale or liquidation of hedged entities. The amount reclassified for the three and nine months ended September 30, 2021 was not material. During the nine months ended September 30, 2020, the Firm reclassified pre-tax losses of $8 million to other income related to the liquidation of certain legal entities and the amount was not material for the three months ended September 30, 2020. Refer to Note 19 for further information. Gains and losses on derivatives used for specified risk management purposes Gains and losses on derivatives used for specified risk management purposes The following table presents pre-tax gains/(losses) recorded on a limited number of derivatives, not designated in hedge accounting relationships, that are used to manage risks associated with certain specified assets and liabilities, including certain risks arising from mortgage commitments, warehouse loans, MSRs, wholesale lending exposures, and foreign currency-denominated assets and liabilities. The following table presents pre-tax gains/(losses) recorded on a limited number of derivatives, not designated in hedge accounting relationships, that are used to manage risks associated with certain specified assets and liabilities, including certain risks arising from mortgage commitments, warehouse loans, MSRs, wholesale lending exposures, and foreign currency-denominated assets and liabilities. Derivatives gains/(losses) recorded in income Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Contract type Interest rate(a) $ 320 $ 597 $ 822 $ 2,533 Credit(b) (14) (19) (81) (58) Foreign exchange(c) 14 18 82 96 Total $ 320 $ 596 $ 823 $ 2,571 Derivatives gains/(losses) recorded in income Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Contract type Interest rate(a) Interest rate (a) $ 320 $ 597 $ 822 $ 2,533 Credit(b) Credit (b) (14) (19) (81) (58) Foreign exchange(c) Foreign exchange (c) 14 18 82 96 Total $ 320 $ 596 $ 823 $ 2,571 (a)Primarily represents interest rate derivatives used to hedge the interest rate risk inherent in mortgage commitments, warehouse loans and MSRs, as well as written commitments to originate warehouse loans. Gains and losses were recorded predominantly in mortgage fees and related income. (a) Primarily represents interest rate derivatives used to hedge the interest rate risk inherent in mortgage commitments, warehouse loans and MSRs, as well as written commitments to originate warehouse loans. Gains and losses were recorded predominantly in mortgage fees and related income. (b)Relates to credit derivatives used to mitigate credit risk associated with lending exposures in the Firm’s wholesale businesses. These derivatives do not include credit derivatives used to mitigate counterparty credit risk arising from derivative receivables, which is included in gains and losses on derivatives related to market-making activities and other derivatives. Gains and losses were recorded in principal transactions revenue. (b) Relates to credit derivatives used to mitigate credit risk associated with lending exposures in the Firm’s wholesale businesses. These derivatives do not include credit derivatives used to mitigate counterparty credit risk arising from derivative receivables, which is included in gains and losses on derivatives related to market-making activities and other derivatives. Gains and losses were recorded in principal transactions revenue. (c)Primarily relates to derivatives used to mitigate foreign exchange risk of specified foreign currency-denominated assets and liabilities. Gains and losses were recorded in principal transactions revenue. (c) Primarily relates to derivatives used to mitigate foreign exchange risk of specified foreign currency-denominated assets and liabilities. Gains and losses were recorded in principal transactions revenue. Credit derivatives Credit derivatives Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a more detailed discussion of credit derivatives. The following tables present a summary of the notional amounts of credit derivatives and credit-related notes the Firm sold and purchased as of September 30, 2021 and December 31, 2020. The Firm does not use notional amounts of credit derivatives as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Firm’s view, the risks associated with such derivatives. Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a more detailed discussion of credit derivatives. The following tables present a summary of the notional amounts of credit derivatives and credit-related notes the Firm sold and purchased as of September 30, 2021 and December 31, 2020. The Firm does not use notional amounts of credit derivatives as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Firm’s view, the risks associated with such derivatives. Total credit derivatives and credit-related notes Total credit derivatives and credit-related notes Maximum payout/Notional amount September 30, 2021 (in millions) Protection sold Protection purchased with identical underlyings(b) Net protection (sold)/purchased(c) Other protection purchased(d) Credit derivatives Credit default swaps $ (577,311) $ 599,454 $ 22,143 $ 3,198 Other credit derivatives(a) (61,083) 82,067 20,984 16,431 Total credit derivatives (638,394) 681,521 43,127 19,629 Credit-related notes — — — 12,745 Total $ (638,394) $ 681,521 $ 43,127 $ 32,374 Maximum payout/Notional amount December 31, 2020 (in millions) Protection sold Protection purchased with identical underlyings(b) Net protection (sold)/purchased(c) Other protection purchased(d) Credit derivatives Credit default swaps $ (533,900) (e) $ 552,021 (e) $ 18,121 $ 2,786 (e) Other credit derivatives(a) (40,084) 57,344 17,260 10,630 (e) Total credit derivatives (573,984) 609,365 35,381 13,416 Credit-related notes — — — 10,248 Total $ (573,984) $ 609,365 $ 35,381 $ 23,664 Maximum payout/Notional amount September 30, 2021 (in millions) Protection sold Protection purchased with identical underlyings(b) Protection purchased with identical underlyings (b) Net protection (sold)/purchased(c) Net protection (sold)/purchased (c) Other protection purchased(d) Other protection purchased (d) Credit derivatives Credit default swaps $ (577,311) $ 599,454 $ 22,143 $ 3,198 Other credit derivatives(a) Other credit derivatives (a) (61,083) 82,067 20,984 16,431 Total credit derivatives (638,394) 681,521 43,127 19,629 Credit-related notes — — — 12,745 Total $ (638,394) $ 681,521 $ 43,127 $ 32,374 Maximum payout/Notional amount December 31, 2020 (in millions) Protection sold Protection purchased with identical underlyings(b) Protection purchased with identical underlyings (b) Net protection (sold)/purchased(c) Net protection (sold)/purchased (c) Other protection purchased(d) Other protection purchased (d) Credit derivatives Credit default swaps $ (533,900) (e) (e) $ 552,021 (e) (e) $ 18,121 $ 2,786 (e) (e) Other credit derivatives(a) Other credit derivatives (a) (40,084) 57,344 17,260 10,630 (e) (e) Total credit derivatives (573,984) 609,365 35,381 13,416 Credit-related notes — — — 10,248 Total $ (573,984) $ 609,365 $ 35,381 $ 23,664 (a)Other credit derivatives predominantly consist of credit swap options and total return swaps. (a) Other credit derivatives predominantly consist of credit swap options and total return swaps. (b)Represents the total notional amount of protection purchased where the underlying reference instrument is identical to the reference instrument on protection sold; the notional amount of protection purchased for each individual identical underlying reference instrument may be greater or lower than the notional amount of protection sold. (b) Represents the total notional amount of protection purchased where the underlying reference instrument is identical to the reference instrument on protection sold; the notional amount of protection purchased for each individual identical underlying reference instrument may be greater or lower than the notional amount of protection sold. (c)Does not take into account the fair value of the reference obligation at the time of settlement, which would generally reduce the amount the seller of protection pays to the buyer of protection in determining settlement value. (c) Does not take into account the fair value of the reference obligation at the time of settlement, which would generally reduce the amount the seller of protection pays to the buyer of protection in determining settlement value. (d)Represents protection purchased by the Firm on referenced instruments (single-name, portfolio or index) where the Firm has not sold any protection on the identical reference instrument. (d) Represents protection purchased by the Firm on referenced instruments (single-name, portfolio or index) where the Firm has not sold any protection on the identical reference instrument. (e)Prior-period amounts have been revised to conform with the current presentation. (e) Prior-period amounts have been revised to conform with the current presentation. The following tables summarize the notional amounts by the ratings, maturity profile, and total fair value, of credit derivatives as of September 30, 2021, and December 31, 2020, where JPMorgan Chase is the seller of protection. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based. The ratings and maturity profile of credit derivatives where JPMorgan Chase is the purchaser of protection are comparable to the profile reflected below. The following tables summarize the notional amounts by the ratings, maturity profile, and total fair value, of credit derivatives as of September 30, 2021, and December 31, 2020, where JPMorgan Chase is the seller of protection. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based. The ratings and maturity profile of credit derivatives where JPMorgan Chase is the purchaser of protection are comparable to the profile reflected below. Protection sold — credit derivatives ratings(a)/maturity profile September 30, 2021 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables(b) Fair value of payables(b) Net fair value Risk rating of reference entity Investment-grade $ (116,560) $ (291,195) $ (78,593) $ (486,348) $ 3,996 $ (597) $ 3,399 Noninvestment-grade (31,180) (96,565) (24,301) (152,046) 3,110 (1,886) 1,224 Total $ (147,740) $ (387,760) $ (102,894) $ (638,394) $ 7,106 $ (2,483) $ 4,623 Protection sold — credit derivatives ratings(a)/maturity profile Protection sold — credit derivatives ratings (a) /maturity profile September 30, 2021 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables(b) Fair value of receivables (b) Fair value of payables(b) Fair value of payables (b) Net fair value Risk rating of reference entity Risk rating of reference entity Investment-grade $ (116,560) $ (291,195) $ (78,593) $ (486,348) $ 3,996 $ (597) $ 3,399 Noninvestment-grade (31,180) (96,565) (24,301) (152,046) 3,110 (1,886) 1,224 Total $ (147,740) $ (387,760) $ (102,894) $ (638,394) $ 7,106 $ (2,483) $ 4,623 December 31, 2020 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables(b) Fair value of payables(b) Net fair value Risk rating of reference entity Investment-grade $ (93,529) (c) $ (306,830) (c) $ (35,326) $ (435,685) $ 5,372 (c) $ (834) (c) $ 4,538 Noninvestment-grade (31,809) (97,337) (9,153) (138,299) 3,953 (2,542) 1,411 Total $ (125,338) $ (404,167) $ (44,479) $ (573,984) $ 9,325 $ (3,376) $ 5,949 December 31, 2020 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables(b) Fair value of receivables (b) Fair value of payables(b) Fair value of payables (b) Net fair value Risk rating of reference entity Risk rating of reference entity Investment-grade $ (93,529) (c) (c) $ (306,830) (c) (c) $ (35,326) $ (435,685) $ 5,372 (c) (c) $ (834) (c) (c) $ 4,538 Noninvestment-grade (31,809) (97,337) (9,153) (138,299) 3,953 (2,542) 1,411 Total $ (125,338) $ (404,167) $ (44,479) $ (573,984) $ 9,325 $ (3,376) $ 5,949 (a)The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s. (a) The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s. (b)Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements including cash collateral netting. (b) Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements including cash collateral netting. (c)Prior-period amounts have been revised to conform with the current presentation. (c) Prior-period amounts have been revised to conform with the current presentation. | | | | | | | | | | | | | | Type of Derivative |Use of Derivati|Designation and|Affected segmen|10-Q page refer Manage specifically identified •Interest rate |Hedge fixed rat|Fair value hedg| Corporate| 122-123 •Interest rate |Hedge floating-|Cash flow hedge| Corporate| 124 •Foreign exchange |Hedge foreign c|Fair value hedg| Corporate| 122-123 •Foreign exchange |Hedge foreign c|Cash flow hedge| Corporate| 124 •Foreign exchange |Hedge the value|Net investment | Corporate| 125 •Commodity |Hedge commodity|Fair value hedg| CIB, AWM| 122-123 Manage specifically identified •Interest rate |Manage the risk|Specified risk | CCB| 125 •Credit |Manage the cred|Specified risk | CIB| 125 | | | | •Interest rate and foreign exc|Manage the risk|Specified risk | Corporate| 125 Market-making derivatives and •Various |Market-making a|Market-making a| CIB| 125 •Various |Other derivativ|Market-making a|CIB, AWM, Corpo| 125 | | | | | | | | | | | |Notional amount| (in billions) |September 30, 2|December 31, 20| Interest rate contracts | | | Swaps | $| 24,116| | $| 20,990| | (c) Futures and forwards | 3,824| | 3,057| | Written options | 3,211| | 3,375| | Purchased options | 3,523| | 3,675| | Total interest rate contracts | 34,674| | 31,097| | Credit derivatives(a) | 1,340| | 1,197| | (c) Foreign exchange contracts | | | Cross-currency swaps | 4,081| | 3,924| | Spot, futures and forwards | 8,268| | 6,871| | Written options | 803| | 830| | Purchased options | 791| | 825| | Total foreign exchange contrac| 13,943| | 12,450| | Equity contracts | | | Swaps | 628| | 448| | Futures and forwards | 145| | 140| | Written options | 750| | 668| | (c) Purchased options | 704| | 610| | (c) Total equity contracts | 2,227| | 1,866| | Commodity contracts | | | Swaps | 185| | 138| | Spot, futures and forwards | 195| | 198| | Written options | 149| | 124| | Purchased options | 122| | 105| | Total commodity contracts | 651| | 565| | Total derivative notional amou| $| 52,835| | $| 47,175| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Free-standing derivative recei| | | | | | | | | | |Gross derivativ| | | |Gross derivativ| | September 30, 2021 (in million|Not designated | |Designated as h| |Total derivativ| |Net derivative | |Not designated | |Designated as h| |Total derivativ| |Net derivative Trading assets and liabilities| | | | | | | | | | | | | | | Interest rate | $| 284,351| | | $| 758| | | $| 285,109| | | $| 24,766| | | $| 252,292| | | $| —| | | $| 252,292| | | $| 8,832| Credit | 10,524| | | —| | | 10,524| | | 1,175| | | 11,799| | | —| | | 11,799| | | 1,393| Foreign exchange | 162,107| | | 1,089| | | 163,196| | | 14,525| | | 161,159| | | 936| | | 162,095| | | 14,005| Equity | 74,422| | | —| | | 74,422| | | 10,492| | | 86,837| | | —| | | 86,837| | | 17,774| Commodity | 32,269| | | 4,046| | | 36,315| | | 16,950| | | 28,906| | | 5,537| | | 34,443| | | 11,481| Total fair value of trading as| $| 563,673| | | $| 5,893| | | $| 569,566| | | $| 67,908| | | $| 540,993| | | $| 6,473| | | $| 547,466| | | $| 53,485| | | | | | | | | | | | | | | | |Gross derivativ| | | |Gross derivativ| | December 31, 2020 (in millions|Not designated | |Designated as h| |Total derivativ| |Net derivative | |Not designated | |Designated as h| |Total derivativ| |Net derivative Trading assets and liabilities| | | | | | | | | | | | | | | Interest rate | $| 390,817| | (c)| $| 831| | | $| 391,648| | | $| 35,725| | | $| 353,987| | (c)| $| —| | | $| 353,987| | | $| 13,012| Credit | 13,345| | (c)| —| | | 13,345| | | 680| | | 14,832| | (c)| —| | | 14,832| | | 1,995| Foreign exchange | 205,359| | | 901| | | 206,260| | | 15,781| | | 214,229| | | 1,697| | | 215,926| | | 21,433| Equity | 70,612| | (c)| —| | | 70,612| | | 16,487| | (c)| 81,413| | | —| | | 81,413| | | 25,898| Commodity | 20,579| | | 924| | | 21,503| | | 6,771| | | 20,834| | | 1,895| | | 22,729| | | 8,285| Total fair value of trading as| $| 700,712| | | $| 2,656| | | $| 703,368| | | $| 75,444| | | $| 685,295| | | $| 3,592| | | $| 688,887| | | $| 70,623| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |September 30, 2| |December 31, 20 (in millions) |Gross derivativ|Amounts netted |Net derivative | |Gross derivativ| |Amounts netted |Net derivative U.S. GAAP nettable derivative | | | | | | | | | | | Interest rate contracts: | | | | | | | | | | | Over-the-counter (“OTC”) | $| 262,855| | $| (243,110)| | | $| 19,745| | | $| 367,214| | (e)| $| (337,609)| | (e)| $| 29,605| | OTC–cleared | 17,441| | (16,953)| | | 488| | | 18,340| | | (17,919)| | | 421| | Exchange-traded(a) | 290| | (280)| | | 10| | | 554| | | (395)| | | 159| | Total interest rate contracts | 280,586| | (260,343)| | | 20,243| | | 386,108| | | (355,923)| | | 30,185| | Credit contracts: | | | | | | | | | | | OTC | 7,735| | (6,953)| | | 782| | | 8,894| | (e)| (8,356)| | (e)| 538| | OTC–cleared | 2,492| | (2,396)| | | 96| | | 4,326| | | (4,309)| | | 17| | Total credit contracts | 10,227| | (9,349)| | | 878| | | 13,220| | | (12,665)| | | 555| | Foreign exchange contracts: | | | | | | | | | | | OTC | 159,235| | (148,098)| | | 11,137| | | 201,349| | | (189,655)| | | 11,694| | OTC–cleared | 640| | (572)| | | 68| | | 834| | | (819)| | | 15| | Exchange-traded(a) | 10| | (1)| | | 9| | | 35| | | (5)| | | 30| | Total foreign exchange contrac| 159,885| | (148,671)| | | 11,214| | | 202,218| | | (190,479)| | | 11,739| | Equity contracts: | | | | | | | | | | | OTC | 27,692| | (25,632)| | | 2,060| | | 29,844| | (e)| (27,374)| | | 2,470| | Exchange-traded(a) | 39,348| | (38,298)| | | 1,050| | | 28,294| | | (26,751)| | | 1,543| | Total equity contracts | 67,040| | (63,930)| | | 3,110| | | 58,138| | | (54,125)| | | 4,013| | Commodity contracts: | | | | | | | | | | | OTC | 21,467| | (8,256)| | | 13,211| | | 10,924| | | (7,901)| | | 3,023| | OTC–cleared | 72| | (72)| | | —| | | 20| | | (20)| | | —| | Exchange-traded(a) | 11,482| | (11,037)| | | 445| | | 6,833| | | (6,811)| | | 22| | Total commodity contracts | 33,021| | (19,365)| | | 13,656| | | 17,777| | | (14,732)| | | 3,045| | Derivative receivables with ap| 550,759| | (501,658)| | | 49,101| | (d)| 677,461| | | (627,924)| | | 49,537| | (d) Derivative receivables where a| 18,807| | | | 18,807| | | 25,907| | | | | 25,907| | Total derivative receivables r| $| 569,566| | | | $| 67,908| | | $| 703,368| | | | | $| 75,444| | Collateral not nettable on the| | | | (11,001)| | | | | | | (14,806)| | Net amounts | | | | $| 56,907| | | | | | | $| 60,638| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |September 30, 2| |December 31, 20 (in millions) |Gross derivativ|Amounts netted |Net derivative | |Gross derivativ| |Amounts netted |Net derivative U.S. GAAP nettable derivative | | | | | | | | | | | Interest rate contracts: | | | | | | | | | | | OTC | $| 232,047| | $| (224,749)| | | $| 7,298| | | $| 332,214| | (e)| $| (321,140)| | (e)| $| 11,074| | OTC–cleared | 18,841| | (18,532)| | | 309| | | 19,710| | | (19,494)| | | 216| | Exchange-traded(a) | 184| | (179)| | | 5| | | 358| | | (341)| | | 17| | Total interest rate contracts | 251,072| | (243,460)| | | 7,612| | | 352,282| | | (340,975)| | | 11,307| | Credit contracts: | | | | | | | | | | | OTC | 8,775| | (8,060)| | | 715| | | 10,311| | (e)| (8,781)| | (e)| 1,530| | OTC–cleared | 2,433| | (2,346)| | | 87| | | 4,075| | | (4,056)| | | 19| | Total credit contracts | 11,208| | (10,406)| | | 802| | | 14,386| | | (12,837)| | | 1,549| | Foreign exchange contracts: | | | | | | | | | | | OTC | 157,829| | (147,518)| | | 10,311| | | 210,803| | | (193,672)| | | 17,131| | OTC–cleared | 579| | (572)| | | 7| | | 836| | | (819)| | | 17| | Exchange-traded(a) | 12| | —| | | 12| | | 34| | | (2)| | | 32| | Total foreign exchange contrac| 158,420| | (148,090)| | | 10,330| | | 211,673| | | (194,493)| | | 17,180| | Equity contracts: | | | | | | | | | | | OTC | 34,759| | (30,733)| | | 4,026| | | 35,330| | | (28,763)| | | 6,567| | Exchange-traded(a) | 43,462| | (38,330)| | | 5,132| | | 34,491| | | (26,752)| | | 7,739| | Total equity contracts | 78,221| | (69,063)| | | 9,158| | | 69,821| | | (55,515)| | | 14,306| | Commodity contracts: | | | | | | | | | | | OTC | 18,060| | (11,770)| | | 6,290| | | 10,365| | | (7,544)| | | 2,821| | OTC–cleared | 85| | (85)| | | —| | | 32| | | (32)| | | —| | Exchange-traded(a) | 12,241| | (11,107)| | | 1,134| | | 7,391| | | (6,868)| | | 523| | Total commodity contracts | 30,386| | (22,962)| | | 7,424| | | 17,788| | | (14,444)| | | 3,344| | Derivative payables with appro| 529,307| | (493,981)| | | 35,326| | (d)| 665,950| | | (618,264)| | | 47,686| | (d) Derivative payables where an a| 18,159| | | | 18,159| | | 22,937| | | | | 22,937| | Total derivative payables reco| $| 547,466| | | | $| 53,485| | | $| 688,887| | | | | $| 70,623| | Collateral not nettable on the| | | | (7,091)| | | | | | | (11,964)| | Net amounts | | | | $| 46,394| | | | | | | $| 58,659| | | | | | | | | | | | | | | | | | | | | | OTC and OTC-cleared derivative| (in millions) |September 30, 2| |December 31, 20| Aggregate fair value of net de| | $| 19,541| | | | $| 26,945| | (a) Collateral posted | | 17,160| | | | 26,289| | | | | | | | | | | | | | | | | | | | | | Liquidity impact of downgrade | | | | | |September 30, 2| |December 31, 20| (in millions) |Single-notch do|Two-notch downg| |Single-notch do|Two-notch downg| Amount of additional collatera| $| 230| | $| 1,572| | | $| 119| | $| 1,243| | Amount required to settle cont| 109| | 685| | | 153| | 1,682| | (c) | | | | | | | | | | | | | | | | | | | | | | | | | | |Gains/(losses) | |Income statemen| | OCI impact Three months ended September 3| Derivatives| Hedged items|Income statemen| |Amortization ap|Changes in fair| |Derivatives - G Contract type | | | | | | | | Interest rate(a)(b) | $| (812)| | $| 1,401| | $| 589| | | $| —| | $| 592| | | $| —| Foreign exchange(c) | (363)| | 367| | 4| | | (71)| | 3| | | 12| Commodity(d) | (732)| | 754| | 22| | | —| | 14| | | —| Total | $| (1,907)| | $| 2,522| | $| 615| | | $| (71)| | $| 609| | | $| 12| | | | | | | | | | | | | | | | | | | | | | | | | | | | |Gains/(losses) | |Income statemen| | OCI impact| Three months ended September 3| Derivatives| Hedged items|Income statemen| |Amortization ap|Changes in fair| |Derivatives - G| Contract type | | | | | | | | | Interest rate(a)(b) | $| (464)| | $| 743| | $| 279| | | $| —| | $| 309| | | $| —| | Foreign exchange(c) | 307| | (280)| | 27| | | (79)| | 27| | | (91)| | Commodity(d) | (569)| | 593| | 24| | | —| | 14| | | —| | Total | $| (726)| | $| 1,056| | $| 330| | | $| (79)| | $| 350| | | $| (91)| | | | | | | | | | | | | | | | | | | | | | | | | | | | |Gains/(losses) | |Income statemen| | OCI impact Nine months ended September 30| Derivatives| Hedged items|Income statemen| |Amortization ap|Changes in fair| |Derivatives - G Contract type | | | | | | | | Interest rate(a)(b) | $| (3,749)| | $| 5,217| | $| 1,468| | | $| —| | $| 1,572| | | $| —| Foreign exchange(c) | (862)| | 893| | 31| | | (221)| | 30| | | (56)| Commodity(d) | (5,119)| | 5,197| | 78| | | —| | 46| | | —| Total | $| (9,730)| | $| 11,307| | $| 1,577| | | $| (221)| | $| 1,648| | | $| (56)| | | | | | | | | | | | | | | | | | | | | | | | | | | |Gains/(losses) | |Income statemen| | OCI impact Nine months ended September 30| Derivatives| Hedged items|Income statemen| |Amortization ap|Changes in fair| |Derivatives - G Contract type | | | | | | | | Interest rate(a)(b) | $| 4,087| | $| (3,333)| | $| 754| | | $| —| | $| 728| | | $| —| Foreign exchange(c) | 579| | (430)| | 149| | | (379)| | 149| | | 45| Commodity(d) | (771)| | 882| | 111| | | —| | 107| | | —| Total | $| 3,895| | $| (2,881)| | $| 1,014| | | $| (379)| | $| 984| | | $| 45| | | | | | | | | | | | | | | | | | | | | | |Carrying amount| |Cumulative amou September 30, 2021 (in million| | |Active hedging |Discontinued he| Total Assets | | | | | | Investment securities - AFS | | $| 71,464| | (c)| $| 906| | $| 558| | $| 1,464| Liabilities | | | | | | Long-term debt | | $| 191,783| | | $| (1,121)| | $| 9,042| | $| 7,921| Beneficial interests issued by| | 748| | | —| | (2)| | (2)| | | | | | | | |Carrying amount| |Cumulative amou December 31, 2020 (in millions| | |Active hedging |Discontinued he| Total Assets | | | | | | Investment securities - AFS | | $| 139,684| | (c)| $| 3,572| | $| 847| | $| 4,419| Liabilities | | | | | | Long-term debt | | $| 177,611| | | $| 3,194| | $| 11,473| | $| 14,667| Beneficial interests issued by| | 746| | | —| | (3)| | (3)| | | | | | | | | | | | | | | |Derivatives gai Three months ended September 3|Amounts reclass| |Amounts recorde|Total change in Contract type | | | | Interest rate(a) | $| 272| | | $| (232)| | $| (504)| Foreign exchange(b) | 54| | | (35)| | (89)| Total | $| 326| | | $| (267)| | $| (593)| | | | | |Derivatives gai Three months ended September 3|Amounts reclass| |Amounts recorde|Total change in Contract type | | | | Interest rate(a) | $| 214| | | $| 8| | $| (206)| Foreign exchange(b) | 13| | | 126| | 113| Total | $| 227| | | $| 134| | $| (93)| | | | | |Derivatives gai Nine months ended September 30|Amounts reclass| |Amounts recorde|Total change in Contract type | | | | Interest rate(a) | $| 771| | | $| (1,871)| | $| (2,642)| Foreign exchange(b) | 159| | | 27| | (132)| Total | $| 930| | | $| (1,844)| | $| (2,774)| | | | | |Derivatives gai Nine months ended September 30|Amounts reclass| |Amounts recorde|Total change in Contract type | | | | Interest rate(a) | $| 332| | | $| 3,881| | $| 3,549| Foreign exchange(b) | (4)| | | (94)| | (90)| Total | $| 328| | | $| 3,787| | $| 3,459| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Gains/(losses) | 2021| | 2020 Three months ended September 3|Amounts recorde|Amounts recorde| |Amounts recorde|Amounts recorde Foreign exchange derivatives | | $| (73)| | | $| 1,028| | | | $| (37)| | | $| (868)| | | | | | | | | | |Gains/(losses) | 2021| | 2020 Nine months ended September 30|Amounts recorde|Amounts recorde| |Amounts recorde|Amounts recorde Foreign exchange derivatives | | $| (180)| | | $| 1,958| | | | $| (108)| | | $| 308| | | | | | | | | | | | | | | | | | | | |Derivatives gai| | |Three months en| |Nine months end| (in millions) | 2021| 2020| | 2021| 2020| | Contract type | | | | | | | Interest rate(a) | $| 320| | $| 597| | | $| 822| | $| 2,533| | | Credit(b) | (14)| | (19)| | | (81)| | (58)| | | Foreign exchange(c) | 14| | 18| | | 82| | 96| | | Total | $| 320| | $| 596| | | $| 823| | $| 2,571| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Maximum payout/| September 30, 2021 (in million|Protection sold|Protection purc| |Net protection | |Other protectio| Credit derivatives | | | | | | | | Credit default swaps | $| (577,311)| | | $| 599,454| | | $| 22,143| | | $| 3,198| | Other credit derivatives(a) | (61,083)| | | 82,067| | | 20,984| | | 16,431| | Total credit derivatives | (638,394)| | | 681,521| | | 43,127| | | 19,629| | Credit-related notes | —| | | —| | | —| | | 12,745| | Total | $| (638,394)| | | $| 681,521| | | $| 43,127| | | $| 32,374| | | | | | | | | | |Maximum payout/| December 31, 2020 (in millions|Protection sold|Protection purc| |Net protection | |Other protectio| Credit derivatives | | | | | | | | Credit default swaps | $| (533,900)| | (e)| $| 552,021| | (e)| $| 18,121| | | $| 2,786| | (e) Other credit derivatives(a) | (40,084)| | | 57,344| | | 17,260| | | 10,630| | (e) Total credit derivatives | (573,984)| | | 609,365| | | 35,381| | | 13,416| | Credit-related notes | —| | | —| | | —| | | 10,248| | Total | $| (573,984)| | | $| 609,365| | | $| 35,381| | | $| 23,664| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Protection sold — credit deriv| | | September 30, 2021 (in million| <1 year| | 1–5 years| | >5 years| |Total notional | |Fair value of r| |Fair value of p| | Net fair value Risk rating of reference entit| | | | | | | | | | | | | Investment-grade | $| (116,560)| | | $| (291,195)| | | $| (78,593)| | | $| (486,348)| | | $| 3,996| | | $| (597)| | | $| 3,399| Noninvestment-grade | (31,180)| | | (96,565)| | | (24,301)| | | (152,046)| | | 3,110| | | (1,886)| | | 1,224| Total | $| (147,740)| | | $| (387,760)| | | $| (102,894)| | | $| (638,394)| | | $| 7,106| | | $| (2,483)| | | $| 4,623| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | December 31, 2020 (in millions| <1 year| | 1–5 years| | >5 years| |Total notional | |Fair value of r| |Fair value of p| | Net fair value Risk rating of reference entit| | | | | | | | | | | | | Investment-grade | $| (93,529)| | (c)| $| (306,830)| | (c)| $| (35,326)| | | $| (435,685)| | | $| 5,372| | (c)| $| (834)| | (c)| $| 4,538| Noninvestment-grade | (31,809)| | | (97,337)| | | (9,153)| | | (138,299)| | | 3,953| | | (2,542)| | | 1,411| Total | $| (125,338)| | | $| (404,167)| | | $| (44,479)| | | $| (573,984)| | | $| 9,325| | | $| (3,376)| | | $| 5,949| Presentation: [211031015 - Disclosure - Deposits] [us-gaap:DepositsAbstract] = [none]: [us-gaap:DepositLiabilitiesDisclosuresTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Deposits [Abstract] Deposits | Deposits Refer to Note 17 of JPMorgan Chase’s 2020 Form 10-K for further information on deposits. At September 30, 2021 and December 31, 2020, noninterest-bearing and interest-bearing deposits were as follows. (in millions) September 30, 2021 December 31, 2020 U.S. offices Noninterest-bearing (included $9,186 and $9,873 at fair value)(a) $ 656,438 $ 572,711 Interest-bearing (included $630 and $2,567 at fair value)(a) 1,344,092 1,197,032 Total deposits in U.S. offices 2,000,530 1,769,743 Non-U.S. offices Noninterest-bearing (included $1,788 and $1,486 at fair value)(a) 28,589 23,435 Interest-bearing (included $204 and $558 at fair value)(a) 373,234 351,079 Total deposits in non-U.S. offices 401,823 374,514 Total deposits $ 2,402,353 $ 2,144,257 (a)Includes structured notes classified as deposits for which the fair value option has been elected. Refer to Note 3 for further information. Refer to Note 17 of JPMorgan Chase’s 2020 Form 10-K for further information on deposits. Refer to Note 17 of JPMorgan Chase’s 2020 Form 10-K for further information on deposits. At September 30, 2021 and December 31, 2020, noninterest-bearing and interest-bearing deposits were as follows. At September 30, 2021 and December 31, 2020, noninterest-bearing and interest-bearing deposits were as follows. (in millions) September 30, 2021 December 31, 2020 U.S. offices Noninterest-bearing (included $9,186 and $9,873 at fair value)(a) $ 656,438 $ 572,711 Interest-bearing (included $630 and $2,567 at fair value)(a) 1,344,092 1,197,032 Total deposits in U.S. offices 2,000,530 1,769,743 Non-U.S. offices Noninterest-bearing (included $1,788 and $1,486 at fair value)(a) 28,589 23,435 Interest-bearing (included $204 and $558 at fair value)(a) 373,234 351,079 Total deposits in non-U.S. offices 401,823 374,514 Total deposits $ 2,402,353 $ 2,144,257 (in millions) September 30, 2021 December 31, 2020 U.S. offices Noninterest-bearing (included $9,186 and $9,873 at fair value)(a) Noninterest-bearing (included $9,186 and $9,873 at fair value) (a) $ 656,438 $ 572,711 Interest-bearing (included $630 and $2,567 at fair value)(a) Interest-bearing (included $630 and $2,567 at fair value) (a) 1,344,092 1,197,032 Total deposits in U.S. offices 2,000,530 1,769,743 Non-U.S. offices Noninterest-bearing (included $1,788 and $1,486 at fair value)(a) Noninterest-bearing (included $1,788 and $1,486 at fair value) (a) 28,589 23,435 Interest-bearing (included $204 and $558 at fair value)(a) Interest-bearing (included $204 and $558 at fair value) (a) 373,234 351,079 Total deposits in non-U.S. offices 401,823 374,514 Total deposits $ 2,402,353 $ 2,144,257 (a)Includes structured notes classified as deposits for which the fair value option has been elected. Refer to Note 3 for further information. (a) Includes structured notes classified as deposits for which the fair value option has been elected. Refer to Note 3 for further information. | | | | | | | | | | | (in millions) |September 30, 2| |December 31, 20 U.S. offices | | | Noninterest-bearing (included | $| 656,438| | | $| 572,711| | | | | | | | | | | | | Interest-bearing (included $63| 1,344,092| | | 1,197,032| Total deposits in U.S. offices| 2,000,530| | | 1,769,743| Non-U.S. offices | | | Noninterest-bearing (included | 28,589| | | 23,435| | | | | | | | | | | | | Interest-bearing (included $20| 373,234| | | 351,079| Total deposits in non-U.S. off| 401,823| | | 374,514| Total deposits | $| 2,402,353| | | $| 2,144,257| Definition: [240084004 - Disclosure - Fair Value Measurement - Changes in Level 3 Recurring Measurements (Details)] [jpm:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems] = [none]: [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: 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[none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CorporateDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:TradingLoansMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [jpm:AssetBackedSecuritiesTradingAccountMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:EquitySecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:OtherDebtAndEquityInstrumentsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:AvailableforsaleSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:CorporateDebtSecuritiesAvailableForSaleMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:MortgagebackedAvailableforsaleSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:LoansReceivableNotForTradingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:ServicingContractsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:OtherAssetsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:DerivativeInstrumentRiskAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:InterestRateContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditRiskContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignExchangeContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CommodityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:InterestRateContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditRiskContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignExchangeContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CommodityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:FairValueByLiabilityClassAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationByLiabilityClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:DepositsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:BorrowingsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:DebtAndEquityInstrumentsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:DebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CorporateDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:TradingLoansMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [jpm:AssetBackedSecuritiesTradingAccountMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:EquitySecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:OtherDebtAndEquityInstrumentsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:AccountsPayableAndOtherLiabilitiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:BeneficialInterestsIssuedByConsolidatedVariableInterestEntitiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:LongTermDebtMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:DebitValuationAdjustmentForFairValueOptionFinancialLiabilitiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationByLiabilityClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:DepositsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:BorrowingsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:DebtAndEquityInstrumentsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:DebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CorporateDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:TradingLoansMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [jpm:AssetBackedSecuritiesTradingAccountMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:EquitySecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:OtherDebtAndEquityInstrumentsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:AccountsPayableAndOtherLiabilitiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:BeneficialInterestsIssuedByConsolidatedVariableInterestEntitiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:LongTermDebtMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:DebitValuationAdjustmentForFairValueOptionFinancialLiabilitiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: Presentation: [240084004 - Disclosure - Fair Value Measurement - Changes in Level 3 Recurring Measurements (Details)] [jpm:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueByAssetClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:MortgageBackedSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ResidentialMortgageBackedSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:DebtAndEquityInstrumentsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DebtSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CorporateDebtSecuritiesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:TradingLoansMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:AssetBackedSecuritiesTradingAccountMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:EquitySecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OtherDebtAndEquityInstrumentsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:AvailableforsaleSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:CorporateDebtSecuritiesAvailableForSaleMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:MortgagebackedAvailableforsaleSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:LoansReceivableNotForTradingMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:ServicingContractsMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:OtherAssetsMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:DerivativeInstrumentRiskAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DerivativeContractTypeDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestRateContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditRiskContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ForeignExchangeContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:EquityContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:CommodityContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FairValueByLiabilityClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationByLiabilityClassDomain] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DepositsMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:BorrowingsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:DebtAndEquityInstrumentsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DebtSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CorporateDebtSecuritiesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:TradingLoansMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:AssetBackedSecuritiesTradingAccountMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:EquitySecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OtherDebtAndEquityInstrumentsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:AccountsPayableAndOtherLiabilitiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:BeneficialInterestsIssuedByConsolidatedVariableInterestEntitiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:LongTermDebtMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:DebitValuationAdjustmentForFairValueOptionFinancialLiabilitiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue] [PERIOD-START] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisAssetRealizedandUnrealizedGainsLosses] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersIntoLevel3] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersOutOfLevel3] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue] [PERIOD-END] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisUnobservableInputReconciliationRollForward] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisWithUnobservableInputs] [PERIOD-START] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisNetDerivativeAssetLiabilityRealizedandUnrealizedGainsLosses] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisUnobservableInputsReconciliationPurchases] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisUnobservableInputsReconciliationSales] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisUnobservableInputsReconciliationSettlements] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisUnobservableInputsReconciliationTransfersIntoLevel3] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisUnobservableInputsReconciliationTransfersOutOfLevel3] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisWithUnobservableInputs] [PERIOD-END] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisChangeInUnrealizedGainLoss] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue] [PERIOD-START] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisLiabilityRealizedandUnrealizedGainsLosses] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySales] [NEGATED] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements] [NEGATED] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationLiabilityTransfersIntoLevel3] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationLiabilityTransfersOutOfLevel3] [NEGATED] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue] [PERIOD-END] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisChangeInUnrealizedGainLoss] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [jpm:Level3RollforwardSupplementalDataAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:LevelThreeAssetsAsPercentageOfTotalFirmAssetsAtFairValue] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:LevelThreeLiabilitiesAsPercentageOfTotalFirmLiabilitiesAtFairValue] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityGainLossIncludedInOtherComprehensiveIncome] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Table] Changes in level 3 recurring fair value measurements [Abstract] Assets: Fair value, beginning balance Total mortgage-backed securities (Asset Class [Axis]) | 494000000 [ debit] [beg] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 469000000 [ debit] [beg] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 23000000 [ debit] [beg] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 2000000 [ debit] [beg] USD Total debt and equity instruments (Asset Class [Axis]) | 3129000000 [ debit] [beg] USD Total debt instruments (Asset Class [Axis]) | 2559000000 [ debit] [beg] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 8000000 [ debit] [beg] USD Non-U.S. government debt securities (Asset Class [Axis]) | 167000000 [ debit] [beg] USD Corporate debt securities (Asset Class [Axis]) | 946000000 [ debit] [beg] USD Loans (Asset Class [Axis]) | 905000000 [ debit] [beg] USD Asset-backed securities (Asset Class [Axis]) | 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Loans (Asset Class [Axis]) | 197000000 [ debit] USD Mortgage servicing rights (Asset Class [Axis]) | 221000000 [ debit] USD Other assets (Asset Class [Axis]) | 5000000 [ debit] USD Sales Total mortgage-backed securities (Asset Class [Axis]) | 30000000 [credit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 28000000 [credit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 2000000 [credit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 0 [credit] USD Total debt and equity instruments (Asset Class [Axis]) | 388000000 [credit] USD Total debt instruments (Asset Class [Axis]) | 280000000 [credit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [credit] USD Non-U.S. government debt securities (Asset Class [Axis]) | 23000000 [credit] USD Corporate debt securities (Asset Class [Axis]) | 33000000 [credit] USD Loans (Asset Class [Axis]) | 173000000 [credit] USD 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Mortgage-backed securities (Asset Class [Axis]) | 0 [credit] USD Loans (Asset Class [Axis]) | -44000000 [credit] USD Mortgage servicing rights (Asset Class [Axis]) | 34000000 [credit] USD Other assets (Asset Class [Axis]) | 32000000 [credit] USD Net derivative receivables: Fair value, beginning balance | -3169000000 [ debit] [beg] USD Interest rate (Derivative Instrument [Axis]) | -104000000 [ debit] [beg] USD Credit (Derivative Instrument [Axis]) | -137000000 [ debit] [beg] USD Foreign exchange (Derivative Instrument [Axis]) | -595000000 [ debit] [beg] USD Equity (Derivative Instrument [Axis]) | -2036000000 [ debit] [beg] USD Commodity (Derivative Instrument [Axis]) | -297000000 [ debit] [beg] USD Total realized/unrealized gains/(losses) | -884000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 657000000 [credit] USD Credit (Derivative Instrument [Axis]) | -62000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | -57000000 [credit] USD Equity (Derivative 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| 2305000000 [credit] [beg] USD Total debt and equity instruments (Liability Class [Axis]) | 59000000 [credit] [beg] USD Accounts payable and other liabilities (Liability Class [Axis]) | 91000000 [credit] [beg] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 0 [credit] [beg] USD Long-term debt (Liability Class [Axis]) | 22728000000 [credit] [beg] USD Total realized/unrealized (gains)/losses Deposits (Liability Class [Axis]) | -43000000 [credit] USD Short-term borrowings (Liability Class [Axis]) | 47000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 2000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | -3000000 [credit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 0 [credit] USD Long-term debt (Liability Class [Axis]) | -766000000 [credit] USD Purchases Deposits (Liability Class [Axis]) | 0 [ debit] USD Short-term borrowings (Liability Class [Axis]) | 0 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | 5000000 [ debit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 62000000 [ debit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 0 [ debit] USD Long-term debt (Liability Class [Axis]) | 0 [ debit] USD Sales Deposits (Liability Class [Axis]) | 0 [credit] USD Short-term borrowings (Liability Class [Axis]) | 0 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 5000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 4000000 [credit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 0 [credit] USD Long-term debt (Liability Class [Axis]) | 0 [credit] USD Issuances Deposits (Liability Class [Axis]) | 170000000 [credit] USD Short-term borrowings (Liability Class [Axis]) | 1421000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 0 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [credit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 0 [credit] USD Long-term debt (Liability Class [Axis]) | 1225000000 [credit] USD Settlements Deposits (Liability Class [Axis]) | 110000000 [ debit] USD Short-term borrowings (Liability Class [Axis]) | 1093000000 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | -1000000 [ debit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [ debit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 0 [ debit] USD Long-term debt (Liability Class [Axis]) | 2493000000 [ debit] USD Transfers into level 3 Deposits (Liability Class [Axis]) | 0 [credit] USD Short-term borrowings (Liability Class [Axis]) | 25000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 3000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 8000000 [credit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 0 [credit] USD Long-term debt (Liability Class [Axis]) | 78000000 [credit] USD Transfers (out of) level 3 Deposits (Liability Class [Axis]) | 264000000 [ debit] USD Short-term borrowings (Liability Class [Axis]) | 3000000 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | 4000000 [ debit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [ debit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 0 [ debit] USD Long-term debt (Liability Class [Axis]) | 88000000 [ debit] USD Fair value, ending balance Deposits (Liability Class [Axis]) | 3056000000 [credit] [end] USD Short-term borrowings (Liability Class [Axis]) | 2608000000 [credit] [end] USD Total debt and equity instruments (Liability Class [Axis]) | 57000000 [credit] [end] USD Accounts payable and other liabilities (Liability Class [Axis]) | 44000000 [credit] [end] USD 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debit] [beg] USD Loans (Asset Class [Axis]) | 673000000 [ debit] [beg] USD Asset-backed securities (Asset Class [Axis]) | 37000000 [ debit] [beg] USD Equity securities (Asset Class [Axis]) | 196000000 [ debit] [beg] USD Other (Asset Class [Axis]) | 232000000 [ debit] [beg] USD Total available-for-sale securities (Asset Class [Axis]) | 1000000 [ debit] [beg] USD Mortgage-backed securities (Asset Class [Axis]) | 1000000 [ debit] [beg] USD Loans (Asset Class [Axis]) | 516000000 [ debit] [beg] USD Mortgage servicing rights (Asset Class [Axis]) | 4699000000 [ debit] [beg] USD Other assets (Asset Class [Axis]) | 917000000 [ debit] [beg] USD Total realized/unrealized gains/(losses) Total mortgage-backed securities (Asset Class [Axis]) | -154000000 [credit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | -153000000 [credit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | -1000000 [credit] USD Mortgage-backed securities, 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[credit] USD Purchases Total mortgage-backed securities (Asset Class [Axis]) | 147000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 134000000 [ debit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 12000000 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 1000000 [ debit] USD Total debt and equity instruments (Asset Class [Axis]) | 1907000000 [ debit] USD Total debt instruments (Asset Class [Axis]) | 1657000000 [ debit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [ debit] USD Non-U.S. government debt securities (Asset Class [Axis]) | 164000000 [ debit] USD Corporate debt securities (Asset Class [Axis]) | 475000000 [ debit] USD Loans (Asset Class [Axis]) | 829000000 [ debit] USD Asset-backed securities (Asset Class [Axis]) | 42000000 [ debit] USD Equity securities (Asset Class [Axis]) | 37000000 [ debit] USD Other (Asset Class [Axis]) | 213000000 [ debit] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [ debit] USD Mortgage-backed securities (Asset Class [Axis]) | 0 [ debit] USD Loans (Asset Class [Axis]) | 450000000 [ debit] USD Mortgage servicing rights (Asset Class [Axis]) | 663000000 [ debit] USD Other assets (Asset Class [Axis]) | 66000000 [ debit] USD Sales Total mortgage-backed securities (Asset Class [Axis]) | 153000000 [credit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 149000000 [credit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 4000000 [credit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 0 [credit] USD Total debt and equity instruments (Asset Class [Axis]) | 987000000 [credit] USD Total debt instruments (Asset Class [Axis]) | 869000000 [credit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 1000000 [credit] USD Non-U.S. government debt 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securities, Commercial - nonagency (Asset Class [Axis]) | 10000000 [ debit] [beg] USD Total debt and equity instruments (Asset Class [Axis]) | 2600000000 [ debit] [beg] USD Total debt instruments (Asset Class [Axis]) | 1863000000 [ debit] [beg] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 8000000 [ debit] [beg] USD Non-U.S. government debt securities (Asset Class [Axis]) | 183000000 [ debit] [beg] USD Corporate debt securities (Asset Class [Axis]) | 487000000 [ debit] [beg] USD Loans (Asset Class [Axis]) | 795000000 [ debit] [beg] USD Asset-backed securities (Asset Class [Axis]) | 35000000 [ debit] [beg] USD Equity securities (Asset Class [Axis]) | 690000000 [ debit] [beg] USD Other (Asset Class [Axis]) | 47000000 [ debit] [beg] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [ debit] [beg] USD Corporate debt securities (Asset Class [Axis]) | 0 [ debit] [beg] USD Loans (Asset Class [Axis]) | 1734000000 [ debit] [beg] USD Mortgage servicing rights (Asset Class [Axis]) | 4549000000 [ debit] [beg] USD Other assets (Asset Class [Axis]) | 518000000 [ debit] [beg] USD Total realized/unrealized gains/(losses) Total mortgage-backed securities (Asset Class [Axis]) | -5000000 [credit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | -12000000 [credit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 0 [credit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 7000000 [credit] USD Total debt and equity instruments (Asset Class [Axis]) | -54000000 [credit] USD Total debt instruments (Asset Class [Axis]) | -39000000 [credit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [credit] USD Non-U.S. government debt securities (Asset Class [Axis]) | -2000000 [credit] USD Corporate debt securities (Asset Class [Axis]) | -33000000 [credit] USD Loans (Asset Class [Axis]) | 0 [credit] USD Asset-backed securities (Asset 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debit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [ debit] USD Non-U.S. government debt securities (Asset Class [Axis]) | 128000000 [ debit] USD Corporate debt securities (Asset Class [Axis]) | 38000000 [ debit] USD Loans (Asset Class [Axis]) | 219000000 [ debit] USD Asset-backed securities (Asset Class [Axis]) | 3000000 [ debit] USD Equity securities (Asset Class [Axis]) | 5000000 [ debit] USD Other (Asset Class [Axis]) | 17000000 [ debit] USD Total available-for-sale securities (Asset Class [Axis]) | 95000000 [ debit] USD Corporate debt securities (Asset Class [Axis]) | 95000000 [ debit] USD Loans (Asset Class [Axis]) | 209000000 [ debit] USD Mortgage servicing rights (Asset Class [Axis]) | 1013000000 [ debit] USD Other assets (Asset Class [Axis]) | 3000000 [ debit] USD Sales Total mortgage-backed securities (Asset Class [Axis]) | 6000000 [credit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 6000000 [credit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 0 [credit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 0 [credit] USD Total debt and equity instruments (Asset Class [Axis]) | 464000000 [credit] USD Total debt instruments (Asset Class [Axis]) | 420000000 [credit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [credit] USD Non-U.S. government debt securities (Asset Class [Axis]) | 98000000 [credit] USD Corporate debt securities (Asset Class [Axis]) | 115000000 [credit] USD Loans (Asset Class [Axis]) | 197000000 [credit] USD Asset-backed securities (Asset Class [Axis]) | 4000000 [credit] USD Equity securities (Asset Class [Axis]) | 44000000 [credit] USD Other (Asset Class [Axis]) | 0 [credit] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [credit] USD Corporate debt securities (Asset Class [Axis]) | 0 [credit] USD Loans (Asset Class [Axis]) | 1000000 [credit] USD Mortgage servicing rights (Asset Class [Axis]) | -1000000 [credit] USD Other assets (Asset Class [Axis]) | 0 [credit] USD Settlements Total mortgage-backed securities (Asset Class [Axis]) | 39000000 [credit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 25000000 [credit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 1000000 [credit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 13000000 [credit] USD Total debt and equity instruments (Asset Class [Axis]) | 204000000 [credit] USD Total debt instruments (Asset Class [Axis]) | 173000000 [credit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 1000000 [credit] USD Non-U.S. government debt securities (Asset Class [Axis]) | 0 [credit] USD Corporate debt securities (Asset Class [Axis]) | 3000000 [credit] USD Loans (Asset Class [Axis]) | 130000000 [credit] USD Asset-backed securities (Asset Class [Axis]) | 0 [credit] USD Equity securities (Asset Class [Axis]) | 0 [credit] USD Other (Asset Class [Axis]) | 31000000 [credit] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [credit] USD Corporate debt securities (Asset Class [Axis]) | 0 [credit] USD Loans (Asset Class [Axis]) | 180000000 [credit] USD Mortgage servicing rights (Asset Class [Axis]) | 201000000 [credit] USD Other assets (Asset Class [Axis]) | 165000000 [credit] USD Transfers into level 3 Total mortgage-backed securities (Asset Class [Axis]) | 14000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 0 [ debit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 0 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 14000000 [ debit] USD Total debt and equity instruments (Asset Class [Axis]) | 510000000 [ debit] USD Total debt instruments (Asset Class [Axis]) | 448000000 [ debit] USD Obligations of U.S. states and 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[credit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 0 [credit] USD Total debt and equity instruments (Asset Class [Axis]) | 296000000 [credit] USD Total debt instruments (Asset Class [Axis]) | 257000000 [credit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [credit] USD Non-U.S. government debt securities (Asset Class [Axis]) | 107000000 [credit] USD Corporate debt securities (Asset Class [Axis]) | 29000000 [credit] USD Loans (Asset Class [Axis]) | 114000000 [credit] USD Asset-backed securities (Asset Class [Axis]) | 7000000 [credit] USD Equity securities (Asset Class [Axis]) | 38000000 [credit] USD Other (Asset Class [Axis]) | 1000000 [credit] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [credit] USD Corporate debt securities (Asset Class [Axis]) | 0 [credit] USD Loans (Asset Class [Axis]) | 105000000 [credit] USD Mortgage servicing rights (Asset Class [Axis]) | 0 [credit] USD Other assets (Asset Class 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Equity (Derivative Instrument [Axis]) | 192000000 [ debit] USD Commodity (Derivative Instrument [Axis]) | 130000000 [ debit] USD Sales | -1184000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 44000000 [credit] USD Credit (Derivative Instrument [Axis]) | 7000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 44000000 [credit] USD Equity (Derivative Instrument [Axis]) | 1001000000 [credit] USD Commodity (Derivative Instrument [Axis]) | 88000000 [credit] USD Settlements | 485000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 683000000 [credit] USD Credit (Derivative Instrument [Axis]) | -59000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | -41000000 [credit] USD Equity (Derivative Instrument [Axis]) | -912000000 [credit] USD Commodity (Derivative Instrument [Axis]) | -156000000 [credit] USD Transfers into level 3 | 216000000 [ debit] USD Interest rate (Derivative Instrument [Axis]) | 13000000 [ debit] USD Credit (Derivative Instrument [Axis]) | -4000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis]) | -5000000 [ debit] USD Equity (Derivative Instrument [Axis]) | 214000000 [ debit] USD Commodity (Derivative Instrument [Axis]) | -2000000 [ debit] USD Transfers (out of) level 3 | 26000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 16000000 [credit] USD Credit (Derivative Instrument [Axis]) | 32000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | -4000000 [credit] USD Equity (Derivative Instrument [Axis]) | -59000000 [credit] USD Commodity (Derivative Instrument [Axis]) | -11000000 [credit] USD Fair value, ending balance | -5385000000 [ debit] [end] USD Interest rate (Derivative Instrument [Axis]) | -113000000 [ debit] [end] USD Credit (Derivative Instrument [Axis]) | -6000000 [ debit] [end] USD Foreign exchange (Derivative Instrument [Axis]) | -557000000 [ debit] [end] USD Equity (Derivative Instrument [Axis]) | -3837000000 [ debit] [end] USD Commodity (Derivative Instrument [Axis]) | -872000000 [ debit] [end] USD Change in unrealized gains/(losses) related to financial instruments held | 835000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 246000000 [credit] USD Credit (Derivative Instrument [Axis]) | -1000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 15000000 [credit] USD Equity (Derivative Instrument [Axis]) | 397000000 [credit] USD Commodity (Derivative Instrument [Axis]) | 178000000 [credit] USD Liabilities: Fair value, beginning balance Deposits (Liability Class [Axis]) | 2684000000 [credit] [beg] USD Short-term borrowings (Liability Class [Axis]) | 3075000000 [credit] [beg] USD Total debt and equity instruments (Liability Class [Axis]) | 36000000 [credit] [beg] USD Accounts payable and other liabilities (Liability Class [Axis]) | 51000000 [credit] [beg] USD Long-term debt (Liability Class [Axis]) | 23527000000 [credit] [beg] USD Total realized/unrealized (gains)/losses Deposits (Liability Class [Axis]) | 11000000 [credit] USD Short-term borrowings (Liability Class [Axis]) | 699000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 2000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [credit] USD Long-term debt (Liability Class [Axis]) | 216000000 [credit] USD Purchases Deposits (Liability Class [Axis]) | 0 [ debit] USD Short-term borrowings (Liability Class [Axis]) | 0 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | 8000000 [ debit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [ debit] USD Long-term debt (Liability Class [Axis]) | 0 [ debit] USD Sales Deposits (Liability Class [Axis]) | 0 [credit] USD Short-term borrowings (Liability Class [Axis]) | 0 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 2000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [credit] USD Long-term debt (Liability Class [Axis]) | 0 [credit] USD Issuances Deposits (Liability Class [Axis]) | 33000000 [credit] USD Short-term borrowings (Liability Class [Axis]) | 1166000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 0 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [credit] USD Long-term debt (Liability Class [Axis]) | 2950000000 [credit] USD Settlements Deposits (Liability Class [Axis]) | 172000000 [ debit] USD Short-term borrowings (Liability Class [Axis]) | 1121000000 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | 0 [ debit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [ debit] USD Long-term debt (Liability Class [Axis]) | 2512000000 [ debit] USD Transfers into level 3 Deposits (Liability Class [Axis]) | 0 [credit] USD Short-term borrowings (Liability Class [Axis]) | 0 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 3000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [credit] USD Long-term debt (Liability Class [Axis]) | 11000000 [credit] USD Transfers (out of) level 3 Deposits (Liability Class [Axis]) | 157000000 [ debit] USD Short-term borrowings (Liability Class [Axis]) | 10000000 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | 1000000 [ debit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [ debit] USD Long-term debt (Liability Class [Axis]) | 246000000 [ debit] USD Fair value, ending balance Deposits (Liability Class [Axis]) | 2377000000 [credit] [end] USD Short-term borrowings (Liability Class [Axis]) | 2411000000 [credit] [end] USD Total debt and equity instruments (Liability Class [Axis]) | 30000000 [credit] [end] USD Accounts payable and other liabilities (Liability Class [Axis]) | 51000000 [credit] [end] USD Long-term debt (Liability Class [Axis]) | 23514000000 [credit] [end] USD Change in unrealized (gains)/losses related to financials instruments held Deposits (Liability Class [Axis]) | 7000000 [credit] USD Short-term borrowings (Liability Class [Axis]) | 124000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | -1000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | -1000000 [credit] USD Long-term debt (Liability Class [Axis]) | 242000000 [credit] USD Level 3 Rollforward Supplemental Data [Abstract] Level 3 assets as a percentage of total firm assets at fair value | 0.02 [ none] pure Level 3 liabilities as a percentage of total firm liabilities at fair value | 0.08 [ none] pure Unrealized (gains)/losses on liabilities recorded in OCI DVA for fair value option elected liabilities (Liability Class [Axis]) | -318000000 [credit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Table] Changes in level 3 recurring fair value measurements [Abstract] Assets: Fair value, beginning balance Total mortgage-backed securities (Asset Class [Axis]) | 480000000 [ debit] [beg] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 449000000 [ debit] [beg] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 28000000 [ debit] [beg] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 3000000 [ debit] [beg] USD Total debt and equity instruments (Asset Class [Axis]) | 2623000000 [ debit] [beg] USD Total debt instruments (Asset Class [Axis]) | 2098000000 [ debit] [beg] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 8000000 [ debit] [beg] USD Non-U.S. government debt securities (Asset Class [Axis]) | 182000000 [ debit] [beg] USD Corporate debt securities (Asset Class [Axis]) | 507000000 [ debit] [beg] USD Loans (Asset Class [Axis]) | 893000000 [ debit] [beg] USD Asset-backed securities (Asset Class [Axis]) | 28000000 [ debit] [beg] USD Equity securities (Asset Class [Axis]) | 476000000 [ debit] [beg] USD Other (Asset Class [Axis]) | 49000000 [ debit] [beg] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [ debit] [beg] USD Corporate debt securities (Asset Class [Axis]) | 0 [ debit] [beg] USD Loans (Asset Class [Axis]) | 2305000000 [ debit] [beg] USD Mortgage servicing rights (Asset Class [Axis]) | 3276000000 [ debit] [beg] USD Other assets (Asset Class [Axis]) | 538000000 [ debit] [beg] USD Total realized/unrealized gains/(losses) Total mortgage-backed securities (Asset Class [Axis]) | -14000000 [credit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | -22000000 [credit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 1000000 [credit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 7000000 [credit] USD Total debt and equity instruments (Asset Class [Axis]) | 8000000 [credit] USD Total debt instruments (Asset Class [Axis]) | -28000000 [credit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [credit] USD Non-U.S. government debt securities (Asset Class [Axis]) | -10000000 [credit] USD Corporate debt securities (Asset Class [Axis]) | -18000000 [credit] USD Loans (Asset Class [Axis]) | 6000000 [credit] USD Asset-backed securities (Asset Class [Axis]) | 8000000 [credit] USD Equity securities (Asset Class [Axis]) | -38000000 [credit] USD Other (Asset Class [Axis]) | 74000000 [credit] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [credit] USD Corporate debt securities (Asset Class [Axis]) | 0 [credit] USD Loans (Asset Class [Axis]) | -79000000 [credit] USD Mortgage servicing rights (Asset Class [Axis]) | 258000000 [credit] USD Other assets (Asset Class [Axis]) | 9000000 [credit] USD Purchases Total mortgage-backed securities (Asset Class [Axis]) | 56000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 20000000 [ debit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 24000000 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 12000000 [ debit] USD Total debt and equity instruments (Asset Class [Axis]) | 1945000000 [ debit] USD Total debt instruments (Asset Class [Axis]) | 1569000000 [ debit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [ debit] USD Non-U.S. government debt securities (Asset Class [Axis]) | 330000000 [ debit] USD Corporate debt securities (Asset Class [Axis]) | 357000000 [ debit] USD Loans (Asset Class [Axis]) | 785000000 [ debit] USD Asset-backed securities (Asset Class [Axis]) | 41000000 [ debit] USD Equity securities (Asset Class [Axis]) | 258000000 [ debit] USD Other (Asset Class [Axis]) | 118000000 [ debit] USD Total available-for-sale securities (Asset Class [Axis]) | 95000000 [ debit] USD Corporate debt securities (Asset Class [Axis]) | 95000000 [ debit] USD Loans (Asset Class [Axis]) | 516000000 [ debit] USD Mortgage servicing rights (Asset Class [Axis]) | 2410000000 [ debit] USD Other assets (Asset Class [Axis]) | 10000000 [ debit] USD Sales Total mortgage-backed securities (Asset Class [Axis]) | 87000000 [credit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 62000000 [credit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 24000000 [credit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 1000000 [credit] USD Total debt and equity instruments (Asset Class [Axis]) | 1377000000 [credit] USD Total debt instruments (Asset Class [Axis]) | 1263000000 [credit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [credit] USD Non-U.S. government debt securities (Asset Class [Axis]) | 284000000 [credit] USD Corporate debt securities (Asset Class [Axis]) | 415000000 [credit] USD Loans (Asset Class [Axis]) | 434000000 [credit] USD Asset-backed securities (Asset Class [Axis]) | 43000000 [credit] USD Equity securities (Asset Class [Axis]) | 114000000 [credit] USD Other (Asset Class [Axis]) | 0 [credit] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [credit] USD Corporate debt securities (Asset Class [Axis]) | 0 [credit] USD Loans (Asset Class [Axis]) | 326000000 [credit] USD Mortgage servicing rights (Asset Class [Axis]) | 23000000 [credit] USD Other assets (Asset Class [Axis]) | 18000000 [credit] USD Settlements Total mortgage-backed securities (Asset Class [Axis]) | 106000000 [credit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 86000000 [credit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 4000000 [credit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 16000000 [credit] USD Total debt and equity instruments (Asset Class [Axis]) | 460000000 [credit] USD Total debt instruments (Asset Class [Axis]) | 374000000 [credit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 1000000 [credit] USD Non-U.S. government debt securities (Asset Class [Axis]) | 7000000 [credit] USD Corporate debt securities (Asset Class [Axis]) | 3000000 [credit] USD Loans (Asset Class [Axis]) | 256000000 [credit] USD Asset-backed securities (Asset Class [Axis]) | 1000000 [credit] USD Equity securities (Asset Class [Axis]) | 0 [credit] USD Other (Asset Class [Axis]) | 86000000 [credit] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [credit] USD Corporate debt securities (Asset Class [Axis]) | 0 [credit] USD Loans (Asset Class [Axis]) | 699000000 [credit] USD Mortgage servicing rights (Asset Class [Axis]) | 570000000 [credit] USD Other assets (Asset Class [Axis]) | 217000000 [credit] USD Transfers into level 3 Total mortgage-backed securities (Asset Class [Axis]) | 15000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 1000000 [ debit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 0 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 14000000 [ debit] USD Total debt and equity instruments (Asset Class [Axis]) | 882000000 [ debit] USD Total debt instruments (Asset Class [Axis]) | 739000000 [ debit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [ debit] USD Non-U.S. government debt securities (Asset Class [Axis]) | 0 [ debit] USD Corporate debt securities (Asset Class [Axis]) | 138000000 [ debit] USD Loans (Asset Class [Axis]) | 584000000 [ debit] USD Asset-backed securities (Asset Class [Axis]) | 2000000 [ debit] USD Equity securities (Asset Class [Axis]) | 140000000 [ debit] USD Other (Asset Class [Axis]) | 3000000 [ debit] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [ debit] USD Corporate debt securities (Asset Class [Axis]) | 0 [ debit] USD Loans (Asset Class [Axis]) | 1027000000 [ debit] USD Mortgage servicing rights (Asset Class [Axis]) | 0 [ debit] USD Other assets (Asset Class [Axis]) | 0 [ debit] USD Transfers (out of) level 3 Total mortgage-backed securities (Asset Class [Axis]) | 2000000 [credit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 1000000 [credit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 1000000 [credit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 0 [credit] USD Total debt and equity instruments (Asset Class [Axis]) | 1096000000 [credit] USD Total debt instruments (Asset Class [Axis]) | 908000000 [credit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [credit] USD Non-U.S. government debt securities (Asset Class [Axis]) | 107000000 [credit] USD Corporate debt securities (Asset Class [Axis]) | 196000000 [credit] USD Loans (Asset Class [Axis]) | 596000000 [credit] USD Asset-backed securities (Asset Class [Axis]) | 7000000 [credit] USD Equity securities (Asset Class [Axis]) | 88000000 [credit] USD Other (Asset Class [Axis]) | 100000000 [credit] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [credit] USD Corporate debt securities (Asset Class [Axis]) | 0 [credit] USD Loans (Asset Class [Axis]) | 673000000 [credit] USD Mortgage servicing rights (Asset Class [Axis]) | 0 [credit] USD Other assets (Asset Class [Axis]) | 1000000 [credit] USD Fair value, ending balance Total mortgage-backed securities (Asset Class [Axis]) | 342000000 [ debit] [end] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | 299000000 [ debit] [end] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | 24000000 [ debit] [end] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 19000000 [ debit] [end] USD Total debt and equity instruments (Asset Class [Axis]) | 2525000000 [ debit] [end] USD Total debt instruments (Asset Class [Axis]) | 1833000000 [ debit] [end] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 7000000 [ debit] [end] USD Non-U.S. government debt securities (Asset Class [Axis]) | 104000000 [ debit] [end] USD Corporate debt securities (Asset Class [Axis]) | 370000000 [ debit] [end] USD Loans (Asset Class [Axis]) | 982000000 [ debit] [end] USD Asset-backed securities (Asset Class [Axis]) | 28000000 [ debit] [end] USD Equity securities (Asset Class [Axis]) | 634000000 [ debit] [end] USD Other (Asset Class [Axis]) | 58000000 [ debit] [end] USD Total available-for-sale securities (Asset Class [Axis]) | 95000000 [ debit] [end] USD Corporate debt securities (Asset Class [Axis]) | 95000000 [ debit] [end] USD Loans (Asset Class [Axis]) | 2071000000 [ debit] [end] USD Mortgage servicing rights (Asset Class [Axis]) | 5351000000 [ debit] [end] USD Other assets (Asset Class [Axis]) | 321000000 [ debit] [end] USD Change in unrealized gains/(losses) related to financial instruments held Total mortgage-backed securities (Asset Class [Axis]) | -21000000 [credit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Asset Class [Axis]) | -25000000 [credit] USD Mortgage-backed securities, Residential - nonagency (Asset Class [Axis]) | -2000000 [credit] USD Mortgage-backed securities, Commercial - nonagency (Asset Class [Axis]) | 6000000 [credit] USD Total debt and equity instruments (Asset Class [Axis]) | -81000000 [credit] USD Total debt instruments (Asset Class [Axis]) | -26000000 [credit] USD Obligations of U.S. states and municipalities (Asset Class [Axis]) | 0 [credit] USD Non-U.S. government debt securities (Asset Class [Axis]) | -2000000 [credit] USD Corporate debt securities (Asset Class [Axis]) | -3000000 [credit] USD Loans (Asset Class [Axis]) | 0 [credit] USD Asset-backed securities (Asset Class [Axis]) | 0 [credit] USD Equity securities (Asset Class [Axis]) | -92000000 [credit] USD Other (Asset Class [Axis]) | 37000000 [credit] USD Total available-for-sale securities (Asset Class [Axis]) | 0 [credit] USD Corporate debt securities (Asset Class [Axis]) | 0 [credit] USD Loans (Asset Class [Axis]) | -92000000 [credit] USD Mortgage servicing rights (Asset Class [Axis]) | 258000000 [credit] USD Other assets (Asset Class [Axis]) | 22000000 [credit] USD Net derivative receivables: Fair value, beginning balance | -4993000000 [ debit] [beg] USD Interest rate (Derivative Instrument [Axis]) | 258000000 [ debit] [beg] USD Credit (Derivative Instrument [Axis]) | -224000000 [ debit] [beg] USD Foreign exchange (Derivative Instrument [Axis]) | -434000000 [ debit] [beg] USD Equity (Derivative Instrument [Axis]) | -3862000000 [ debit] [beg] USD Commodity (Derivative Instrument [Axis]) | -731000000 [ debit] [beg] USD Total realized/unrealized gains/(losses) | 831000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 1587000000 [credit] USD Credit (Derivative Instrument [Axis]) | 140000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | -196000000 [credit] USD Equity (Derivative Instrument [Axis]) | -195000000 [credit] USD Commodity (Derivative Instrument [Axis]) | -505000000 [credit] USD Purchases | 972000000 [ debit] USD Interest rate (Derivative Instrument [Axis]) | 92000000 [ debit] USD Credit (Derivative Instrument [Axis]) | 6000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis]) | 67000000 [ debit] USD Equity (Derivative Instrument [Axis]) | 667000000 [ debit] USD Commodity (Derivative Instrument [Axis]) | 140000000 [ debit] USD Sales | -2883000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 146000000 [credit] USD Credit (Derivative Instrument [Axis]) | 11000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 98000000 [credit] USD Equity (Derivative Instrument [Axis]) | 2246000000 [credit] USD Commodity (Derivative Instrument [Axis]) | 382000000 [credit] USD Settlements | 607000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 1874000000 [credit] USD Credit (Derivative Instrument [Axis]) | -103000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | -140000000 [credit] USD Equity (Derivative Instrument [Axis]) | -1638000000 [credit] USD Commodity (Derivative Instrument [Axis]) | -600000000 [credit] USD Transfers into level 3 | 291000000 [ debit] USD Interest rate (Derivative Instrument [Axis]) | 68000000 [ debit] USD Credit (Derivative Instrument [Axis]) | -13000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis]) | 6000000 [ debit] USD Equity (Derivative Instrument [Axis]) | 233000000 [ debit] USD Commodity (Derivative Instrument [Axis]) | -3000000 [ debit] USD Transfers (out of) level 3 | -210000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 98000000 [credit] USD Credit (Derivative Instrument [Axis]) | 7000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 42000000 [credit] USD Equity (Derivative Instrument [Axis]) | 72000000 [credit] USD Commodity (Derivative Instrument [Axis]) | -9000000 [credit] USD Fair value, ending balance | -5385000000 [ debit] [end] USD Interest rate (Derivative Instrument [Axis]) | -113000000 [ debit] [end] USD Credit (Derivative Instrument [Axis]) | -6000000 [ debit] [end] USD Foreign exchange (Derivative Instrument [Axis]) | -557000000 [ debit] [end] USD Equity (Derivative Instrument [Axis]) | -3837000000 [ debit] [end] USD Commodity (Derivative Instrument [Axis]) | -872000000 [ debit] [end] USD Change in unrealized gains/(losses) related to financial instruments held | -99000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 212000000 [credit] USD Credit (Derivative Instrument [Axis]) | 143000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | -44000000 [credit] USD Equity (Derivative Instrument [Axis]) | -187000000 [credit] USD Commodity (Derivative Instrument [Axis]) | -223000000 [credit] USD Liabilities: Fair value, beginning balance Deposits (Liability Class [Axis]) | 2913000000 [credit] [beg] USD Short-term borrowings (Liability Class [Axis]) | 2420000000 [credit] [beg] USD Total debt and equity instruments (Liability Class [Axis]) | 51000000 [credit] [beg] USD Accounts payable and other liabilities (Liability Class [Axis]) | 68000000 [credit] [beg] USD Long-term debt (Liability Class [Axis]) | 23397000000 [credit] [beg] USD Total realized/unrealized (gains)/losses Deposits (Liability Class [Axis]) | 67000000 [credit] USD Short-term borrowings (Liability Class [Axis]) | 1095000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 6000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 10000000 [credit] USD Long-term debt (Liability Class [Axis]) | -190000000 [credit] USD Purchases Deposits (Liability Class [Axis]) | 0 [ debit] USD Short-term borrowings (Liability Class [Axis]) | 0 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | 100000000 [ debit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [ debit] USD Long-term debt (Liability Class [Axis]) | 0 [ debit] USD Sales Deposits (Liability Class [Axis]) | 0 [credit] USD Short-term borrowings (Liability Class [Axis]) | 0 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 36000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 1000000 [credit] USD Long-term debt (Liability Class [Axis]) | 0 [credit] USD Issuances Deposits (Liability Class [Axis]) | 252000000 [credit] USD Short-term borrowings (Liability Class [Axis]) | 5479000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 0 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [credit] USD Long-term debt (Liability Class [Axis]) | 9884000000 [credit] USD Settlements Deposits (Liability Class [Axis]) | 360000000 [ debit] USD Short-term borrowings (Liability Class [Axis]) | 4333000000 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | 0 [ debit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [ debit] USD Long-term debt (Liability Class [Axis]) | 9250000000 [ debit] USD Transfers into level 3 Deposits (Liability Class [Axis]) | 2000000 [credit] USD Short-term borrowings (Liability Class [Axis]) | 9000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 62000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 0 [credit] USD Long-term debt (Liability Class [Axis]) | 29000000 [credit] USD Transfers (out of) level 3 Deposits (Liability Class [Axis]) | 363000000 [ debit] USD Short-term borrowings (Liability Class [Axis]) | 69000000 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | 13000000 [ debit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 8000000 [ debit] USD Long-term debt (Liability Class [Axis]) | 736000000 [ debit] USD Fair value, ending balance Deposits (Liability Class [Axis]) | 2377000000 [credit] [end] USD Short-term borrowings (Liability Class [Axis]) | 2411000000 [credit] [end] USD Total debt and equity instruments (Liability Class [Axis]) | 30000000 [credit] [end] USD Accounts payable and other liabilities (Liability Class [Axis]) | 51000000 [credit] [end] USD Long-term debt (Liability Class [Axis]) | 23514000000 [credit] [end] USD Change in unrealized (gains)/losses related to financials instruments held Deposits (Liability Class [Axis]) | 60000000 [credit] USD Short-term borrowings (Liability Class [Axis]) | 117000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 2000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis]) | 9000000 [credit] USD Long-term debt (Liability Class [Axis]) | -48000000 [credit] USD Level 3 Rollforward Supplemental Data [Abstract] Level 3 assets as a percentage of total firm assets at fair value | 0.02 [ none] pure Level 3 liabilities as a percentage of total firm liabilities at fair value | 0.08 [ none] pure Unrealized (gains)/losses on liabilities recorded in OCI DVA for fair value option elected liabilities (Liability Class [Axis]) | -300000000 [credit] USD Calculation: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [3318000000.00] [debit]: validating [jpm:FinancingReceivableNonaccrualWithRelatedAllowance] = [2818000000.00] [debit]: validating [us-gaap:FinancingReceivableNonaccrualNoAllowance] = [500000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [483000000.00] [debit]: validating [jpm:FinancingReceivableNonaccrualWithRelatedAllowance] = [351000000.00] [debit]: validating [us-gaap:FinancingReceivableNonaccrualNoAllowance] = [132000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [904000000.00] [debit]: validating [jpm:FinancingReceivableNonaccrualWithRelatedAllowance] = [800000000.00] [debit]: validating [us-gaap:FinancingReceivableNonaccrualNoAllowance] = [104000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [5313000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [1931000000.00] [debit]: validating [jpm:FinancingReceivableNonaccrualWithRelatedAllowance] = [1667000000.00] [debit]: validating [us-gaap:FinancingReceivableNonaccrualNoAllowance] = [264000000.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [151000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [715000000.00] [debit]: validating [jpm:FinancingReceivableNonaccrualWithRelatedAllowance] = [520000000.00] [debit]: validating [us-gaap:FinancingReceivableNonaccrualNoAllowance] = [195000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [994000000.00] [debit]: validating [jpm:FinancingReceivableNonaccrualWithRelatedAllowance] = [722000000.00] [debit]: validating [us-gaap:FinancingReceivableNonaccrualNoAllowance] = [272000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [4794000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [375000000.00] [debit]: validating [jpm:FinancingReceivableNonaccrualWithRelatedAllowance] = [309000000.00] [debit]: validating [us-gaap:FinancingReceivableNonaccrualNoAllowance] = [66000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [2084000000.00] [debit]: validating [jpm:FinancingReceivableNonaccrualWithRelatedAllowance] = [1551000000.00] [debit]: validating [us-gaap:FinancingReceivableNonaccrualNoAllowance] = [533000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [117000000.00] [debit]: Definition: [240804058 - Disclosure - Loans - Wholesale Loan Portfolio, Nonaccrual (Details)] [us-gaap:FinancingReceivableNonaccrualStatusLineItems] = [none]: [jpm:FinancingReceivableNonaccrualWithRelatedAllowance] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableNonaccrualTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:CommercialPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:CommercialPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:EquitySecuritiesByIndustryAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:EquitySecuritiesIndustryMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:RealEstateSectorMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CommercialAndIndustrialSectorMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:WholesaleOtherMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquitySecuritiesIndustryMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:RealEstateSectorMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CommercialAndIndustrialSectorMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:WholesaleOtherMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FinancingReceivableNonaccrualNoAllowance] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: Presentation: [240804058 - Disclosure - Loans - Wholesale Loan Portfolio, Nonaccrual (Details)] [us-gaap:FinancingReceivableNonaccrualTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommercialPortfolioSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:EquitySecuritiesByIndustryAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:EquitySecuritiesIndustryMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:RealEstateSectorMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommercialAndIndustrialSectorMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:WholesaleOtherMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FinancingReceivableNonaccrualStatusLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:FinancingReceivableNonaccrualWithRelatedAllowance] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableNonaccrualNoAllowance] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(date: 2020-12-31)] [Not Classified] Financing Receivable, Nonaccrual [Table] With an allowance Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2818000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 1667000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 351000000 [ debit] USD Other (Industry Sector [Axis]) | 800000000 [ debit] USD Without an allowance Wholesale (Financing Receivable Portfolio Segment [Axis]) | 500000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 264000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 132000000 [ debit] USD Other (Industry Sector [Axis]) | 104000000 [ debit] USD Total nonaccrual loans Wholesale (Financing Receivable Portfolio Segment [Axis]) | 3318000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 1931000000 [ debit] [tot] USD Secured by real estate (Industry Sector [Axis]) | 483000000 [ debit] [tot] USD Other (Industry Sector [Axis]) | 904000000 [ debit] [tot] USD Period [(date: 2021-09-30)] [MRQ] Financing Receivable, Nonaccrual [Table] With an allowance Wholesale (Financing Receivable Portfolio Segment [Axis]) | 1551000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 722000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 309000000 [ debit] USD Other (Industry Sector [Axis]) | 520000000 [ debit] USD Without an allowance Wholesale (Financing Receivable Portfolio Segment [Axis]) | 533000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 272000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 66000000 [ debit] USD Other (Industry Sector [Axis]) | 195000000 [ debit] USD Total nonaccrual loans Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2084000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 994000000 [ debit] [tot] USD Secured by real estate (Industry Sector [Axis]) | 375000000 [ debit] [tot] USD Other (Industry Sector [Axis]) | 715000000 [ debit] [tot] USD Calculation: validating [us-gaap:PrincipalTransactionsRevenue] = [4142000000.00] [credit]: validating [us-gaap:TradingGainsLosses] = [4108000000.00] [credit]: validating [us-gaap:PrincipalInvestmentGainsLosses] = [34000000.00] [credit]: validating [us-gaap:PrincipalTransactionsRevenue] = [14700000000.00] [credit]: validating [us-gaap:TradingGainsLosses] = [14656000000.00] [credit]: validating [us-gaap:PrincipalInvestmentGainsLosses] = [44000000.00] [credit]: validating [us-gaap:PrincipalTransactionsRevenue] = [3546000000.00] [credit]: validating [us-gaap:TradingGainsLosses] = [3661000000.00] [credit]: validating [us-gaap:PrincipalInvestmentGainsLosses] = [-115000000.00] [credit]: validating [us-gaap:PrincipalTransactionsRevenue] = [14122000000.00] [credit]: validating [us-gaap:TradingGainsLosses] = [14152000000.00] [credit]: validating [us-gaap:PrincipalInvestmentGainsLosses] = [-30000000.00] [credit]: Definition: [240354025 - Disclosure - Noninterest Revenue and Noninterest Expense - Principal Transactions (Details)] [jpm:ScheduleOfNonInterestRevenueLineItems] = [none]: [us-gaap:PrincipalTransactionsRevenueAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:TradingGainsLosses] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:PrincipalInvestmentGainsLosses] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:PrincipalTransactionsRevenue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:ScheduleOfNonInterestRevenueTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:TradingActivityByTypeAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:TradingActivityByTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:InterestRateRiskMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditRiskMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignExchangeMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquityMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CommodityMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:TradingActivityByTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:InterestRateRiskMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditRiskMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignExchangeMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquityMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CommodityMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: Presentation: [240354025 - Disclosure - Noninterest Revenue and Noninterest Expense - Principal Transactions (Details)] [jpm:ScheduleOfNonInterestRevenueTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:TradingActivityByTypeAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:TradingActivityByTypeDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestRateRiskMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditRiskMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ForeignExchangeMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:EquityMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:CommodityMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:ScheduleOfNonInterestRevenueLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:PrincipalTransactionsRevenueAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:TradingGainsLosses] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:PrincipalInvestmentGainsLosses] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:PrincipalTransactionsRevenue] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Schedule of Noninterest revenue [Table] Principal transactions revenue Total trading revenue | 4108000000 [credit] USD Interest rate (Trading Activity [Axis]) | 287000000 [credit] USD Credit (Trading Activity [Axis]) | 950000000 [credit] USD Foreign exchange (Trading Activity [Axis]) | 714000000 [credit] USD Equity (Trading Activity [Axis]) | 1410000000 [credit] USD Commodity (Trading Activity [Axis]) | 747000000 [credit] USD Private equity gains/(losses) | 34000000 [credit] USD Principal transactions | 4142000000 [credit] [tot] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Noninterest revenue [Table] Principal transactions revenue Total trading revenue | 14656000000 [credit] USD Interest rate (Trading Activity [Axis]) | 2258000000 [credit] USD Credit (Trading Activity [Axis]) | 2201000000 [credit] USD Foreign exchange (Trading Activity [Axis]) | 3606000000 [credit] USD Equity (Trading Activity [Axis]) | 4816000000 [credit] USD Commodity (Trading Activity [Axis]) | 1775000000 [credit] USD Private equity gains/(losses) | 44000000 [credit] USD Principal transactions | 14700000000 [credit] [tot] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Noninterest revenue [Table] Principal transactions revenue Total trading revenue | 3661000000 [credit] USD Interest rate (Trading Activity [Axis]) | 339000000 [credit] USD Credit (Trading Activity [Axis]) | 496000000 [credit] USD Foreign exchange (Trading Activity [Axis]) | 648000000 [credit] USD Equity (Trading Activity [Axis]) | 1863000000 [credit] USD Commodity (Trading Activity [Axis]) | 315000000 [credit] USD Private equity gains/(losses) | -115000000 [credit] USD Principal transactions | 3546000000 [credit] [tot] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Noninterest revenue [Table] Principal transactions revenue Total trading revenue | 14152000000 [credit] USD Interest rate (Trading Activity [Axis]) | 1726000000 [credit] USD Credit (Trading Activity [Axis]) | 2525000000 [credit] USD Foreign exchange (Trading Activity [Axis]) | 2287000000 [credit] USD Equity (Trading Activity [Axis]) | 6449000000 [credit] USD Commodity (Trading Activity [Axis]) | 1165000000 [credit] USD Private equity gains/(losses) | -30000000 [credit] USD Principal transactions | 14122000000 [credit] [tot] USD Presentation: [240624042 - Disclosure - Securities Financing Activities - Transfers Not Qualifying for Sale Accounting (Details)] [us-gaap:SecuritiesFinancingTransactionsDisclosuresAbstract] = [none]: [us-gaap:TransfersAccountedForAsSecuredBorrowingsAssetsCarryingAmount] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(date: 2020-12-31)] [Not Classified] Securities Financing Transactions Disclosures [Abstract] Transfers not qualifying for sale accounting | 598000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Securities Financing Transactions Disclosures [Abstract] Transfers not qualifying for sale accounting | 484000000 [ debit] USD Calculation: (date: 2020-12-31): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [201951000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [10048000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [2856000000.00] [debit]: (date: 2020-12-31): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [201951000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [10048000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [22928000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [13135000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [216000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [113294000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [65800000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [388178000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [201951000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [7000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [216000000.00] [debit]: (date: 2020-12-31): {(jpm:DomesticMortgagebackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [6467000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ResidentialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [10233000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [7000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [2856000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [388178000000.00] [debit]: (date: 2020-12-31): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [173085000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [9793000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [2856000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [22928000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [20396000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [216000000.00] [debit]: (date: 2020-12-31): {(jpm:OtherAssetbackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [126383000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [113301000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [20396000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [10048000000.00] [debit]: (date: 2020-12-31): {(jpm:OtherAssetbackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [6249000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ResidentialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [10233000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [215093000000.00] [debit]: (date: 2020-12-31): {(jpm:ForeignMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [3766000000.00] [debit]: (date: 2020-12-31): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(jpm:OtherAssetbackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [6249000000.00] [debit]: (date: 2020-12-31): {(jpm:OtherAssetbackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ResidentialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [113301000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [126390000000.00] [debit]: (date: 2020-12-31): {(us-gaap:OtherDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [6249000000.00] [debit]: (date: 2020-12-31): {(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [20396000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ResidentialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [126390000000.00] [debit]: (date: 2021-09-30): {(jpm:DomesticMortgagebackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [2323000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ResidentialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [3132000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [251590000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [13428000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [97529000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [34163000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenFairValue] = [106470000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [82554000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [0.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [2916000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [5650000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenFairValue] = [73988000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ResidentialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [6373000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [82554000000.00] [debit]: (date: 2021-09-30): {(jpm:OtherAssetbackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [4828000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [44100000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [73049000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [95000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [3132000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [251590000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [3132000000.00] [debit]: (date: 2021-09-30): {(us-gaap:AssetBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [13965000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [1500000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [1081000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [3807000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenFairValue] = [7577000000.00] [debit]: (date: 2021-09-30): {(jpm:OtherAssetbackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [121471000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [5150000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [88082000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [19581000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenFairValue] = [8658000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [121471000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [10368000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [165000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [260000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [124567000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [15825000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [9137000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [15825000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [6762000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [5050000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [3816000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenFairValue] = [197000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [17515000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [16000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [172000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [1277000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenFairValue] = [16050000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [9137000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [5457000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ResidentialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [17515000000.00] [debit]: (date: 2021-09-30): {(jpm:OtherAssetbackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [17515000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [126928000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [73049000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [121471000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [82554000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [73049000000.00] [debit]: (date: 2021-09-30): {(us-gaap:OtherDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [4828000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [9137000000.00] [debit]: (date: 2021-09-30): {(jpm:ForeignMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [4050000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:ResidentialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [6373000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [260000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [0.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [228000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [32000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenFairValue] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [95000000.00] [debit]: (date: 2021-09-30): {(jpm:OtherAssetbackedSecuritiesMember, us-gaap:FinancialInstrumentAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [4828000000.00] [debit]: validating [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [343612000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingWithinOneYear] = [14411000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterOneThroughFiveYears] = [98909000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterFiveThroughTenYears] = [96509000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfter10Years] = [133783000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [111857000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingWithinOneYear] = [0.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterOneThroughFiveYears] = [1029000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterFiveThroughTenYears] = [11737000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfter10Years] = [99091000000.00] [debit]: (date: 2021-09-30): {(us-gaap:AssetBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [35864000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingWithinOneYear] = [0.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterOneThroughFiveYears] = [0.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterFiveThroughTenYears] = [13535000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfter10Years] = [22329000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [182368000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingWithinOneYear] = [14376000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterOneThroughFiveYears] = [97814000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterFiveThroughTenYears] = [70178000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfter10Years] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [13523000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingWithinOneYear] = [35000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterOneThroughFiveYears] = [66000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterFiveThroughTenYears] = [1059000000.00] [debit]: validating [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfter10Years] = [12363000000.00] [debit]: (date: 2020-12-31): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [53234000000.00] [debit]: (date: 2020-12-31): {(us-gaap:EstimateOfFairValueFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [205500000000.00] [debit]: (date: 2020-12-31): {(jpm:DomesticMortgagebackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [4323000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [205472000000.00] [debit]: (date: 2020-12-31): {(us-gaap:EstimateOfFairValueFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [152300000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [2679000000.00] [debit]: (date: 2020-12-31): {(us-gaap:EstimateOfFairValueFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [53200000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CarryingReportedAmountFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [201800000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [21138000000.00] [debit]: (date: 2020-12-31): {(us-gaap:EstimateOfFairValueFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [110828000000.00] [debit]: (date: 2020-12-31): {(us-gaap:OtherDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [13270000000.00] [debit]: (date: 2020-12-31): {(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [117830000000.00] [debit]: (date: 2021-09-30): {(jpm:DomesticMortgagebackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [6982000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [344393000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [14418000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [98661000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [96242000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingAfterTenYearsFairValue] = [135072000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [113316000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [0.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [1050000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [12197000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingAfterTenYearsFairValue] = [100069000000.00] [debit]: (date: 2021-09-30): {(us-gaap:EstimateOfFairValueFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [344400000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [102597000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CarryingReportedAmountFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [343500000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [3737000000.00] [debit]: (date: 2021-09-30): {(us-gaap:AssetBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [35948000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [0.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [0.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [13592000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingAfterTenYearsFairValue] = [22356000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [181276000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [14383000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [97545000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [69348000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingAfterTenYearsFairValue] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:EstimateOfFairValueFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [163100000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [33745000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [13853000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [35000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [66000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [1105000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingAfterTenYearsFairValue] = [12647000000.00] [debit]: (date: 2021-09-30): {(us-gaap:EstimateOfFairValueFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [181300000000.00] [debit]: (date: 2021-09-30): {(us-gaap:EstimateOfFairValueFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:OtherDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [2203000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [249736000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCostBasis] = [13376000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveAmortizedCostBasis] = [97339000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenAmortizedCostBasis] = [33793000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenAmortizedCostBasis] = [105228000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [82133000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCostBasis] = [0.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveAmortizedCostBasis] = [2882000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenAmortizedCostBasis] = [5326000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenAmortizedCostBasis] = [73925000000.00] [debit]: (date: 2021-09-30): {(us-gaap:AssetBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [13904000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCostBasis] = [1500000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveAmortizedCostBasis] = [1076000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenAmortizedCostBasis] = [3800000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenAmortizedCostBasis] = [7528000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USTreasuryAndGovernmentMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [121227000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCostBasis] = [5111000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveAmortizedCostBasis] = [88001000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenAmortizedCostBasis] = [19610000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenAmortizedCostBasis] = [8505000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [15738000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCostBasis] = [6750000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveAmortizedCostBasis] = [4980000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenAmortizedCostBasis] = [3811000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenAmortizedCostBasis] = [197000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [16471000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCostBasis] = [15000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveAmortizedCostBasis] = [167000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenAmortizedCostBasis] = [1216000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenAmortizedCostBasis] = [15073000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [263000000.00] [debit]: validating [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCostBasis] = [0.00] 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[jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterOneThroughFiveYears] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfterFiveThroughTenYears] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:DebtSecuritiesHeldToMaturityAmortizedCostBeforeAllowanceForCreditLossMaturityAllocatedAndSingleMaturityDateRollingAfter10Years] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesSingleMaturityDateFairValueAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesRollingAfterTenYearsFairValue] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:HeldToMaturitySecuritiesFairValue] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:ScheduleOfHeldToMaturitySecuritiesTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [2.00]: [us-gaap:FinancialInstrumentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:MortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:USTreasuryAndGovernmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CorporateDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:AssetBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:MortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:USTreasuryAndGovernmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CorporateDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:AssetBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [srt:RangeAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [srt:RangeMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [srt:MinimumMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:RangeMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [srt:MinimumMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:HeldtomaturitySecuritiesDebtMaturitiesSingleMaturityDateAverageYieldAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:DebtSecuritiesHeldToMaturityMaturityWithinOneYearWeightedAverageYield] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:DebtSecuritiesHeldToMaturityMaturityAfterOneThroughFiveYearsWeightedAverageYield] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:DebtSecuritiesHeldToMaturityMaturityAfterFiveThroughTenYearsWeightedAverageYield] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:DebtSecuritiesHeldToMaturityMaturityAfter10YearsWeightedAverageYield] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:DebtSecuritiesHeldToMaturityWeightedAverageYield] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:SupplementalInformationAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:DuePeriodOfMortgageBackedSecuritiesAndCollateralizedMortgageObligations] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:USGovernmentAgenciesAndUSGovernmentsponsoredEnterprisesResidentialMortgageBackedSecuritiesEstimatedDuration] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:USGovernmentAgenciesAndUSGovernmentsponsoredEnterprisesResidentialCollateralizedMortgageObligationsEstimatedDuration] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:U.S.NonAgencyResidentialCollateralizedMortgageObligationsEstimatedDuration] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:ScheduleOfAvailableForSaleSecuritiesLineItems] = [none]: [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesSingleMaturityDateAmortizedCostBasisAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCostBasis] = [debit] 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[none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:MortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:USTreasuryAndGovernmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CorporateDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:AssetBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:MortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: 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(Financial Instrument [Axis]) | 0.01 [ none] pure Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 0.03 [ none] pure Asset-backed securities (Financial Instrument [Axis]) | 0 [ none] pure Due after five years through 10 years | 0.01 [ none] pure Mortgage-backed securities (Financial Instrument [Axis]) | 0.02 [ none] pure U.S. Treasury and government agencies (Financial Instrument [Axis]) | 0.01 [ none] pure Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 0.04 [ none] pure Asset-backed securities (Financial Instrument [Axis]) | 0.01 [ none] pure Due after 10 years | 0.03 [ none] pure Mortgage-backed securities (Financial Instrument [Axis]) | 0.03 [ none] pure U.S. Treasury and government agencies (Financial Instrument [Axis]) | 0 [ none] pure Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 0.04 [ none] pure Asset-backed securities (Financial Instrument [Axis]) | 0.01 [ none] pure Average yield | 0.02 [ none] pure Mortgage-backed securities (Financial Instrument [Axis]) | 0.03 [ none] pure U.S. Treasury and government agencies (Financial Instrument [Axis]) | 0.01 [ none] pure Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 0.04 [ none] pure Asset-backed securities (Financial Instrument [Axis]) | 0.01 [ none] pure Supplemental information Definition: [241344088 - Disclosure - Pledged Assets and Collateral - Schedule of Pledged Assets (Details)] [us-gaap:FinancialInstrumentsOwnedAndPledgedAsCollateralLineItems] = [none]: [us-gaap:FinancialInstrumentsOwnedAndPledgedAsCollateralAmountEligibleToBeRepledgedByCounterparty] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancialInstrumentsOwnedAndPledgedAsCollateralTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [srt:CounterpartyNameAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [srt:RepurchaseAgreementCounterpartyNameDomain] = [none] 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2020-12-31)] [Not Classified] Financial Instruments Owned and Pledged as Collateral [Table] Assets that may be sold or repledged or otherwise used by secured parties | 166600000000 [ debit] USD Assets that may not be sold or repledged or otherwise used by secured parties | 113900000000 [ debit] USD Total pledged assets | 735800000000 [ debit] USD Assets pledged at Federal Reserve banks and FHLBs (Counterparty Name [Axis]) | 455300000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Financial Instruments Owned and Pledged as Collateral [Table] Assets that may be sold or repledged or otherwise used by secured parties | 122400000000 [ debit] USD Assets that may not be sold or repledged or otherwise used by secured parties | 115300000000 [ debit] USD Total pledged assets | 700600000000 [ debit] USD Assets pledged at Federal Reserve banks and FHLBs (Counterparty Name [Axis]) | 462900000000 [ debit] USD Presentation: [211211020 - Disclosure - Restricted Cash and Other Restricted Assets] [us-gaap:CashAndCashEquivalentsAbstract] = [none]: [us-gaap:RestrictedAssetsDisclosureTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Cash and Cash Equivalents [Abstract] Restricted Cash and Other Restricted Assets | Restricted cash and other restricted assets Refer to Note 26 of JPMorgan Chase’s 2020 Form 10-K for a detailed discussion of the Firm’s restricted cash and other restricted assets. Certain of the Firm’s cash and other assets are restricted as to withdrawal or usage. These restrictions are imposed by various regulatory authorities based on the particular activities of the Firm’s subsidiaries. The Firm is also subject to rules and regulations established by other U.S. and non U.S. regulators. As part of its compliance with the respective regulatory requirements, the Firm’s broker-dealer activities are subject to certain restrictions on cash and other assets. The following table presents the components of the Firm’s restricted cash: (in billions) September 30, 2021 December 31, 2020 Segregated for the benefit of securities and cleared derivative customers 16.2 19.3 Cash reserves at non-U.S. central banks and held for other general purposes 5.1 5.1 Total restricted cash(a) $ 21.3 $ 24.4 (a)Comprises $20.0 billion and $22.7 billion in deposits with banks, and $1.3 billion and $1.7 billion in cash and due from banks on the Consolidated balance sheet as of September 30, 2021 and December 31, 2020, respectively. Also, as of September 30, 2021 and December 31, 2020, the Firm had the following other restricted assets: •Cash and securities pledged with clearing organizations for the benefit of customers of $45.7 billion and $37.2 billion, respectively. •Securities with a fair value of $24.2 billion and $1.3 billion, respectively, were also restricted in relation to customer activity. assets assets Refer to Note 26 of JPMorgan Chase’s 2020 Form 10-K for a detailed discussion of the Firm’s restricted cash and other restricted assets. Refer to Note 26 of JPMorgan Chase’s 2020 Form 10-K for a detailed discussion of the Firm’s restricted cash and other restricted assets. Certain of the Firm’s cash and other assets are restricted as to withdrawal or usage. These restrictions are imposed by various regulatory authorities based on the particular activities of the Firm’s subsidiaries. Certain of the Firm’s cash and other assets are restricted as to withdrawal or usage. These restrictions are imposed by various regulatory authorities based on the particular activities of the Firm’s subsidiaries. The Firm is also subject to rules and regulations established by other U.S. and non U.S. regulators. As part of its compliance with the respective regulatory requirements, the Firm’s broker-dealer activities are subject to certain restrictions on cash and other assets. The Firm is also subject to rules and regulations established by other U.S. and non U.S. regulators. As part of its compliance with the respective regulatory requirements, the Firm’s broker-dealer activities are subject to certain restrictions on cash and other assets. The following table presents the components of the Firm’s restricted cash: The following table presents the components of the Firm’s restricted cash: (in billions) September 30, 2021 December 31, 2020 Segregated for the benefit of securities and cleared derivative customers 16.2 19.3 Cash reserves at non-U.S. central banks and held for other general purposes 5.1 5.1 Total restricted cash(a) $ 21.3 $ 24.4 (in billions) September 30, 2021 December 31, 2020 Segregated for the benefit of securities and cleared derivative customers Segregated for the benefit of securities and cleared derivative customers 16.2 19.3 Cash reserves at non-U.S. central banks and held for other general purposes Cash reserves at non-U.S. central banks and held for other general purposes 5.1 5.1 Total restricted cash(a) Total restricted cash (a) $ 21.3 $ 24.4 (a)Comprises $20.0 billion and $22.7 billion in deposits with banks, and $1.3 billion and $1.7 billion in cash and due from banks on the Consolidated balance sheet as of September 30, 2021 and December 31, 2020, respectively. (a) Comprises $20.0 billion and $22.7 billion in deposits with banks, and $1.3 billion and $1.7 billion in cash and due from banks on the Consolidated balance sheet as of September 30, 2021 and December 31, 2020, respectively. Also, as of September 30, 2021 and December 31, 2020, the Firm had the following other restricted assets: Also, as of September 30, 2021 and December 31, 2020, the Firm had the following other restricted assets: •Cash and securities pledged with clearing organizations for the benefit of customers of $45.7 billion and $37.2 billion, respectively. • Cash and securities pledged with clearing organizations for the benefit of customers of $45.7 billion and $37.2 billion, respectively. •Securities with a fair value of $24.2 billion and $1.3 billion, respectively, were also restricted in relation to customer activity. • Securities with a fair value of $24.2 billion and $1.3 billion, respectively, were also restricted in relation to customer activity. | | | | | | | | (in billions) |September 30, 2|December 31, 20 Segregated for the benefit of | 16.2| | 19.3| Cash reserves at non-U.S. cent| 5.1| | 5.1| Total restricted cash(a) | $| 21.3| | $| 24.4| Presentation: [211141018 - Disclosure - Earnings per Share] [us-gaap:EarningsPerShareAbstract] = [none]: [us-gaap:EarningsPerShareTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Earnings Per Share [Abstract] Earnings per Share | Earnings per share Refer to Note 23 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the computation of basic and diluted earnings per share (“EPS”). The following table presents the calculation of basic and diluted EPS for the three and nine months ended September 30, 2021 and 2020. (in millions, except per share amounts) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Basic earnings per share Net income $ 11,687 $ 9,443 $ 37,935 $ 16,995 Less: Preferred stock dividends 402 381 1,174 1,203 Net income applicable to common equity 11,285 9,062 36,761 15,792 Less: Dividends and undistributed earnings allocated to participating securities 56 47 185 80 Net income applicable to common stockholders $ 11,229 $ 9,015 $ 36,576 $ 15,712 Total weighted-average basic shares outstanding 2,999.9 3,077.8 3,036.4 3,083.3 Net income per share $ 3.74 $ 2.93 $ 12.05 $ 5.10 Diluted earnings per share Net income applicable to common stockholders $ 11,229 $ 9,015 $ 36,576 $ 15,712 Total weighted-average basic shares outstanding 2,999.9 3,077.8 3,036.4 3,083.3 Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs 5.2 5.0 5.3 4.8 Total weighted-average diluted shares outstanding 3,005.1 3,082.8 3,041.7 3,088.1 Net income per share $ 3.74 $ 2.92 $ 12.02 $ 5.09 Refer to Note 23 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the computation of basic and diluted earnings per share (“EPS”). The following table presents the calculation of basic and diluted EPS for the three and nine months ended September 30, 2021 and 2020. Refer to Note 23 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the computation of basic and diluted earnings per share (“EPS”). The following table presents the calculation of basic and diluted EPS for the three and nine months ended September 30, 2021 and 2020. (in millions, except per share amounts) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Basic earnings per share Net income $ 11,687 $ 9,443 $ 37,935 $ 16,995 Less: Preferred stock dividends 402 381 1,174 1,203 Net income applicable to common equity 11,285 9,062 36,761 15,792 Less: Dividends and undistributed earnings allocated to participating securities 56 47 185 80 Net income applicable to common stockholders $ 11,229 $ 9,015 $ 36,576 $ 15,712 Total weighted-average basic shares outstanding 2,999.9 3,077.8 3,036.4 3,083.3 Net income per share $ 3.74 $ 2.93 $ 12.05 $ 5.10 Diluted earnings per share Net income applicable to common stockholders $ 11,229 $ 9,015 $ 36,576 $ 15,712 Total weighted-average basic shares outstanding 2,999.9 3,077.8 3,036.4 3,083.3 Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs 5.2 5.0 5.3 4.8 Total weighted-average diluted shares outstanding 3,005.1 3,082.8 3,041.7 3,088.1 Net income per share $ 3.74 $ 2.92 $ 12.02 $ 5.09 (in millions, except per share amounts) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Basic earnings per share Basic earnings per share Net income $ 11,687 $ 9,443 $ 37,935 $ 16,995 Less: Preferred stock dividends Less: Preferred stock dividends 402 381 1,174 1,203 Net income applicable to common equity Net income applicable to common equity 11,285 9,062 36,761 15,792 Less: Dividends and undistributed earnings allocated to participating securities Less: Dividends and undistributed earnings allocated to participating securities 56 47 185 80 Net income applicable to common stockholders Net income applicable to common stockholders $ 11,229 $ 9,015 $ 36,576 $ 15,712 Total weighted-average basic shares Total weighted-average basic shares outstanding outstanding 2,999.9 3,077.8 3,036.4 3,083.3 Net income per share Net income per share $ 3.74 $ 2.93 $ 12.05 $ 5.10 Diluted earnings per share Diluted earnings per share Net income applicable to common stockholders Net income applicable to common stockholders $ 11,229 $ 9,015 $ 36,576 $ 15,712 Total weighted-average basic shares Total weighted-average basic shares outstanding outstanding 2,999.9 3,077.8 3,036.4 3,083.3 Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs 5.2 5.0 5.3 4.8 Total weighted-average diluted shares outstanding Total weighted-average diluted shares outstanding 3,005.1 3,082.8 3,041.7 3,088.1 Net income per share Net income per share $ 3.74 $ 2.92 $ 12.02 $ 5.09 | | | | | | | | | | | | | | | | | (in millions, except per share|Three months en| |Nine months end 2021 | 2020| | 2021| 2020 Basic earnings per share | | | | | Net income | $| 11,687| | $| 9,443| | | $| 37,935| | $| 16,995| Less: Preferred stock dividend| 402| | 381| | | 1,174| | 1,203| Net income applicable to commo| 11,285| | 9,062| | | 36,761| | 15,792| Less: Dividends and undistribu| 56| | 47| | | 185| | 80| Net income applicable to commo| $| 11,229| | $| 9,015| | | $| 36,576| | $| 15,712| | | | | | Total weighted-average basic s| 2,999.9| | 3,077.8| | | 3,036.4| | 3,083.3| Net income per share | $| 3.74| | $| 2.93| | | $| 12.05| | $| 5.10| | | | | | Diluted earnings per share | | | | | Net income applicable to commo| $| 11,229| | $| 9,015| | | $| 36,576| | $| 15,712| Total weighted-average basic s| 2,999.9| | 3,077.8| | | 3,036.4| | 3,083.3| Add: Dilutive impact of SARs a| 5.2| | 5.0| | | 5.3| | 4.8| Total weighted-average diluted| 3,005.1| | 3,082.8| | | 3,041.7| | 3,088.1| Net income per share | $| 3.74| | $| 2.92| | | $| 12.02| | $| 5.09| Presentation: [240034001 - Disclosure - Basis of Presentation (Details)] [us-gaap:OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract] = [none]: [us-gaap:EffectiveIncomeTaxRateContinuingOperations] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:EffectiveIncomeTaxRateReconciliationStateAndLocalIncomeTaxesAndChangeInDeferredTaxAssetsValuationAllowanceAmount] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:EffectiveIncomeTaxRateReconciliationStateAndLocalIncomeTaxesAndChangeInDeferredTaxAssetsValuationAllowancePercent] [NEGATED,TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Organization, Consolidation and Presentation of Financial Statements [Abstract] Effective tax rate | 0.20 [ none] pure Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Organization, Consolidation and Presentation of Financial Statements [Abstract] Effective tax rate | 0.18 [ none] pure Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Organization, Consolidation and Presentation of Financial Statements [Abstract] Effective tax rate | 0.17 [ none] pure Income tax benefit related to finalizing the Firm’s 2020 U.S. federal tax return | 566000000 [ debit] USD Reduction in effective tax rate related to finalizing the Firm’s 2020 U.S. federal tax return | 0 [ none] pure Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Organization, Consolidation and Presentation of Financial Statements [Abstract] Effective tax rate | 0.19 [ none] pure Income tax benefit related to finalizing the Firm’s 2020 U.S. federal tax return | 566000000 [ debit] USD Reduction in effective tax rate related to finalizing the Firm’s 2020 U.S. federal tax return | 0 [ none] pure Calculation: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [279000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [-464000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [743000000.00] [credit]: validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [330000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [-726000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [1056000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [27000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [307000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [-280000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [24000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [-569000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [593000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [754000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [4087000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [-3333000000.00] [credit]: validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [1014000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [3895000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [-2881000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [111000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [-771000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [882000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [149000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [579000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [-430000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [4000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [-363000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [367000000.00] [credit]: validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [615000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [-1907000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [2522000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [22000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [-732000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [754000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [589000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [-812000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [1401000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [78000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [-5119000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [5197000000.00] [credit]: validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [1577000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [-9730000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [11307000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [1468000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1] = [-3749000000.00] [credit]: validating [us-gaap:ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1] = [5217000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:GainLossOnFairValueHedgesRecognizedInEarnings] = [31000000.00] [credit]: validating 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Receivable Portfolio Segment [Axis]| 39000000 [credit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Interest income on nonaccrual loans recognized on a cash basis Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 119000000 [credit] USD Period [(date: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Retained loans | 945537000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 305106000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Nonaccrual loans Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 5313000000 [ debit] USD 90 or more days past due U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Class of Financing| 33000000 [ debit] USD Retained loans | 960506000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 302127000000 [ debit] USD Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 225302000000 [ debit] USD Less than 660 (Credit Score, FICO [Axis], Debt-to-Value [Axis], Class of Financing Receivable [Axis], Financ| 11980000000 [ debit] USD Less than 660 (Credit Score, FICO [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfol| 12000000 [ debit] USD Less than 660 (Credit Score, FICO [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfol| 44000000 [ debit] USD 90 or more days past due and still accruing interest (Financial Asset, Period Past Due [Axis], Class of Fina| 0 [ debit] USD California (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segmen| 73444000000 [ debit] USD New York (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment | 32287000000 [ debit] USD Florida (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [| 13981000000 [ debit] USD Texas (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Ax| 13773000000 [ debit] USD Illinois (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment | 13130000000 [ debit] USD Colorado (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment | 8235000000 [ debit] USD Washington (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segmen| 7917000000 [ debit] USD New Jersey (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segmen| 7227000000 [ debit] USD Massachusetts (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Seg| 5784000000 [ debit] USD Connecticut (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segme| 5024000000 [ debit] USD All other (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment| 44500000000 [ debit] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Geographical [Axis| 76000000 [ debit] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Class of Financing| 76000000 [ debit] USD Equal to or greater than 660 (Credit Score, FICO [Axis], Debt-to-Value [Axis], Financing Receivable Portfoli| 2177000000 [ debit] USD Less than 660 (Credit Score, FICO [Axis], Debt-to-Value [Axis], Financing Receivable Portfolio Segment [Axis| 239000000 [ debit] USD Greater than 125% and refreshed FICO scores (Debt-to-Value [Axis], Credit Score, FICO [Axis], Financing Rece| 6000000 [ debit] USD 101% to 125% and refreshed FICO scores (Debt-to-Value [Axis], Credit Score, FICO [Axis], Financing Receivabl| 38000000 [ debit] USD Lower than 80% and refreshed FICO scores (Debt-to-Value [Axis], Credit Score, FICO [Axis], Financing Receiva| 208238000000 [ debit] USD No FICO/LTV available (Credit Score, FICO [Axis], Financing Receivable Portfolio Segment [Axis]) | 2492000000 [ debit] USD Weighted average LTV ratio Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.54 [ none] pure Weighted average FICO Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 763 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Interest income on nonaccrual loans recognized on a cash basis Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 41000000 [credit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Approximate percentage of Chapter 7 loans 30 days or more past due Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.07 [ none] pure Interest income on nonaccrual loans recognized on a cash basis Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 127000000 [credit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Nonaccrual loans Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 4794000000 [ debit] USD 90 or more days past due U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Class of Financing| 25000000 [ debit] USD 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Receivable [Axis], Financing Receivable Portfolio Segment | 32221000000 [ debit] USD Florida (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [| 15439000000 [ debit] USD Texas (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Ax| 13645000000 [ debit] USD Illinois (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment | 11860000000 [ debit] USD Colorado (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment | 8496000000 [ debit] USD Washington (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segmen| 8071000000 [ debit] USD New Jersey (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segmen| 6884000000 [ debit] USD Massachusetts (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Seg| 6009000000 [ debit] USD Connecticut (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segme| 5188000000 [ debit] USD All other (Geographical [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment| 43139000000 [ debit] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Geographical [Axis| 72000000 [ debit] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Class of Financing| 72000000 [ debit] USD Equal to or greater than 660 (Credit Score, FICO [Axis], Debt-to-Value [Axis], Financing Receivable Portfoli| 2146000000 [ debit] USD Less than 660 (Credit Score, FICO [Axis], Debt-to-Value [Axis], Financing Receivable Portfolio Segment [Axis| 103000000 [ debit] USD Greater than 125% and refreshed FICO scores (Debt-to-Value [Axis], Credit Score, FICO [Axis], Financing Rece| 12000000 [ debit] USD 101% to 125% and refreshed FICO scores (Debt-to-Value [Axis], Credit Score, FICO [Axis], Financing Receivabl| 31000000 [ debit] USD Lower than 80% and refreshed FICO scores (Debt-to-Value [Axis], Credit Score, FICO [Axis], Financing Receiva| 205919000000 [ debit] USD No FICO/LTV available (Credit Score, FICO [Axis], Financing Receivable Portfolio Segment [Axis]) | 3311000000 [ debit] USD Weighted average LTV ratio Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.51 [ none] pure Weighted average FICO Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 764 [ debit] USD Presentation: [210041002 - Disclosure - Fair Value Measurement] [us-gaap:FairValueDisclosuresAbstract] = [none]: [us-gaap:FairValueDisclosuresTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Fair Value Disclosures [Abstract] Fair Value Measurement | Fair value measurement Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the Firm’s valuation methodologies for assets, liabilities and lending-related commitments measured at fair value and the fair value hierarchy. The following table presents the assets and liabilities reported at fair value as of September 30, 2021, and December 31, 2020, by major product category and fair value hierarchy. Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative netting adjustments(f) September 30, 2021 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 273,158 $ — $ — $ 273,158 Securities borrowed — 72,833 — — 72,833 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 35,746 299 — 36,045 Residential – nonagency — 2,281 24 — 2,305 Commercial – nonagency — 1,662 19 — 1,681 Total mortgage-backed securities — 39,689 342 — 40,031 U.S. Treasury, GSEs and government agencies(a) 87,623 9,282 — — 96,905 Obligations of U.S. states and municipalities — 6,735 7 — 6,742 Certificates of deposit, bankers’ acceptances and commercial paper — 2,567 — — 2,567 Non-U.S. government debt securities 41,486 48,345 104 — 89,935 Corporate debt securities — 31,472 370 — 31,842 Loans — 6,359 982 — 7,341 Asset-backed securities — 2,569 28 — 2,597 Total debt instruments 129,109 147,018 1,833 — 277,960 Equity securities 124,349 1,658 634 — 126,641 Physical commodities(b) 6,471 12,887 — — 19,358 Other — 23,920 58 — 23,978 Total debt and equity instruments(c) 259,929 185,483 2,525 — 447,937 Derivative receivables: Interest rate 1,931 281,315 1,863 (260,343) 24,766 Credit — 10,032 492 (9,349) 1,175 Foreign exchange 235 162,182 779 (148,671) 14,525 Equity — 71,346 3,076 (63,930) 10,492 Commodity — 35,781 534 (19,365) 16,950 Total derivative receivables 2,166 560,656 6,744 (501,658) 67,908 Total trading assets(d) 262,095 746,139 9,269 (501,658) 515,845 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 73,049 — — 73,049 Residential – nonagency — 6,373 — — 6,373 Commercial – nonagency — 3,132 — — 3,132 Total mortgage-backed securities — 82,554 — — 82,554 U.S. Treasury and government agencies 121,471 — — — 121,471 Obligations of U.S. states and municipalities — 17,515 — — 17,515 Non-U.S. government debt securities 5,457 10,368 — — 15,825 Corporate debt securities — 165 95 — 260 Asset-backed securities: Collateralized loan obligations — 9,137 — — 9,137 Other — 4,828 — — 4,828 Total available-for-sale securities 126,928 124,567 95 — 251,590 Loans (e) — 58,557 2,071 — 60,628 Mortgage servicing rights — — 5,351 — 5,351 Other assets(d) 9,332 4,061 321 — 13,714 Total assets measured at fair value on a recurring basis $ 398,355 $ 1,279,315 $ 17,107 $ (501,658) $ 1,193,119 Deposits $ — $ 9,431 $ 2,377 $ — $ 11,808 Federal funds purchased and securities loaned or sold under repurchase agreements — 187,439 — — 187,439 Short-term borrowings — 17,622 2,411 — 20,033 Trading liabilities: Debt and equity instruments(c) 98,932 27,096 30 — 126,058 Derivative payables: Interest rate 1,661 248,655 1,976 (243,460) 8,832 Credit — 11,301 498 (10,406) 1,393 Foreign exchange 248 160,511 1,336 (148,090) 14,005 Equity — 79,924 6,913 (69,063) 17,774 Commodity — 33,037 1,406 (22,962) 11,481 Total derivative payables 1,909 533,428 12,129 (493,981) 53,485 Total trading liabilities 100,841 560,524 12,159 (493,981) 179,543 Accounts payable and other liabilities 4,957 332 51 — 5,340 Beneficial interests issued by consolidated VIEs — 99 — — 99 Long-term debt — 52,985 23,514 — 76,499 Total liabilities measured at fair value on a recurring basis $ 105,798 $ 828,432 $ 40,512 $ (493,981) $ 480,761 Fair value hierarchy Derivative netting adjustments(f) December 31, 2020 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 238,015 $ — $ — $ 238,015 Securities borrowed — 52,983 — — 52,983 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 68,395 449 — 68,844 Residential – nonagency — 2,138 28 — 2,166 Commercial – nonagency — 1,327 3 — 1,330 Total mortgage-backed securities — 71,860 480 — 72,340 U.S. Treasury, GSEs and government agencies(a) 104,263 10,996 — — 115,259 Obligations of U.S. states and municipalities — 7,184 8 — 7,192 Certificates of deposit, bankers’ acceptances and commercial paper — 1,230 — — 1,230 Non-U.S. government debt securities 26,772 40,671 182 — 67,625 Corporate debt securities — 21,017 507 — 21,524 Loans — 6,101 893 — 6,994 Asset-backed securities — 2,304 28 — 2,332 Total debt instruments 131,035 161,363 2,098 — 294,496 Equity securities 97,035 2,652 476 (g) — 100,163 Physical commodities(b) 6,382 5,189 — — 11,571 Other — 21,351 (g) 49 (g) — 21,400 Total debt and equity instruments(c) 234,452 190,555 2,623 — 427,630 Derivative receivables: Interest rate(g) 2,318 387,023 2,307 (355,923) 35,725 Credit(g) — 12,721 624 (12,665) 680 Foreign exchange 146 205,127 987 (190,479) 15,781 Equity — 67,093 (g) 3,519 (54,125) 16,487 Commodity — 21,272 231 (14,732) 6,771 Total derivative receivables 2,464 693,236 7,668 (627,924) 75,444 Total trading assets(d) 236,916 883,791 10,291 (627,924) 503,074 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a)(g) 7 113,294 — — 113,301 Residential – nonagency — 10,233 — — 10,233 Commercial – nonagency — 2,856 — — 2,856 Total mortgage-backed securities 7 126,383 — — 126,390 U.S. Treasury and government agencies 201,951 — — — 201,951 Obligations of U.S. states and municipalities — 20,396 — — 20,396 Non-U.S. government debt securities 13,135 9,793 — — 22,928 Corporate debt securities — 216 — — 216 Asset-backed securities: Collateralized loan obligations — 10,048 — — 10,048 Other — 6,249 — — 6,249 Total available-for-sale securities 215,093 173,085 — — 388,178 Loans(e) — 42,169 2,305 — 44,474 Mortgage servicing rights — — 3,276 — 3,276 Other assets(d) 8,110 4,561 538 — 13,209 Total assets measured at fair value on a recurring basis $ 460,119 $ 1,394,604 $ 16,410 $ (627,924) $ 1,243,209 Deposits $ — $ 11,571 $ 2,913 $ — $ 14,484 Federal funds purchased and securities loaned or sold under repurchase agreements — 155,735 — — 155,735 Short-term borrowings — 14,473 2,420 — 16,893 Trading liabilities: Debt and equity instruments(c) 82,669 16,838 51 — 99,558 Derivative payables: Interest rate(g) 2,496 349,442 2,049 (340,975) 13,012 Credit(g) — 13,984 848 (12,837) 1,995 Foreign exchange 132 214,373 1,421 (194,493) 21,433 Equity — 74,032 7,381 (55,515) 25,898 Commodity — 21,767 962 (14,444) 8,285 Total derivative payables 2,628 673,598 12,661 (618,264) 70,623 Total trading liabilities 85,297 690,436 12,712 (618,264) 170,181 Accounts payable and other liabilities 2,895 513 68 — 3,476 Beneficial interests issued by consolidated VIEs — 41 — — 41 Long-term debt — 53,420 23,397 — 76,817 Total liabilities measured at fair value on a recurring basis $ 88,192 $ 926,189 $ 41,510 $ (618,264) $ 437,627 (a)At September 30, 2021, and December 31, 2020, included total U.S. GSE obligations of $68.6 billion and $117.6 billion, respectively, which were mortgage-related. (b)Physical commodities inventories are generally accounted for at the lower of cost or net realizable value. “Net realizable value” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, net realizable value approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when net realizable value is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. Refer to Note 4 for a further discussion of the Firm’s hedge accounting relationships. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (c)Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (d)Certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At September 30, 2021, and December 31, 2020, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $813 million and $670 million, respectively. Included in these balances at September 30, 2021, and December 31, 2020, were trading assets of $56 million and $52 million, respectively, and other assets of $757 million and $618 million, respectively. (e)At September 30, 2021, and December 31, 2020, included $27.2 billion and $15.1 billion, respectively, of residential first-lien mortgages, and $8.1 billion and $6.3 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. GSEs and government agencies of $13.1 billion and $8.4 billion, respectively. (f)As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral. (g)Prior-period amounts have been revised to conform with the current presentation. Level 3 valuations Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for further information on the Firm’s valuation process and a detailed discussion of the determination of fair value for individual financial instruments. The following table presents the Firm’s primary level 3 financial instruments, the valuation techniques used to measure the fair value of those financial instruments, the significant unobservable inputs, the range of values for those inputs and the weighted or arithmetic averages of such inputs. While the determination to classify an instrument within level 3 is based on the significance of the unobservable inputs to the overall fair value measurement, level 3 financial instruments typically include observable components (that is, components that are actively quoted and can be validated to external sources) in addition to the unobservable components. The level 1 and/or level 2 inputs are not included in the table. In addition, the Firm manages the risk of the observable components of level 3 financial instruments using securities and derivative positions that are classified within levels 1 or 2 of the fair value hierarchy. The range of values presented in the table is representative of the highest and lowest level input used to value the significant groups of instruments within a product/instrument classification. Where provided, the weighted averages of the input values presented in the table are calculated based on the fair value of the instruments that the input is being used to value. In the Firm’s view, the input range, weighted and arithmetic average values do not reflect the degree of input uncertainty or an assessment of the reasonableness of the Firm’s estimates and assumptions. Rather, they reflect the characteristics of the various instruments held by the Firm and the relative distribution of instruments within the range of characteristics. For example, two option contracts may have similar levels of market risk exposure and valuation uncertainty, but may have significantly different implied volatility levels because the option contracts have different underlyings, tenors, or strike prices. The input range and weighted average values will therefore vary from period-to-period and parameter-to-parameter based on the characteristics of the instruments held by the Firm at each balance sheet date. Level 3 inputs(a) September 30, 2021 Product/Instrument Fair value (in millions) Principal valuation technique Unobservable inputs(g) Range of input values Average(i) Residential mortgage-backed securities and loans(b) $ 1,161 Discounted cash flows Yield (2)% – 15% 4% Prepayment speed 0% – 100% 12% Conditional default rate 0% – 30% 5% Loss severity 0% – 110% 5% Commercial mortgage-backed securities and loans(c) 480 Market comparables Price $0 – $100 $84 Corporate debt securities 465 Market comparables Price $2 – $150 $95 Loans(d) 1,754 Market comparables Price $5 – $104 $86 Asset-backed securities 28 Market comparables Price $6 – $99 $56 Net interest rate derivatives (118) Option pricing Interest rate volatility 8bps – 569bps 120bps Interest rate spread volatility 11bps – 23bps 15bps Interest rate correlation (65)% – 95% 33% IR-FX correlation (35)% – 50% (3)% 5 Discounted cash flows Prepayment speed 0% – 30% 8% Net credit derivatives (56) Discounted cash flows Credit correlation 33% – 63% 45% Credit spread 1bps – 2,539 bps 395bps Recovery rate 40% – 67% 54% Conditional default rate 100% 100% Loss severity 100% 100% 50 Market comparables Price $0 $115 $78 Net foreign exchange derivatives (448) Option pricing IR-FX correlation (40)% – 65% 21% (109) Discounted cash flows Prepayment speed 9% 9% 9% Net equity derivatives (3,837) Option pricing Forward equity price(h) 61% – 123% 99% Equity volatility 2% – 144% 29% Equity correlation 12% – 100% 55% Equity-FX correlation (79)% – 59% (27)% Equity-IR correlation 15% – 50% 28% Net commodity derivatives (872) Option pricing Oil Commodity Forward $635 / MT – $850 / MT $743 / MT Forward power price $24 / MWH – $64 / MWH $44 / MWH Commodity volatility 2% – 142% 72% Commodity correlation (50)% – 77% 14% MSRs 5,351 Discounted cash flows Refer to Note 14 Long-term debt, short-term borrowings, and deposits(e) 27,319 Option pricing Interest rate volatility 8bps – 569bps 120bps Interest rate correlation (65)% – 95% 33% IR-FX correlation (35)% – 50% (3)% Equity correlation 12% – 100% 55% Equity-FX correlation (79)% – 59% (27)% Equity-IR correlation 15% – 50% 28% 983 Discounted cash flows Credit correlation 33% – 63% 45% Other level 3 assets and liabilities, net(f) 1,043 (a)The categories presented in the table have been aggregated based upon the product type, which may differ from their classification on the Consolidated balance sheets. Furthermore, the inputs presented for each valuation technique in the table are, in some cases, not applicable to every instrument valued using the technique as the characteristics of the instruments can differ. (b)Comprises U.S. GSE and government agency securities of $299 million, nonagency securities of $24 million and non-trading loans of $838 million. (c)Comprises nonagency securities of $19 million, trading loans of $41 million and non-trading loans of $420 million. (d)Comprises trading loans of $941 million and non-trading loans of $813 million. (e)Long-term debt, short-term borrowings and deposits include structured notes issued by the Firm that are financial instruments that typically contain embedded derivatives. The estimation of the fair value of structured notes includes the derivative features embedded within the instrument. The significant unobservable inputs are broadly consistent with those presented for derivative receivables. (f)Includes equity securities of $1.0 billion including $379 million in Other Assets, for which quoted prices are not readily available and the fair value is generally based on internal valuation techniques such as EBITDA multiples and comparable analysis. All other level 3 assets and liabilities are insignificant both individually and in aggregate. (g)Price is a significant unobservable input for certain instruments. When quoted market prices are not readily available, reliance is generally placed on price-based internal valuation techniques. The price input is expressed assuming a par value of $100. (h)Forward equity price is expressed as a percentage of the current equity price. (i)Amounts represent weighted averages except for derivative related inputs where arithmetic averages are used. Changes in and ranges of unobservable inputs Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the impact on fair value of changes in unobservable inputs and the relationships between unobservable inputs as well as a description of attributes of the underlying instruments and external market factors that affect the range of inputs used in the valuation of the Firm’s positions. Changes in level 3 recurring fair value measurements The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and nine months ended September 30, 2021 and 2020. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable inputs to the overall fair value measurement. However, level 3 financial instruments typically include, in addition to the unobservable or level 3 components, observable components (that is, components that are actively quoted and can be validated to external sources); accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology. Also, the Firm risk-manages the observable components of level 3 financial instruments using securities and derivative positions that are classified within level 1 or 2 of the fair value hierarchy; as these level 1 and level 2 risk management instruments are not included below, the gains or losses in the following tables do not reflect the effect of the Firm’s risk management activities related to such level 3 instruments. Fair value measurements using significant unobservable inputs Three months ended September 30, 2021 (in millions) Fair value at July 1, 2021 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2021 Purchases(f) Sales Settlements(g) Assets:(a) Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies $ 329 $ (12) $ 13 $ (6) $ (25) $ — $ — $ 299 $ (12) Residential – nonagency 16 — 9 — (1) — — 24 (1) Commercial – nonagency 10 7 1 — (13) 14 — 19 6 Total mortgage-backed securities 355 (5) 23 (6) (39) 14 — 342 (7) Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities 183 (2) 128 (98) — — (107) 104 (1) Corporate debt securities 487 (33) 38 (115) (3) 25 (29) 370 (25) Loans 795 — 219 (197) (130) 409 (114) 982 2 Asset-backed securities 35 1 3 (4) — — (7) 28 — Total debt instruments 1,863 (39) 411 (420) (173) 448 (257) 1,833 (31) Equity securities 690 (41) 5 (44) — 62 (38) 634 (34) Other 47 26 17 — (31) — (1) 58 26 Total trading assets – debt and equity instruments 2,600 (54) (c) 433 (464) (204) 510 (296) 2,525 (39) (c) Net derivative receivables:(b) Interest rate (22) 618 21 (44) (683) 13 (16) (113) 246 Credit (17) (9) 4 (7) 59 (4) (32) (6) (1) Foreign exchange (583) 2 28 (44) 41 (5) 4 (557) 15 Equity (4,936) 723 192 (1,001) 912 214 59 (3,837) 397 Commodity (1,167) 88 130 (88) 156 (2) 11 (872) 178 Total net derivative receivables (6,725) 1,422 (c) 375 (1,184) 485 216 26 (5,385) 835 (c) Available-for-sale securities: Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities — — 95 — — — — 95 — Loans 1,734 (13) (c) 209 (1) (180) 427 (105) 2,071 (11) (c) Mortgage servicing rights 4,549 (11) (d) 1,013 1 (201) — — 5,351 (11) (d) Other assets 518 (35) (c) 3 — (165) — — 321 (34) (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2021 (in millions) Fair value at July 1, 2021 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2021 Purchases Sales Issuances Settlements(g) Liabilities:(a) Deposits $ 2,684 $ (11) (c)(e) $ — $ — $ 33 $ (172) $ — $ (157) $ 2,377 $ (7) (c)(e) Short-term borrowings 3,075 (699) (c)(e) — — 1,166 (1,121) — (10) 2,411 (124) (c)(e) Trading liabilities – debt and equity instruments 36 (2) (c) (8) 2 — — 3 (1) 30 1 (c) Accounts payable and other liabilities 51 — — — — — — — 51 1 (c) Long-term debt 23,527 (216) (c)(e) — — 2,950 (2,512) 11 (246) 23,514 (242) (c)(e) Fair value measurements using significant unobservable inputs Three months ended September 30, 2020 (in millions) Fair value at July 1, 2020 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2020 Purchases(f) Sales Settlements(g) Assets:(a) Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies $ 469 $ (4) $ 110 $ (28) $ (40) $ — $ — $ 507 $ (2) Residential – nonagency 23 — 8 (2) (1) — (3) 25 — Commercial – nonagency 2 — — — — — — 2 — Total mortgage-backed securities 494 (4) 118 (30) (41) — (3) 534 (2) Obligations of U.S. states and municipalities 8 — — — — — — 8 — Non-U.S. government debt securities 167 6 25 (23) (2) — (8) 165 6 Corporate debt securities 946 45 114 (33) (225) 4 (202) 649 45 Loans 905 22 240 (173) (21) 69 (312) 730 8 Asset-backed securities 39 3 5 (21) (2) 9 — 33 — Total debt instruments 2,559 72 502 (280) (291) 82 (525) 2,119 57 Equity securities 191 24 13 (104) — 104 (42) 186 29 Other 379 75 203 (4) (2) 2 — 653 77 Total trading assets – debt and equity instruments 3,129 171 (c) 718 (388) (293) 188 (567) 2,958 163 (c) Net derivative receivables:(b) Interest rate (104) 657 15 (30) (647) 35 102 28 323 Credit (137) (62) 22 (16) 154 (12) 2 (49) (21) Foreign exchange (595) (57) 7 (7) (34) 7 3 (676) (90) Equity (2,036) (1,437) 323 (384) 29 33 369 (3,103) (1,051) Commodity (297) 15 11 (79) 36 (302) (5) (621) 39 Total net derivative receivables (3,169) (884) (c) 378 (516) (462) (239) 471 (4,421) (800) (c) Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Total available-for-sale securities — — — — — — — — — Loans 1,874 (44) (c) 197 (44) (324) 316 (169) 1,806 (44) (c) Mortgage servicing rights 3,080 34 (d) 221 (104) (215) — — 3,016 34 (d) Other assets 701 (21) (c) 5 — (27) — — 658 32 (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2020 (in millions) Fair value at July 1, 2020 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2020 Purchases Sales Issuances Settlements(g) Liabilities:(a) Deposits $ 3,217 $ 43 (c)(e) $ — $ — $ 170 $ (110) $ — $ (264) $ 3,056 $ 87 (c)(e) Short-term borrowings 2,305 (47) (c)(e) — — 1,421 (1,093) 25 (3) 2,608 (47) (c)(e) Trading liabilities – debt and equity instruments 59 (2) (c) (5) 5 — 1 3 (4) 57 (3) (c) Accounts payable and other liabilities 91 3 (c) (62) 4 — — 8 — 44 3 (c) Beneficial interests issued by consolidated VIEs — — — — — — — — — — Long-term debt 22,728 766 (c)(e) — — 1,225 (2,493) 78 (88) 22,216 646 (c)(e) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 (in millions) Fair value at January 1, 2021 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2021 Purchases(f) Sales Settlements(g) Assets:(a) Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies $ 449 $ (22) $ 20 $ (62) $ (86) $ 1 $ (1) $ 299 $ (25) Residential – nonagency 28 1 24 (24) (4) — (1) 24 (2) Commercial – nonagency 3 7 12 (1) (16) 14 — 19 6 Total mortgage-backed securities 480 (14) 56 (87) (106) 15 (2) 342 (21) Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities 182 (10) 330 (284) (7) — (107) 104 (2) Corporate debt securities 507 (18) 357 (415) (3) 138 (196) 370 (3) Loans 893 6 785 (434) (256) 584 (596) 982 — Asset-backed securities 28 8 41 (43) (1) 2 (7) 28 — Total debt instruments 2,098 (28) 1,569 (1,263) (374) 739 (908) 1,833 (26) Equity securities 476 (38) 258 (114) — 140 (88) 634 (92) Other 49 74 118 — (86) 3 (100) 58 37 Total trading assets – debt and equity instruments 2,623 8 (c) 1,945 (1,377) (460) 882 (1,096) 2,525 (81) (c) Net derivative receivables:(b) Interest rate 258 1,587 92 (146) (1,874) 68 (98) (113) 212 Credit (224) 140 6 (11) 103 (13) (7) (6) 143 Foreign exchange (434) (196) 67 (98) 140 6 (42) (557) (44) Equity (3,862) (195) 667 (2,246) 1,638 233 (72) (3,837) (187) Commodity (731) (505) 140 (382) 600 (3) 9 (872) (223) Total net derivative receivables (4,993) 831 (c) 972 (2,883) 607 291 (210) (5,385) (99) (c) Available-for-sale securities: Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities — — 95 — — — — 95 — Loans 2,305 (79) (c) 516 (326) (699) 1,027 (673) 2,071 (92) (c) Mortgage servicing rights 3,276 258 (d) 2,410 (23) (570) — — 5,351 258 (d) Other assets 538 9 (c) 10 (18) (217) — (1) 321 22 (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 (in millions) Fair value at January 1, 2021 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2021 Purchases Sales Issuances Settlements(g) Liabilities:(a) Deposits $ 2,913 $ (67) (c)(e) $ — $ — $ 252 $ (360) $ 2 $ (363) $ 2,377 $ (60) (c)(e) Short-term borrowings 2,420 (1,095) (c)(e) — — 5,479 (4,333) 9 (69) 2,411 (117) (c)(e) Trading liabilities – debt and equity instruments 51 (6) (c) (100) 36 — — 62 (13) 30 (2) (c) Accounts payable and other liabilities 68 (10) (c) — 1 — — — (8) 51 (9) (c) Long-term debt 23,397 190 (c)(e) — — 9,884 (9,250) 29 (736) 23,514 48 (c)(e) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2020 Purchases(f) Sales Settlements(g) Assets:(a) Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies $ 797 $ (153) $ 134 $ (149) $ (122) $ — $ — $ 507 $ (140) Residential – nonagency 23 (1) 12 (4) (2) — (3) 25 2 Commercial – nonagency 4 — 1 — (1) 1 (3) 2 4 Total mortgage-backed securities 824 (154) 147 (153) (125) 1 (6) 534 (134) Obligations of U.S. states and municipalities 10 — — (1) (1) — — 8 — Non-U.S. government debt securities 155 10 164 (148) (7) — (9) 165 7 Corporate debt securities 558 (10) 475 (131) (234) 296 (305) 649 13 Loans 673 (72) 829 (400) (130) 676 (846) 730 (35) Asset-backed securities 37 (4) 42 (36) (5) 9 (10) 33 (1) Total debt instruments 2,257 (230) 1,657 (869) (502) 982 (1,176) 2,119 (150) Equity securities 196 (79) 37 (109) — 259 (118) 186 (40) Other 232 239 213 (9) (23) 4 (3) 653 263 Total trading assets – debt and equity instruments 2,685 (70) (c) 1,907 (987) (525) 1,245 (1,297) 2,958 73 (c) Net derivative receivables:(b) Interest rate (332) 2,052 102 (97) (1,510) (317) 130 28 290 Credit (139) — 70 (150) 137 59 (26) (49) 24 Foreign exchange (607) (214) 46 (16) 75 15 25 (676) (181) Equity (3,395) 564 912 (1,473) 558 (524) 255 (3,103) 1,342 Commodity (16) (248) 22 (107) 54 (306) (20) (621) 363 Total net derivative receivables (4,489) 2,154 (c) 1,152 (1,843) (686) (1,073) 364 (4,421) 1,838 (c) Available-for-sale securities: Mortgage-backed securities 1 — — — (1) — — — — Total available-for-sale securities 1 — — — (1) — — — — Loans 516 (195) (c) 450 (77) (678) 2,312 (522) 1,806 (147) (c) Mortgage servicing rights 4,699 (1,459) (d) 663 (177) (710) — — 3,016 (1,459) (d) Other assets 917 (56) (c) 66 (28) (281) 40 — 658 4 (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2020 Purchases Sales Issuances Settlements(g) Liabilities:(a) Deposits $ 3,360 $ 88 (c)(e) $ — $ — $ 636 $ (538) $ 265 $ (755) $ 3,056 $ 137 (c)(e) Short-term borrowings 1,674 (294) (c)(e) — — 3,961 (2,769) 77 (41) 2,608 (27) (c)(e) Trading liabilities – debt and equity instruments 41 1 (c) (81) 12 — (4) 96 (8) 57 — Accounts payable and other liabilities 45 (1) (c) (85) 37 — — 48 — 44 1 (c) Long-term debt 23,339 (639) (c)(e) — — 7,432 (7,851) 1,056 (1,121) 22,216 (507) (c)(e) (a)Level 3 assets at fair value as a percentage of total Firm assets at fair value (including assets measured at fair value on a nonrecurring basis) were 2% and 1% at September 30, 2021 and December 31, 2020, respectively. Level 3 liabilities at fair value as a percentage of total Firm liabilities at fair value (including liabilities measured at fair value on a nonrecurring basis) were 8% and 9% at September 30, 2021 and December 31, 2020, respectively. (b)All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty. (c)Predominantly reported in principal transactions revenue, except for changes in fair value for CCB mortgage loans and lending-related commitments originated with the intent to sell, and mortgage loan purchase commitments, which are reported in mortgage fees and related income. (d)Changes in fair value for MSRs are reported in mortgage fees and related income. (e)Realized (gains)/losses due to DVA for fair value option elected liabilities are reported in principal transactions revenue, and were not material for the three and nine months ended September 30, 2021 and 2020. Unrealized (gains)/losses are reported in OCI, and were $318 million and $120 million for the three months ended September 30, 2021 and 2020, respectively, and $300 million and $(78) million for the nine months ended September 30, 2021 and 2020, respectively. (f)Loan originations are included in purchases. (g)Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, deconsolidations associated with beneficial interests in VIEs and other items. Level 3 analysis Consolidated balance sheets changes The following describes significant changes to level 3 assets since December 31, 2020, for those items measured at fair value on a recurring basis. Refer to Assets and liabilities measured at fair value on a nonrecurring basis on page 109 for further information on changes impacting items measured at fair value on a nonrecurring basis. Three and nine months ended September 30, 2021 Level 3 assets were $17.1 billion at September 30, 2021, reflecting an increase of $1.2 billion from June 30, 2021 and an increase of $697 million from December 31, 2020. The increase for the three months ended September 30, 2021 was largely driven by an $802 million increase in MSRs. The increase for the nine months ended September 30, 2021 was predominantly driven by: •a $2.1 billion increase in MSRs. partially offset by •$444 million decrease in gross interest rate derivative receivables due to settlements net of gains and $443 million decrease in gross equity derivative receivables due to settlements and transfers net of gains. Refer to Note 14 for information on MSRs. Refer to the sections below for additional information. Transfers between levels for instruments carried at fair value on a recurring basis For the three months ended September 30, 2021, there were no significant transfers from level 2 into level 3. For the nine months ended September 30, 2021, significant transfers from level 2 into level 3 included the following: •$882 million of total debt and equity instruments, largely trading loans, driven by a decrease in observability. •$937 million of gross equity derivative receivables and $704 million of gross equity derivative payables as a result of a decrease in observability and an increase in the significance of unobservable inputs. •$1.0 billion of non-trading loans driven by a decrease in observability. For the three months ended September 30, 2021, there were no significant transfers from level 3 into level 2. For the nine months ended September 30, 2021, significant transfers from level 3 into level 2 included the following: •$1.1 billion of total debt and equity instruments, largely trading loans, driven by an increase in observability. •$1.7 billion of gross equity derivative receivables and $1.6 billion of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. •$673 million of non-trading loans, driven by an increase in observability. •$736 million of long-term debt driven, by an increase in observability and a decrease in the significance of unobservable inputs for certain structured notes. For the three months ended September 30, 2020, there were no significant transfers from level 2 into level 3. For the nine months ended September 30, 2020, significant transfers from level 2 into level 3 included the following: •$2.2 billion of gross equity derivative receivables and $2.7 billion of gross equity derivative payables as a result of a decrease in observability and an increase in the significance of unobservable inputs. •$2.3 billion of non-trading loans, driven by a decrease in observability. •$1.1 billion of long-term debt, driven by a decrease in observability and an increase in the significance of unobservable inputs for certain structured notes. For the three months ended September 30, 2020, significant transfers from level 3 into level 2 included the following: •$965 million of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. For the nine months ended September 30, 2020, significant transfers from level 3 into level 2 included the following: •$1.7 billion of gross equity derivative receivables and $1.9 billion of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. •$1.1 billion of long-term debt driven by an increase in observability and a decrease in the significance of unobservable inputs for certain structured notes. All transfers are based on changes in the observability and/or significance of the valuation inputs and are assumed to occur at the beginning of the quarterly reporting period in which they occur. Gains and losses The following describes significant components of total realized/unrealized gains/(losses) for instruments measured at fair value on a recurring basis for the periods indicated. These amounts exclude any effects of the Firm’s risk management activities where the financial instruments are classified as level 1 and 2 of the fair value hierarchy. Refer to Changes in level 3 recurring fair value measurements rollforward tables on pages 102-108 for further information on these instruments. Three months ended September 30, 2021 •$1.3 billion of net gains on assets, driven by gains in net interest rate derivative receivables and net equity derivative receivables due to market movements. •$928 million of net gains on liabilities, largely driven by gains in short-term borrowings due to market movements. Three months ended September 30, 2020 •$744 million of net losses on assets, driven by market movements in net equity derivative receivables. •$763 million of net losses on liabilities, driven by market movements in long-term debt. Nine months ended September 30, 2021 •$1.0 billion of net gains on assets, driven by gains in net interest rate derivative receivables due to market movements, partially offset by losses in net commodity derivative receivables due to market movements. •$988 million of net gains on liabilities, driven by gains in short-term borrowings due to market movements. Nine months ended September 30, 2020 •$374 million of net gains on assets, driven by gains in net interest rate derivative receivables due to market movements largely offset by losses in MSRs reflecting faster prepayment speeds on lower rates. Refer to Note 14 for additional information on MSRs. •$845 million of net gains on liabilities, predominantly driven by market movements in long-term debt. Credit and funding adjustments — derivatives The following table provides the impact of credit and funding adjustments on principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities. The FVA presented below includes the impact of the Firm’s own credit quality on the inception value of liabilities as well as the impact of changes in the Firm’s own credit quality over time. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Credit and funding adjustments: Derivatives CVA $ 60 $ 144 $ 343 $ (574) Derivatives FVA 38 109 99 (236) Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for further information about both credit and funding adjustments, as well as information about valuation adjustments on fair value option elected liabilities. Assets and liabilities measured at fair value on a nonrecurring basis The following tables present the assets and liabilities held as of September 30, 2021 and 2020, for which nonrecurring fair value adjustments were recorded during the nine months ended September 30, 2021 and 2020, by major product category and fair value hierarchy. Fair value hierarchy Total fair value September 30, 2021 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,175 $ 314 (b) $ 1,489 Other assets(a) — 7 1,202 1,209 Total assets measured at fair value on a nonrecurring basis $ — $ 1,182 $ 1,516 $ 2,698 Accounts payable and other liabilities — — 2 2 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 2 $ 2 Fair value hierarchy Total fair value September 30, 2020 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,714 $ 788 $ 2,502 Other assets — 11 945 956 Total assets measured at fair value on a nonrecurring basis $ — $ 1,725 $ 1,733 $ 3,458 Accounts payable and other liabilities — — 3 3 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 3 $ 3 (a)Primarily includes equity securities without readily determinable fair values that were adjusted based on observable price changes in orderly transactions from an identical or similar investment of the same issuer (measurement alternative). Of the $1.2 billion in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $1.1 billion related to equity securities adjusted based on the measurement alternative. These equity securities are classified as level 3 due to the infrequency of the observable prices and/or the restrictions on the shares. (b)Of the $314 million in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $208 million related to residential real estate loans carried at the net realizable value of the underlying collateral (e.g., collateral-dependent loans). These amounts are classified as level 3 as they are valued using information from broker’s price opinions, appraisals and automated valuation models and discounted based upon the Firm’s experience with actual liquidation values. These discounts ranged from 12% to 45% with a weighted average of 25%. Nonrecurring fair value changes The following table presents the total change in value of assets and liabilities for which fair value adjustments have been recognized for the three and nine months ended September 30, 2021 and 2020, related to assets and liabilities held at those dates. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Loans $ (10) $ (35) $ (40) $ (318) Other assets(a) 84 (363) 177 (539) Accounts payable and other liabilities — 92 6 (3) Total nonrecurring fair value gains/(losses) $ 74 $ (306) $ 143 $ (860) (a)Included $90 million and $2 million for the three months ended September 30, 2021 and 2020, respectively, and $197 million and $(155) million for the nine months ended September 30, 2021 and 2020, respectively, of net gains/(losses) as a result of the measurement alternative. Refer to Note 11 for further information about the measurement of collateral-dependent loans. Equity securities without readily determinable fair values The Firm measures certain equity securities without readily determinable fair values at cost less impairment (if any), plus or minus observable price changes from an identical or similar investment of the same issuer, with such changes recognized in other income. In its determination of the new carrying values upon observable price changes, the Firm may adjust the prices if deemed necessary to arrive at the Firm’s estimated fair values. Such adjustments may include adjustments to reflect the different rights and obligations of similar securities, and other adjustments that are consistent with the Firm’s valuation techniques for private equity direct investments. The following table presents the carrying value of equity securities without readily determinable fair values held as of September 30, 2021 and 2020, that are measured under the measurement alternative and the related adjustments recorded during the periods presented for those securities with observable price changes. These securities are included in the nonrecurring fair value tables when applicable price changes are observable. Three months ended Nine months ended September 30 September 30 As of or for the period ended, (in millions) 2021 2020 2021 2020 Other assets Carrying value(a) $ 3,207 $ 2,329 $ 3,207 $ 2,329 Upward carrying value changes(b) 100 36 216 49 Downward carrying value changes/impairment(c) (10) (34) (18) (204) (a)The carrying value as of December 31, 2020 was $2.4 billion. The period-end carrying values reflect cumulative purchases and sales in addition to upward and downward carrying value changes. (b)The cumulative upward carrying value changes between January 1, 2018 and September 30, 2021 were $826 million. (c)The cumulative downward carrying value changes/impairment between January 1, 2018 and September 30, 2021 were $(335) million. Included in other assets above is the Firm’s interest in approximately 40 million Visa Class B common shares, recorded at a nominal carrying value. These shares are subject to certain transfer restrictions currently and will be convertible into Visa Class A common shares upon final resolution of certain litigation matters involving Visa. The conversion rate of Visa Class B common shares into Visa Class A common shares is 1.6228 at September 30, 2021, and may be adjusted by Visa depending on developments related to the litigation matters. Additional disclosures about the fair value of financial instruments that are not carried on the Consolidated balance sheets at fair value The following table presents, by fair value hierarchy classification, the carrying values and estimated fair values at September 30, 2021, and December 31, 2020, of financial assets and liabilities, excluding financial instruments that are carried at fair value on a recurring basis, and their classification within the fair value hierarchy. September 30, 2021 December 31, 2020 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value Level 1 Level 2 Level 3 Total estimated fair value Carrying value Level 1 Level 2 Level 3 Total estimated fair value Financial assets Cash and due from banks $ 25.9 $ 25.9 $ — $ — $ 25.9 $ 24.9 $ 24.9 $ — $ — $ 24.9 Deposits with banks 734.0 734.0 — — 734.0 502.7 502.7 — — 502.7 Accrued interest and accounts receivable 115.7 — 115.6 0.1 115.7 89.4 — 89.3 0.1 89.4 Federal funds sold and securities purchased under resale agreements 9.0 — 9.0 — 9.0 58.3 — 58.3 — 58.3 Securities borrowed 130.2 — 130.2 — 130.2 107.7 — 107.7 — 107.7 Investment securities, held-to-maturity 343.5 181.3 163.1 — 344.4 201.8 53.2 152.3 — 205.5 Loans, net of allowance for loan losses(a) 965.8 — 203.2 781.7 984.9 940.1 — 210.9 755.6 966.5 Other 98.0 — 96.7 1.4 98.1 81.8 — 80.0 1.9 81.9 Financial liabilities Deposits $ 2,390.5 $ — $ 2,390.6 $ — $ 2,390.6 $ 2,129.8 $ — $ 2,128.9 $ — $ 2,128.9 Federal funds purchased and securities loaned or sold under repurchase agreements 67.5 — 67.5 — 67.5 59.5 — 59.5 — 59.5 Short-term borrowings 30.4 — 30.4 — 30.4 28.3 — 28.3 — 28.3 Accounts payable and other liabilities 228.6 — 224.0 4.2 228.2 186.6 — 181.9 4.3 186.2 Beneficial interests issued by consolidated VIEs 13.2 — 13.2 — 13.2 17.5 — 17.6 — 17.6 Long-term debt 221.9 — 225.6 3.3 228.9 204.8 — 209.2 3.2 212.4 (a)Fair value is typically estimated using a discounted cash flow model that incorporates the characteristics of the underlying loans (including principal, contractual interest rate and contractual fees) and other key inputs, including expected lifetime credit losses, interest rates, prepayment rates, and primary origination or secondary market spreads. For certain loans, the fair value is measured based on the value of the underlying collateral. Carrying value of the loan takes into account the loan’s allowance for loan losses, which represents the loan’s expected credit losses over its remaining expected life. The difference between the estimated fair value and carrying value of a loan is generally attributable to changes in market interest rates, including credit spreads, market liquidity premiums and other factors that affect the fair value of a loan but do not affect its carrying value. The majority of the Firm’s lending-related commitments are not carried at fair value on a recurring basis on the Consolidated balance sheets. The carrying value and the estimated fair value of these wholesale lending-related commitments were as follows for the periods indicated. September 30, 2021 December 31, 2020 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value(a) (b) Level 1 Level 2 Level 3 Total estimated fair value Carrying value(a) (b) Level 1 Level 2 Level 3 Total estimated fair value Wholesale lending-related commitments $ 2.1 $ — $ — $ 3.1 $ 3.1 $ 2.2 $ — $ — $ 2.1 $ 2.1 (a)Excludes the current carrying values of the guarantee liability and the offsetting asset, each of which is recognized at fair value at the inception of the guarantees. (b)Includes the wholesale allowance for lending-related commitments. The Firm does not estimate the fair value of consumer off-balance sheet lending-related commitments. In many cases, the Firm can reduce or cancel these commitments by providing the borrower notice or, in some cases as permitted by law, without notice. Refer to page 173 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of the valuation of lending-related commitments. The following table presents the assets and liabilities reported at fair value as of September 30, 2021, and December 31, 2020, by major product category and fair value hierarchy. The following table presents the assets and liabilities reported at fair value as of September 30, 2021, and December 31, 2020, by major product category and fair value hierarchy. Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative netting adjustments(f) September 30, 2021 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 273,158 $ — $ — $ 273,158 Securities borrowed — 72,833 — — 72,833 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 35,746 299 — 36,045 Residential – nonagency — 2,281 24 — 2,305 Commercial – nonagency — 1,662 19 — 1,681 Total mortgage-backed securities — 39,689 342 — 40,031 U.S. Treasury, GSEs and government agencies(a) 87,623 9,282 — — 96,905 Obligations of U.S. states and municipalities — 6,735 7 — 6,742 Certificates of deposit, bankers’ acceptances and commercial paper — 2,567 — — 2,567 Non-U.S. government debt securities 41,486 48,345 104 — 89,935 Corporate debt securities — 31,472 370 — 31,842 Loans — 6,359 982 — 7,341 Asset-backed securities — 2,569 28 — 2,597 Total debt instruments 129,109 147,018 1,833 — 277,960 Equity securities 124,349 1,658 634 — 126,641 Physical commodities(b) 6,471 12,887 — — 19,358 Other — 23,920 58 — 23,978 Total debt and equity instruments(c) 259,929 185,483 2,525 — 447,937 Derivative receivables: Interest rate 1,931 281,315 1,863 (260,343) 24,766 Credit — 10,032 492 (9,349) 1,175 Foreign exchange 235 162,182 779 (148,671) 14,525 Equity — 71,346 3,076 (63,930) 10,492 Commodity — 35,781 534 (19,365) 16,950 Total derivative receivables 2,166 560,656 6,744 (501,658) 67,908 Total trading assets(d) 262,095 746,139 9,269 (501,658) 515,845 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 73,049 — — 73,049 Residential – nonagency — 6,373 — — 6,373 Commercial – nonagency — 3,132 — — 3,132 Total mortgage-backed securities — 82,554 — — 82,554 U.S. Treasury and government agencies 121,471 — — — 121,471 Obligations of U.S. states and municipalities — 17,515 — — 17,515 Non-U.S. government debt securities 5,457 10,368 — — 15,825 Corporate debt securities — 165 95 — 260 Asset-backed securities: Collateralized loan obligations — 9,137 — — 9,137 Other — 4,828 — — 4,828 Total available-for-sale securities 126,928 124,567 95 — 251,590 Loans (e) — 58,557 2,071 — 60,628 Mortgage servicing rights — — 5,351 — 5,351 Other assets(d) 9,332 4,061 321 — 13,714 Total assets measured at fair value on a recurring basis $ 398,355 $ 1,279,315 $ 17,107 $ (501,658) $ 1,193,119 Deposits $ — $ 9,431 $ 2,377 $ — $ 11,808 Federal funds purchased and securities loaned or sold under repurchase agreements — 187,439 — — 187,439 Short-term borrowings — 17,622 2,411 — 20,033 Trading liabilities: Debt and equity instruments(c) 98,932 27,096 30 — 126,058 Derivative payables: Interest rate 1,661 248,655 1,976 (243,460) 8,832 Credit — 11,301 498 (10,406) 1,393 Foreign exchange 248 160,511 1,336 (148,090) 14,005 Equity — 79,924 6,913 (69,063) 17,774 Commodity — 33,037 1,406 (22,962) 11,481 Total derivative payables 1,909 533,428 12,129 (493,981) 53,485 Total trading liabilities 100,841 560,524 12,159 (493,981) 179,543 Accounts payable and other liabilities 4,957 332 51 — 5,340 Beneficial interests issued by consolidated VIEs — 99 — — 99 Long-term debt — 52,985 23,514 — 76,499 Total liabilities measured at fair value on a recurring basis $ 105,798 $ 828,432 $ 40,512 $ (493,981) $ 480,761 Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative netting adjustments(f) Derivative netting adjustments (f) September 30, 2021 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 273,158 $ — $ — $ 273,158 Securities borrowed — 72,833 — — 72,833 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) U.S. GSEs and government agencies (a) — 35,746 299 — 36,045 Residential – nonagency — 2,281 24 — 2,305 Commercial – nonagency — 1,662 19 — 1,681 Total mortgage-backed securities — 39,689 342 — 40,031 U.S. Treasury, GSEs and government agencies(a) U.S. Treasury, GSEs and government agencies (a) 87,623 9,282 — — 96,905 Obligations of U.S. states and municipalities — 6,735 7 — 6,742 Certificates of deposit, bankers’ acceptances and commercial paper Certificates of deposit, bankers’ acceptances and commercial paper — 2,567 — — 2,567 Non-U.S. government debt securities 41,486 48,345 104 — 89,935 Corporate debt securities — 31,472 370 — 31,842 Loans — 6,359 982 — 7,341 Asset-backed securities — 2,569 28 — 2,597 Total debt instruments 129,109 147,018 1,833 — 277,960 Equity securities 124,349 1,658 634 — 126,641 Physical commodities(b) Physical commodities (b) 6,471 12,887 — — 19,358 Other — 23,920 58 — 23,978 Total debt and equity instruments(c) Total debt and equity instruments (c) 259,929 185,483 2,525 — 447,937 Derivative receivables: Interest rate 1,931 281,315 1,863 (260,343) 24,766 Credit — 10,032 492 (9,349) 1,175 Foreign exchange 235 162,182 779 (148,671) 14,525 Equity — 71,346 3,076 (63,930) 10,492 Commodity — 35,781 534 (19,365) 16,950 Total derivative receivables 2,166 560,656 6,744 (501,658) 67,908 Total trading assets(d) Total trading assets (d) 262,095 746,139 9,269 (501,658) 515,845 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a) U.S. GSEs and government agencies (a) — 73,049 — — 73,049 Residential – nonagency — 6,373 — — 6,373 Commercial – nonagency — 3,132 — — 3,132 Total mortgage-backed securities — 82,554 — — 82,554 U.S. Treasury and government agencies 121,471 — — — 121,471 Obligations of U.S. states and municipalities — 17,515 — — 17,515 Non-U.S. government debt securities 5,457 10,368 — — 15,825 Corporate debt securities — 165 95 — 260 Asset-backed securities: Collateralized loan obligations — 9,137 — — 9,137 Other — 4,828 — — 4,828 Total available-for-sale securities 126,928 124,567 95 — 251,590 Loans (e) Loans (e) — 58,557 2,071 — 60,628 Mortgage servicing rights — — 5,351 — 5,351 Other assets(d) Other assets (d) 9,332 4,061 321 — 13,714 Total assets measured at fair value on a recurring basis $ 398,355 $ 1,279,315 $ 17,107 $ (501,658) $ 1,193,119 Deposits $ — $ 9,431 $ 2,377 $ — $ 11,808 Federal funds purchased and securities loaned or sold under repurchase agreements Federal funds purchased and securities loaned or sold under repurchase agreements — 187,439 — — 187,439 Short-term borrowings — 17,622 2,411 — 20,033 Trading liabilities: Debt and equity instruments(c) Debt and equity instruments (c) 98,932 27,096 30 — 126,058 Derivative payables: Interest rate 1,661 248,655 1,976 (243,460) 8,832 Credit — 11,301 498 (10,406) 1,393 Foreign exchange 248 160,511 1,336 (148,090) 14,005 Equity — 79,924 6,913 (69,063) 17,774 Commodity — 33,037 1,406 (22,962) 11,481 Total derivative payables 1,909 533,428 12,129 (493,981) 53,485 Total trading liabilities 100,841 560,524 12,159 (493,981) 179,543 Accounts payable and other liabilities 4,957 332 51 — 5,340 Beneficial interests issued by consolidated VIEs — 99 — — 99 Long-term debt — 52,985 23,514 — 76,499 Total liabilities measured at fair value on a recurring basis $ 105,798 $ 828,432 $ 40,512 $ (493,981) $ 480,761 Fair value hierarchy Derivative netting adjustments(f) December 31, 2020 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 238,015 $ — $ — $ 238,015 Securities borrowed — 52,983 — — 52,983 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 68,395 449 — 68,844 Residential – nonagency — 2,138 28 — 2,166 Commercial – nonagency — 1,327 3 — 1,330 Total mortgage-backed securities — 71,860 480 — 72,340 U.S. Treasury, GSEs and government agencies(a) 104,263 10,996 — — 115,259 Obligations of U.S. states and municipalities — 7,184 8 — 7,192 Certificates of deposit, bankers’ acceptances and commercial paper — 1,230 — — 1,230 Non-U.S. government debt securities 26,772 40,671 182 — 67,625 Corporate debt securities — 21,017 507 — 21,524 Loans — 6,101 893 — 6,994 Asset-backed securities — 2,304 28 — 2,332 Total debt instruments 131,035 161,363 2,098 — 294,496 Equity securities 97,035 2,652 476 (g) — 100,163 Physical commodities(b) 6,382 5,189 — — 11,571 Other — 21,351 (g) 49 (g) — 21,400 Total debt and equity instruments(c) 234,452 190,555 2,623 — 427,630 Derivative receivables: Interest rate(g) 2,318 387,023 2,307 (355,923) 35,725 Credit(g) — 12,721 624 (12,665) 680 Foreign exchange 146 205,127 987 (190,479) 15,781 Equity — 67,093 (g) 3,519 (54,125) 16,487 Commodity — 21,272 231 (14,732) 6,771 Total derivative receivables 2,464 693,236 7,668 (627,924) 75,444 Total trading assets(d) 236,916 883,791 10,291 (627,924) 503,074 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a)(g) 7 113,294 — — 113,301 Residential – nonagency — 10,233 — — 10,233 Commercial – nonagency — 2,856 — — 2,856 Total mortgage-backed securities 7 126,383 — — 126,390 U.S. Treasury and government agencies 201,951 — — — 201,951 Obligations of U.S. states and municipalities — 20,396 — — 20,396 Non-U.S. government debt securities 13,135 9,793 — — 22,928 Corporate debt securities — 216 — — 216 Asset-backed securities: Collateralized loan obligations — 10,048 — — 10,048 Other — 6,249 — — 6,249 Total available-for-sale securities 215,093 173,085 — — 388,178 Loans(e) — 42,169 2,305 — 44,474 Mortgage servicing rights — — 3,276 — 3,276 Other assets(d) 8,110 4,561 538 — 13,209 Total assets measured at fair value on a recurring basis $ 460,119 $ 1,394,604 $ 16,410 $ (627,924) $ 1,243,209 Deposits $ — $ 11,571 $ 2,913 $ — $ 14,484 Federal funds purchased and securities loaned or sold under repurchase agreements — 155,735 — — 155,735 Short-term borrowings — 14,473 2,420 — 16,893 Trading liabilities: Debt and equity instruments(c) 82,669 16,838 51 — 99,558 Derivative payables: Interest rate(g) 2,496 349,442 2,049 (340,975) 13,012 Credit(g) — 13,984 848 (12,837) 1,995 Foreign exchange 132 214,373 1,421 (194,493) 21,433 Equity — 74,032 7,381 (55,515) 25,898 Commodity — 21,767 962 (14,444) 8,285 Total derivative payables 2,628 673,598 12,661 (618,264) 70,623 Total trading liabilities 85,297 690,436 12,712 (618,264) 170,181 Accounts payable and other liabilities 2,895 513 68 — 3,476 Beneficial interests issued by consolidated VIEs — 41 — — 41 Long-term debt — 53,420 23,397 — 76,817 Total liabilities measured at fair value on a recurring basis $ 88,192 $ 926,189 $ 41,510 $ (618,264) $ 437,627 Fair value hierarchy Derivative netting adjustments(f) Derivative netting adjustments (f) December 31, 2020 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 238,015 $ — $ — $ 238,015 Securities borrowed — 52,983 — — 52,983 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) U.S. GSEs and government agencies (a) — 68,395 449 — 68,844 Residential – nonagency — 2,138 28 — 2,166 Commercial – nonagency — 1,327 3 — 1,330 Total mortgage-backed securities — 71,860 480 — 72,340 U.S. Treasury, GSEs and government agencies(a) U.S. Treasury, GSEs and government agencies (a) 104,263 10,996 — — 115,259 Obligations of U.S. states and municipalities — 7,184 8 — 7,192 Certificates of deposit, bankers’ acceptances and commercial paper Certificates of deposit, bankers’ acceptances and commercial paper — 1,230 — — 1,230 Non-U.S. government debt securities 26,772 40,671 182 — 67,625 Corporate debt securities — 21,017 507 — 21,524 Loans — 6,101 893 — 6,994 Asset-backed securities — 2,304 28 — 2,332 Total debt instruments 131,035 161,363 2,098 — 294,496 Equity securities 97,035 2,652 476 (g) (g) — 100,163 Physical commodities(b) Physical commodities (b) 6,382 5,189 — — 11,571 Other — 21,351 (g) (g) 49 (g) (g) — 21,400 Total debt and equity instruments(c) Total debt and equity instruments (c) 234,452 190,555 2,623 — 427,630 Derivative receivables: Interest rate(g) Interest rate (g) 2,318 387,023 2,307 (355,923) 35,725 Credit(g) Credit (g) — 12,721 624 (12,665) 680 Foreign exchange 146 205,127 987 (190,479) 15,781 Equity — 67,093 (g) (g) 3,519 (54,125) 16,487 Commodity — 21,272 231 (14,732) 6,771 Total derivative receivables 2,464 693,236 7,668 (627,924) 75,444 Total trading assets(d) Total trading assets (d) 236,916 883,791 10,291 (627,924) 503,074 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a)(g) U.S. GSEs and government agencies (a)(g) 7 113,294 — — 113,301 Residential – nonagency — 10,233 — — 10,233 Commercial – nonagency — 2,856 — — 2,856 Total mortgage-backed securities 7 126,383 — — 126,390 U.S. Treasury and government agencies 201,951 — — — 201,951 Obligations of U.S. states and municipalities — 20,396 — — 20,396 Non-U.S. government debt securities 13,135 9,793 — — 22,928 Corporate debt securities — 216 — — 216 Asset-backed securities: Collateralized loan obligations — 10,048 — — 10,048 Other — 6,249 — — 6,249 Total available-for-sale securities 215,093 173,085 — — 388,178 Loans(e) Loans (e) — 42,169 2,305 — 44,474 Mortgage servicing rights — — 3,276 — 3,276 Other assets(d) Other assets (d) 8,110 4,561 538 — 13,209 Total assets measured at fair value on a recurring basis $ 460,119 $ 1,394,604 $ 16,410 $ (627,924) $ 1,243,209 Deposits $ — $ 11,571 $ 2,913 $ — $ 14,484 Federal funds purchased and securities loaned or sold under repurchase agreements Federal funds purchased and securities loaned or sold under repurchase agreements — 155,735 — — 155,735 Short-term borrowings — 14,473 2,420 — 16,893 Trading liabilities: Debt and equity instruments(c) Debt and equity instruments (c) 82,669 16,838 51 — 99,558 Derivative payables: Interest rate(g) Interest rate (g) 2,496 349,442 2,049 (340,975) 13,012 Credit(g) Credit (g) — 13,984 848 (12,837) 1,995 Foreign exchange 132 214,373 1,421 (194,493) 21,433 Equity — 74,032 7,381 (55,515) 25,898 Commodity — 21,767 962 (14,444) 8,285 Total derivative payables 2,628 673,598 12,661 (618,264) 70,623 Total trading liabilities 85,297 690,436 12,712 (618,264) 170,181 Accounts payable and other liabilities 2,895 513 68 — 3,476 Beneficial interests issued by consolidated VIEs — 41 — — 41 Long-term debt — 53,420 23,397 — 76,817 Total liabilities measured at fair value on a recurring basis $ 88,192 $ 926,189 $ 41,510 $ (618,264) $ 437,627 (a)At September 30, 2021, and December 31, 2020, included total U.S. GSE obligations of $68.6 billion and $117.6 billion, respectively, which were mortgage-related. (a) At September 30, 2021, and December 31, 2020, included total U.S. GSE obligations of $68.6 billion and $117.6 billion, respectively, which were mortgage-related. (b)Physical commodities inventories are generally accounted for at the lower of cost or net realizable value. “Net realizable value” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, net realizable value approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when net realizable value is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. Refer to Note 4 for a further discussion of the Firm’s hedge accounting relationships. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (b) Physical commodities inventories are generally accounted for at the lower of cost or net realizable value. “Net realizable value” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, net realizable value approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when net realizable value is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. Refer to Note 4 for a further discussion of the Firm’s hedge accounting relationships. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (c)Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (c) Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (d)Certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At September 30, 2021, and December 31, 2020, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $813 million and $670 million, respectively. Included in these balances at September 30, 2021, and December 31, 2020, were trading assets of $56 million and $52 million, respectively, and other assets of $757 million and $618 million, respectively. (d) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At September 30, 2021, and December 31, 2020, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $813 million and $670 million, respectively. Included in these balances at September 30, 2021, and December 31, 2020, were trading assets of $56 million and $52 million, respectively, and other assets of $757 million and $618 million, respectively. (e)At September 30, 2021, and December 31, 2020, included $27.2 billion and $15.1 billion, respectively, of residential first-lien mortgages, and $8.1 billion and $6.3 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. GSEs and government agencies of $13.1 billion and $8.4 billion, respectively. (e) At September 30, 2021, and December 31, 2020, included $27.2 billion and $15.1 billion, respectively, of residential first-lien mortgages, and $8.1 billion and $6.3 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. GSEs and government agencies of $13.1 billion and $8.4 billion, respectively. (f)As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral. (f) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral. (g)Prior-period amounts have been revised to conform with the current presentation. (g) Prior-period amounts have been revised to conform with the current presentation. Level 3 valuations Level 3 valuations Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for further information on the Firm’s valuation process and a detailed discussion of the determination of fair value for individual financial instruments. The following table presents the Firm’s primary level 3 financial instruments, the valuation techniques used to measure the fair value of those financial instruments, the significant unobservable inputs, the range of values for those inputs and the weighted or arithmetic averages of such inputs. While the determination to classify an instrument within level 3 is based on the significance of the unobservable inputs to the overall fair value measurement, level 3 financial instruments typically include observable components (that is, components that are actively quoted and can be validated to external sources) in addition to the unobservable components. The level 1 and/or level 2 inputs are not included in the table. In addition, the Firm manages the risk of the observable components of level 3 financial instruments using securities and derivative positions that are classified within levels 1 or 2 of the fair value hierarchy. The range of values presented in the table is representative of the highest and lowest level input used to value the significant groups of instruments within a product/instrument classification. Where provided, the weighted averages of the input values presented in the table are calculated based on the fair value of the instruments that the input is being used to value. In the Firm’s view, the input range, weighted and arithmetic average values do not reflect the degree of input uncertainty or an assessment of the reasonableness of the Firm’s estimates and assumptions. Rather, they reflect the characteristics of the various instruments held by the Firm and the relative distribution of instruments within the range of characteristics. For example, two option contracts may have similar levels of market risk exposure and valuation uncertainty, but may have significantly different implied volatility levels because the option contracts have different underlyings, tenors, or strike prices. The input range and weighted average values will therefore vary from period-to-period and parameter-to-parameter based on the characteristics of the instruments held by the Firm at each balance sheet date. Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for further information on the Firm’s valuation process and a detailed discussion of the determination of fair value for individual financial instruments. The following table presents the Firm’s primary level 3 financial instruments, the valuation techniques used to measure the fair value of those financial instruments, the significant unobservable inputs, the range of values for those inputs and the weighted or arithmetic averages of such inputs. While the determination to classify an instrument within level 3 is based on the significance of the unobservable inputs to the overall fair value measurement, level 3 financial instruments typically include observable components (that is, components that are actively quoted and can be validated to external sources) in addition to the unobservable components. The level 1 and/or level 2 inputs are not included in the table. In addition, the Firm manages the risk of the observable components of level 3 financial instruments using securities and derivative positions that are classified within levels 1 or 2 of the fair value hierarchy. Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for further information on the Firm’s valuation process and a detailed discussion of the determination of fair value for individual financial instruments. Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for further information on the Firm’s valuation process and a detailed discussion of the determination of fair value for individual financial instruments. The following table presents the Firm’s primary level 3 financial instruments, the valuation techniques used to measure the fair value of those financial instruments, the significant unobservable inputs, the range of values for those inputs and the weighted or arithmetic averages of such inputs. While the determination to classify an instrument within level 3 is based on the significance of the unobservable inputs to the overall fair value measurement, level 3 financial instruments typically include observable components (that is, components that are actively quoted and can be validated to external sources) in addition to the unobservable components. The level 1 and/or level 2 inputs are not included in the table. In addition, the Firm manages the risk of the observable components of level 3 financial instruments using securities and derivative positions that are classified within levels 1 or 2 of the fair value hierarchy. The following table presents the Firm’s primary level 3 financial instruments, the valuation techniques used to measure the fair value of those financial instruments, the significant unobservable inputs, the range of values for those inputs and the weighted or arithmetic averages of such inputs. While the determination to classify an instrument within level 3 is based on the significance of the unobservable inputs to the overall fair value measurement, level 3 financial instruments typically include observable components (that is, components that are actively quoted and can be validated to external sources) in addition to the unobservable components. The level 1 and/or level 2 inputs are not included in the table. In addition, the Firm manages the risk of the observable components of level 3 financial instruments using securities and derivative positions that are classified within levels 1 or 2 of the fair value hierarchy. The range of values presented in the table is representative of the highest and lowest level input used to value the significant groups of instruments within a product/instrument classification. Where provided, the weighted averages of the input values presented in the table are calculated based on the fair value of the instruments that the input is being used to value. In the Firm’s view, the input range, weighted and arithmetic average values do not reflect the degree of input uncertainty or an assessment of the reasonableness of the Firm’s estimates and assumptions. Rather, they reflect the characteristics of the various instruments held by the Firm and the relative distribution of instruments within the range of characteristics. For example, two option contracts may have similar levels of market risk exposure and valuation uncertainty, but may have significantly different implied volatility levels because the option contracts have different underlyings, tenors, or strike prices. The input range and weighted average values will therefore vary from period-to-period and parameter-to-parameter based on the characteristics of the instruments held by the Firm at each balance sheet date. The range of values presented in the table is representative of the highest and lowest level input used to value the significant groups of instruments within a product/instrument classification. Where provided, the weighted averages of the input values presented in the table are calculated based on the fair value of the instruments that the input is being used to value. The range of values presented in the table is representative of the highest and lowest level input used to value the significant groups of instruments within a product/instrument classification. Where provided, the weighted averages of the input values presented in the table are calculated based on the fair value of the instruments that the input is being used to value. In the Firm’s view, the input range, weighted and arithmetic average values do not reflect the degree of input uncertainty or an assessment of the reasonableness of the Firm’s estimates and assumptions. Rather, they reflect the characteristics of the various instruments held by the Firm and the relative distribution of instruments within the range of characteristics. For example, two option contracts may have similar levels of market risk exposure and valuation uncertainty, but may have significantly different implied volatility levels because the option contracts have different underlyings, tenors, or strike prices. The input range and weighted average values will therefore vary from period-to-period and parameter-to-parameter based on the characteristics of the instruments held by the Firm at each balance sheet date. In the Firm’s view, the input range, weighted and arithmetic average values do not reflect the degree of input uncertainty or an assessment of the reasonableness of the Firm’s estimates and assumptions. Rather, they reflect the characteristics of the various instruments held by the Firm and the relative distribution of instruments within the range of characteristics. For example, two option contracts may have similar levels of market risk exposure and valuation uncertainty, but may have significantly different implied volatility levels because the option contracts have different underlyings, tenors, or strike prices. The input range and weighted average values will therefore vary from period-to-period and parameter-to-parameter based on the characteristics of the instruments held by the Firm at each balance sheet date. Level 3 inputs(a) September 30, 2021 Product/Instrument Fair value (in millions) Principal valuation technique Unobservable inputs(g) Range of input values Average(i) Residential mortgage-backed securities and loans(b) $ 1,161 Discounted cash flows Yield (2)% – 15% 4% Prepayment speed 0% – 100% 12% Conditional default rate 0% – 30% 5% Loss severity 0% – 110% 5% Commercial mortgage-backed securities and loans(c) 480 Market comparables Price $0 – $100 $84 Corporate debt securities 465 Market comparables Price $2 – $150 $95 Loans(d) 1,754 Market comparables Price $5 – $104 $86 Asset-backed securities 28 Market comparables Price $6 – $99 $56 Net interest rate derivatives (118) Option pricing Interest rate volatility 8bps – 569bps 120bps Interest rate spread volatility 11bps – 23bps 15bps Interest rate correlation (65)% – 95% 33% IR-FX correlation (35)% – 50% (3)% 5 Discounted cash flows Prepayment speed 0% – 30% 8% Net credit derivatives (56) Discounted cash flows Credit correlation 33% – 63% 45% Credit spread 1bps – 2,539 bps 395bps Recovery rate 40% – 67% 54% Conditional default rate 100% 100% Loss severity 100% 100% 50 Market comparables Price $0 $115 $78 Net foreign exchange derivatives (448) Option pricing IR-FX correlation (40)% – 65% 21% (109) Discounted cash flows Prepayment speed 9% 9% 9% Net equity derivatives (3,837) Option pricing Forward equity price(h) 61% – 123% 99% Equity volatility 2% – 144% 29% Equity correlation 12% – 100% 55% Equity-FX correlation (79)% – 59% (27)% Equity-IR correlation 15% – 50% 28% Net commodity derivatives (872) Option pricing Oil Commodity Forward $635 / MT – $850 / MT $743 / MT Forward power price $24 / MWH – $64 / MWH $44 / MWH Commodity volatility 2% – 142% 72% Commodity correlation (50)% – 77% 14% MSRs 5,351 Discounted cash flows Refer to Note 14 Long-term debt, short-term borrowings, and deposits(e) 27,319 Option pricing Interest rate volatility 8bps – 569bps 120bps Interest rate correlation (65)% – 95% 33% IR-FX correlation (35)% – 50% (3)% Equity correlation 12% – 100% 55% Equity-FX correlation (79)% – 59% (27)% Equity-IR correlation 15% – 50% 28% 983 Discounted cash flows Credit correlation 33% – 63% 45% Other level 3 assets and liabilities, net(f) 1,043 Level 3 inputs(a) Level 3 inputs (a) September 30, 2021 Product/Instrument Fair value Fair value (in millions) (in millions) Principal valuation technique Unobservable inputs(g) Unobservable inputs (g) Range of input values Average(i) Average (i) Residential mortgage-backed securities and loans(b) Residential mortgage-backed securities and loans (b) $ 1,161 Discounted cash flows Yield (2)% – 15% 4% Prepayment speed 0% – 100% 12% Conditional default rate 0% – 30% 5% Loss severity 0% – 110% 5% Commercial mortgage-backed securities and loans(c) Commercial mortgage-backed securities and loans (c) 480 Market comparables Price $0 – $100 $84 Corporate debt securities 465 Market comparables Price $2 – $150 $95 Loans(d) Loans (d) 1,754 Market comparables Price $5 – $104 $86 Asset-backed securities 28 Market comparables Price $6 – $99 $56 Net interest rate derivatives (118) Option pricing Interest rate volatility 8bps – 569bps 120bps Interest rate spread volatility 11bps – 23bps 15bps Interest rate correlation (65)% – 95% 33% IR-FX correlation (35)% – 50% (3)% 5 Discounted cash flows Prepayment speed 0% – 30% 8% Net credit derivatives (56) Discounted cash flows Credit correlation 33% – 63% 45% Credit spread 1bps – 2,539 bps 395bps Recovery rate 40% – 67% 54% Conditional default rate 100% 100% Loss severity 100% 100% 50 Market comparables Price $0 $115 $78 Net foreign exchange derivatives (448) Option pricing IR-FX correlation (40)% – 65% 21% (109) Discounted cash flows Prepayment speed 9% 9% 9% Net equity derivatives (3,837) Option pricing Forward equity price(h) Forward equity price (h) 61% – 123% 99% Equity volatility 2% – 144% 29% Equity correlation 12% – 100% 55% Equity-FX correlation (79)% – 59% (27)% Equity-IR correlation 15% – 50% 28% Net commodity derivatives (872) Option pricing Oil Commodity Forward $635 / MT – $850 / MT $743 / MT Forward power price $24 / MWH – $64 / MWH $44 / MWH Commodity volatility 2% – 142% 72% Commodity correlation (50)% – 77% 14% MSRs 5,351 Discounted cash flows Refer to Note 14 Long-term debt, short-term borrowings, and deposits(e) Long-term debt, short-term borrowings, and deposits (e) 27,319 Option pricing Interest rate volatility 8bps – 569bps 120bps Interest rate correlation (65)% – 95% 33% IR-FX correlation (35)% – 50% (3)% Equity correlation 12% – 100% 55% Equity-FX correlation (79)% – 59% (27)% Equity-IR correlation 15% – 50% 28% 983 Discounted cash flows Credit correlation 33% – 63% 45% Other level 3 assets and liabilities, net(f) Other level 3 assets and liabilities, net (f) 1,043 (a)The categories presented in the table have been aggregated based upon the product type, which may differ from their classification on the Consolidated balance sheets. Furthermore, the inputs presented for each valuation technique in the table are, in some cases, not applicable to every instrument valued using the technique as the characteristics of the instruments can differ. (a) The categories presented in the table have been aggregated based upon the product type, which may differ from their classification on the Consolidated balance sheets. Furthermore, the inputs presented for each valuation technique in the table are, in some cases, not applicable to every instrument valued using the technique as the characteristics of the instruments can differ. (b)Comprises U.S. GSE and government agency securities of $299 million, nonagency securities of $24 million and non-trading loans of $838 million. (b) Comprises U.S. GSE and government agency securities of $299 million, nonagency securities of $24 million and non-trading loans of $838 million. (c)Comprises nonagency securities of $19 million, trading loans of $41 million and non-trading loans of $420 million. (c) Comprises nonagency securities of $19 million, trading loans of $41 million and non-trading loans of $420 million. (d)Comprises trading loans of $941 million and non-trading loans of $813 million. (d) Comprises trading loans of $941 million and non-trading loans of $813 million. (e)Long-term debt, short-term borrowings and deposits include structured notes issued by the Firm that are financial instruments that typically contain embedded derivatives. The estimation of the fair value of structured notes includes the derivative features embedded within the instrument. The significant unobservable inputs are broadly consistent with those presented for derivative receivables. (e) Long-term debt, short-term borrowings and deposits include structured notes issued by the Firm that are financial instruments that typically contain embedded derivatives. The estimation of the fair value of structured notes includes the derivative features embedded within the instrument. The significant unobservable inputs are broadly consistent with those presented for derivative receivables. (f)Includes equity securities of $1.0 billion including $379 million in Other Assets, for which quoted prices are not readily available and the fair value is generally based on internal valuation techniques such as EBITDA multiples and comparable analysis. All other level 3 assets and liabilities are insignificant both individually and in aggregate. (f) Includes equity securities of $1.0 billion including $379 million in Other Assets, for which quoted prices are not readily available and the fair value is generally based on internal valuation techniques such as EBITDA multiples and comparable analysis. All other level 3 assets and liabilities are insignificant both individually and in aggregate. (g)Price is a significant unobservable input for certain instruments. When quoted market prices are not readily available, reliance is generally placed on price-based internal valuation techniques. The price input is expressed assuming a par value of $100. (g) Price is a significant unobservable input for certain instruments. When quoted market prices are not readily available, reliance is generally placed on price-based internal valuation techniques. The price input is expressed assuming a par value of $100. (h)Forward equity price is expressed as a percentage of the current equity price. (h) Forward equity price is expressed as a percentage of the current equity price. (i)Amounts represent weighted averages except for derivative related inputs where arithmetic averages are used. (i) Amounts represent weighted averages except for derivative related inputs where arithmetic averages are used. Changes in and ranges of unobservable inputs Changes in and ranges of unobservable inputs Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the impact on fair value of changes in unobservable inputs and the relationships between unobservable inputs as well as a description of attributes of the underlying instruments and external market factors that affect the range of inputs used in the valuation of the Firm’s positions. Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the impact on fair value of changes in unobservable inputs and the relationships between unobservable inputs as well as a description of attributes of the underlying instruments and external market factors that affect the range of inputs used in the valuation of the Firm’s positions. Changes in level 3 recurring fair value measurements Changes in level 3 recurring fair value measurements The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and nine months ended September 30, 2021 and 2020. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable inputs to the overall fair value measurement. However, level 3 financial instruments typically include, in addition to the unobservable or level 3 components, observable components (that is, components that are actively quoted and can be validated to external sources); accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology. Also, the Firm risk-manages the observable components of level 3 financial instruments using securities and derivative positions that are classified within level 1 or 2 of the fair value hierarchy; as these level 1 and level 2 risk management instruments are not included below, the gains or losses in the following tables do not reflect the effect of the Firm’s risk management activities related to such level 3 instruments. The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and nine months ended September 30, 2021 and 2020. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable inputs to the overall fair value measurement. However, level 3 financial instruments typically include, in addition to the unobservable or level 3 components, observable components (that is, components that are actively quoted and can be validated to external sources); accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology. Also, the Firm risk-manages the observable components of level 3 financial instruments using securities and derivative positions that are classified within level 1 or 2 of the fair value hierarchy; as these level 1 and level 2 risk management instruments are not included below, the gains or losses in the following tables do not reflect the effect of the Firm’s risk management activities related to such level 3 instruments. Fair value measurements using significant unobservable inputs Three months ended September 30, 2021 (in millions) Fair value at July 1, 2021 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2021 Purchases(f) Purchases (f) Sales Settlements(g) Settlements (g) Assets:(a) Assets: (a) Trading assets: Debt instruments: Mortgage-backed securities: Mortgage-backed securities: U.S. GSEs and government agencies U.S. GSEs and government agencies $ 329 $ (12) $ 13 $ (6) $ (25) $ — $ — $ 299 $ (12) Residential – nonagency 16 — 9 — (1) — — 24 (1) Commercial – nonagency Commercial – nonagency 10 7 1 — (13) 14 — 19 6 Total mortgage-backed securities Total mortgage-backed securities 355 (5) 23 (6) (39) 14 — 342 (7) Obligations of U.S. states and municipalities Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities Non-U.S. government debt securities 183 (2) 128 (98) — — (107) 104 (1) Corporate debt securities 487 (33) 38 (115) (3) 25 (29) 370 (25) Loans 795 — 219 (197) (130) 409 (114) 982 2 Asset-backed securities 35 1 3 (4) — — (7) 28 — Total debt instruments 1,863 (39) 411 (420) (173) 448 (257) 1,833 (31) Equity securities 690 (41) 5 (44) — 62 (38) 634 (34) Other 47 26 17 — (31) — (1) 58 26 Total trading assets – debt and equity instruments Total trading assets – debt and equity instruments 2,600 (54) (c) (c) 433 (464) (204) 510 (296) 2,525 (39) (c) (c) Net derivative receivables:(b) Net derivative receivables: (b) Interest rate (22) 618 21 (44) (683) 13 (16) (113) 246 Credit (17) (9) 4 (7) 59 (4) (32) (6) (1) Foreign exchange (583) 2 28 (44) 41 (5) 4 (557) 15 Equity (4,936) 723 192 (1,001) 912 214 59 (3,837) 397 Commodity (1,167) 88 130 (88) 156 (2) 11 (872) 178 Total net derivative receivables Total net derivative receivables (6,725) 1,422 (c) (c) 375 (1,184) 485 216 26 (5,385) 835 (c) (c) Available-for-sale securities: Available-for-sale securities: Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities Total available-for-sale securities — — 95 — — — — 95 — Loans 1,734 (13) (c) (c) 209 (1) (180) 427 (105) 2,071 (11) (c) (c) Mortgage servicing rights 4,549 (11) (d) (d) 1,013 1 (201) — — 5,351 (11) (d) (d) Other assets 518 (35) (c) (c) 3 — (165) — — 321 (34) (c) (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2021 (in millions) Fair value at July 1, 2021 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2021 Purchases Sales Issuances Settlements(g) Settlements (g) Liabilities:(a) Liabilities: (a) Deposits $ 2,684 $ (11) (c)(e) (c)(e) $ — $ — $ 33 $ (172) $ — $ (157) $ 2,377 $ (7) (c)(e) (c)(e) Short-term borrowings 3,075 (699) (c)(e) (c)(e) — — 1,166 (1,121) — (10) 2,411 (124) (c)(e) (c)(e) Trading liabilities – debt and equity instruments Trading liabilities – debt and equity instruments 36 (2) (c) (c) (8) 2 — — 3 (1) 30 1 (c) (c) Accounts payable and other liabilities Accounts payable and other liabilities 51 — — — — — — — 51 1 (c) (c) Long-term debt 23,527 (216) (c)(e) (c)(e) — — 2,950 (2,512) 11 (246) 23,514 (242) (c)(e) (c)(e) Fair value measurements using significant unobservable inputs Three months ended September 30, 2020 (in millions) Fair value at July 1, 2020 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2020 Purchases(f) Purchases (f) Sales Settlements(g) Settlements (g) Assets:(a) Assets: (a) Trading assets: Debt instruments: Mortgage-backed securities: Mortgage-backed securities: U.S. GSEs and government agencies U.S. GSEs and government agencies $ 469 $ (4) $ 110 $ (28) $ (40) $ — $ — $ 507 $ (2) Residential – nonagency 23 — 8 (2) (1) — (3) 25 — Commercial – nonagency 2 — — — — — — 2 — Total mortgage-backed securities Total mortgage-backed securities 494 (4) 118 (30) (41) — (3) 534 (2) Obligations of U.S. states and municipalities Obligations of U.S. states and municipalities 8 — — — — — — 8 — Non-U.S. government debt securities Non-U.S. government debt securities 167 6 25 (23) (2) — (8) 165 6 Corporate debt securities 946 45 114 (33) (225) 4 (202) 649 45 Loans 905 22 240 (173) (21) 69 (312) 730 8 Asset-backed securities 39 3 5 (21) (2) 9 — 33 — Total debt instruments 2,559 72 502 (280) (291) 82 (525) 2,119 57 Equity securities 191 24 13 (104) — 104 (42) 186 29 Other 379 75 203 (4) (2) 2 — 653 77 Total trading assets – debt and equity instruments Total trading assets – debt and equity instruments 3,129 171 (c) (c) 718 (388) (293) 188 (567) 2,958 163 (c) (c) Net derivative receivables:(b) Net derivative receivables: (b) Interest rate (104) 657 15 (30) (647) 35 102 28 323 Credit (137) (62) 22 (16) 154 (12) 2 (49) (21) Foreign exchange (595) (57) 7 (7) (34) 7 3 (676) (90) Equity (2,036) (1,437) 323 (384) 29 33 369 (3,103) (1,051) Commodity (297) 15 11 (79) 36 (302) (5) (621) 39 Total net derivative receivables Total net derivative receivables (3,169) (884) (c) (c) 378 (516) (462) (239) 471 (4,421) (800) (c) (c) Available-for-sale securities: Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Total available-for-sale securities Total available-for-sale securities — — — — — — — — — Loans 1,874 (44) (c) (c) 197 (44) (324) 316 (169) 1,806 (44) (c) (c) Mortgage servicing rights 3,080 34 (d) (d) 221 (104) (215) — — 3,016 34 (d) (d) Other assets 701 (21) (c) (c) 5 — (27) — — 658 32 (c) (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2020 (in millions) Fair value at July 1, 2020 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2020 Purchases Sales Issuances Settlements(g) Settlements (g) Liabilities:(a) Liabilities: (a) Deposits $ 3,217 $ 43 (c)(e) (c)(e) $ — $ — $ 170 $ (110) $ — $ (264) $ 3,056 $ 87 (c)(e) (c)(e) Short-term borrowings 2,305 (47) (c)(e) (c)(e) — — 1,421 (1,093) 25 (3) 2,608 (47) (c)(e) (c)(e) Trading liabilities – debt and equity instruments Trading liabilities – debt and equity instruments 59 (2) (c) (c) (5) 5 — 1 3 (4) 57 (3) (c) (c) Accounts payable and other liabilities Accounts payable and other liabilities 91 3 (c) (c) (62) 4 — — 8 — 44 3 (c) (c) Beneficial interests issued by consolidated VIEs Beneficial interests issued by consolidated VIEs — — — — — — — — — — Long-term debt 22,728 766 (c)(e) (c)(e) — — 1,225 (2,493) 78 (88) 22,216 646 (c)(e) (c)(e) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 (in millions) Fair value at January 1, 2021 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2021 Purchases(f) Purchases (f) Sales Settlements(g) Settlements (g) Assets:(a) Assets: (a) Trading assets: Debt instruments: Mortgage-backed securities: Mortgage-backed securities: U.S. GSEs and government agencies U.S. GSEs and government agencies $ 449 $ (22) $ 20 $ (62) $ (86) $ 1 $ (1) $ 299 $ (25) Residential – nonagency 28 1 24 (24) (4) — (1) 24 (2) Commercial – nonagency 3 7 12 (1) (16) 14 — 19 6 Total mortgage-backed securities Total mortgage-backed securities 480 (14) 56 (87) (106) 15 (2) 342 (21) Obligations of U.S. states and municipalities Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities Non-U.S. government debt securities 182 (10) 330 (284) (7) — (107) 104 (2) Corporate debt securities 507 (18) 357 (415) (3) 138 (196) 370 (3) Loans 893 6 785 (434) (256) 584 (596) 982 — Asset-backed securities 28 8 41 (43) (1) 2 (7) 28 — Total debt instruments 2,098 (28) 1,569 (1,263) (374) 739 (908) 1,833 (26) Equity securities 476 (38) 258 (114) — 140 (88) 634 (92) Other 49 74 118 — (86) 3 (100) 58 37 Total trading assets – debt and equity instruments Total trading assets – debt and equity instruments 2,623 8 (c) (c) 1,945 (1,377) (460) 882 (1,096) 2,525 (81) (c) (c) Net derivative receivables:(b) Net derivative receivables: (b) Interest rate 258 1,587 92 (146) (1,874) 68 (98) (113) 212 Credit (224) 140 6 (11) 103 (13) (7) (6) 143 Foreign exchange (434) (196) 67 (98) 140 6 (42) (557) (44) Equity (3,862) (195) 667 (2,246) 1,638 233 (72) (3,837) (187) Commodity (731) (505) 140 (382) 600 (3) 9 (872) (223) Total net derivative receivables Total net derivative receivables (4,993) 831 (c) (c) 972 (2,883) 607 291 (210) (5,385) (99) (c) (c) Available-for-sale securities: Available-for-sale securities: Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities Total available-for-sale securities — — 95 — — — — 95 — Loans 2,305 (79) (c) (c) 516 (326) (699) 1,027 (673) 2,071 (92) (c) (c) Mortgage servicing rights 3,276 258 (d) (d) 2,410 (23) (570) — — 5,351 258 (d) (d) Other assets 538 9 (c) (c) 10 (18) (217) — (1) 321 22 (c) (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 (in millions) Fair value at January 1, 2021 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2021 Purchases Sales Issuances Settlements(g) Settlements (g) Liabilities:(a) Liabilities: (a) Deposits $ 2,913 $ (67) (c)(e) (c)(e) $ — $ — $ 252 $ (360) $ 2 $ (363) $ 2,377 $ (60) (c)(e) (c)(e) Short-term borrowings 2,420 (1,095) (c)(e) (c)(e) — — 5,479 (4,333) 9 (69) 2,411 (117) (c)(e) (c)(e) Trading liabilities – debt and equity instruments Trading liabilities – debt and equity instruments 51 (6) (c) (c) (100) 36 — — 62 (13) 30 (2) (c) (c) Accounts payable and other liabilities Accounts payable and other liabilities 68 (10) (c) (c) — 1 — — — (8) 51 (9) (c) (c) Long-term debt 23,397 190 (c)(e) (c)(e) — — 9,884 (9,250) 29 (736) 23,514 48 (c)(e) (c)(e) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2020 Purchases(f) Sales Settlements(g) Assets:(a) Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies $ 797 $ (153) $ 134 $ (149) $ (122) $ — $ — $ 507 $ (140) Residential – nonagency 23 (1) 12 (4) (2) — (3) 25 2 Commercial – nonagency 4 — 1 — (1) 1 (3) 2 4 Total mortgage-backed securities 824 (154) 147 (153) (125) 1 (6) 534 (134) Obligations of U.S. states and municipalities 10 — — (1) (1) — — 8 — Non-U.S. government debt securities 155 10 164 (148) (7) — (9) 165 7 Corporate debt securities 558 (10) 475 (131) (234) 296 (305) 649 13 Loans 673 (72) 829 (400) (130) 676 (846) 730 (35) Asset-backed securities 37 (4) 42 (36) (5) 9 (10) 33 (1) Total debt instruments 2,257 (230) 1,657 (869) (502) 982 (1,176) 2,119 (150) Equity securities 196 (79) 37 (109) — 259 (118) 186 (40) Other 232 239 213 (9) (23) 4 (3) 653 263 Total trading assets – debt and equity instruments 2,685 (70) (c) 1,907 (987) (525) 1,245 (1,297) 2,958 73 (c) Net derivative receivables:(b) Interest rate (332) 2,052 102 (97) (1,510) (317) 130 28 290 Credit (139) — 70 (150) 137 59 (26) (49) 24 Foreign exchange (607) (214) 46 (16) 75 15 25 (676) (181) Equity (3,395) 564 912 (1,473) 558 (524) 255 (3,103) 1,342 Commodity (16) (248) 22 (107) 54 (306) (20) (621) 363 Total net derivative receivables (4,489) 2,154 (c) 1,152 (1,843) (686) (1,073) 364 (4,421) 1,838 (c) Available-for-sale securities: Mortgage-backed securities 1 — — — (1) — — — — Total available-for-sale securities 1 — — — (1) — — — — Loans 516 (195) (c) 450 (77) (678) 2,312 (522) 1,806 (147) (c) Mortgage servicing rights 4,699 (1,459) (d) 663 (177) (710) — — 3,016 (1,459) (d) Other assets 917 (56) (c) 66 (28) (281) 40 — 658 4 (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2020 Purchases Sales Issuances Settlements(g) Liabilities:(a) Deposits $ 3,360 $ 88 (c)(e) $ — $ — $ 636 $ (538) $ 265 $ (755) $ 3,056 $ 137 (c)(e) Short-term borrowings 1,674 (294) (c)(e) — — 3,961 (2,769) 77 (41) 2,608 (27) (c)(e) Trading liabilities – debt and equity instruments 41 1 (c) (81) 12 — (4) 96 (8) 57 — Accounts payable and other liabilities 45 (1) (c) (85) 37 — — 48 — 44 1 (c) Long-term debt 23,339 (639) (c)(e) — — 7,432 (7,851) 1,056 (1,121) 22,216 (507) (c)(e) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2020 Purchases(f) Purchases (f) Sales Settlements(g) Settlements (g) Assets:(a) Assets: (a) Trading assets: Debt instruments: Mortgage-backed securities: Mortgage-backed securities: U.S. GSEs and government agencies U.S. GSEs and government agencies $ 797 $ (153) $ 134 $ (149) $ (122) $ — $ — $ 507 $ (140) Residential – nonagency 23 (1) 12 (4) (2) — (3) 25 2 Commercial – nonagency 4 — 1 — (1) 1 (3) 2 4 Total mortgage-backed securities Total mortgage-backed securities 824 (154) 147 (153) (125) 1 (6) 534 (134) Obligations of U.S. states and municipalities Obligations of U.S. states and municipalities 10 — — (1) (1) — — 8 — Non-U.S. government debt securities Non-U.S. government debt securities 155 10 164 (148) (7) — (9) 165 7 Corporate debt securities 558 (10) 475 (131) (234) 296 (305) 649 13 Loans 673 (72) 829 (400) (130) 676 (846) 730 (35) Asset-backed securities 37 (4) 42 (36) (5) 9 (10) 33 (1) Total debt instruments 2,257 (230) 1,657 (869) (502) 982 (1,176) 2,119 (150) Equity securities 196 (79) 37 (109) — 259 (118) 186 (40) Other 232 239 213 (9) (23) 4 (3) 653 263 Total trading assets – debt and equity instruments Total trading assets – debt and equity instruments 2,685 (70) (c) (c) 1,907 (987) (525) 1,245 (1,297) 2,958 73 (c) (c) Net derivative receivables:(b) Net derivative receivables: (b) Interest rate (332) 2,052 102 (97) (1,510) (317) 130 28 290 Credit (139) — 70 (150) 137 59 (26) (49) 24 Foreign exchange (607) (214) 46 (16) 75 15 25 (676) (181) Equity (3,395) 564 912 (1,473) 558 (524) 255 (3,103) 1,342 Commodity (16) (248) 22 (107) 54 (306) (20) (621) 363 Total net derivative receivables Total net derivative receivables (4,489) 2,154 (c) (c) 1,152 (1,843) (686) (1,073) 364 (4,421) 1,838 (c) (c) Available-for-sale securities: Available-for-sale securities: Mortgage-backed securities 1 — — — (1) — — — — Total available-for-sale securities Total available-for-sale securities 1 — — — (1) — — — — Loans 516 (195) (c) (c) 450 (77) (678) 2,312 (522) 1,806 (147) (c) (c) Mortgage servicing rights 4,699 (1,459) (d) (d) 663 (177) (710) — — 3,016 (1,459) (d) (d) Other assets 917 (56) (c) (c) 66 (28) (281) 40 — 658 4 (c) (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2020 Purchases Sales Issuances Settlements(g) Settlements (g) Liabilities:(a) Liabilities: (a) Deposits $ 3,360 $ 88 (c)(e) (c)(e) $ — $ — $ 636 $ (538) $ 265 $ (755) $ 3,056 $ 137 (c)(e) (c)(e) Short-term borrowings 1,674 (294) (c)(e) (c)(e) — — 3,961 (2,769) 77 (41) 2,608 (27) (c)(e) (c)(e) Trading liabilities – debt and equity instruments Trading liabilities – debt and equity instruments 41 1 (c) (c) (81) 12 — (4) 96 (8) 57 — Accounts payable and other liabilities Accounts payable and other liabilities 45 (1) (c) (c) (85) 37 — — 48 — 44 1 (c) (c) Long-term debt 23,339 (639) (c)(e) (c)(e) — — 7,432 (7,851) 1,056 (1,121) 22,216 (507) (c)(e) (c)(e) (a)Level 3 assets at fair value as a percentage of total Firm assets at fair value (including assets measured at fair value on a nonrecurring basis) were 2% and 1% at September 30, 2021 and December 31, 2020, respectively. Level 3 liabilities at fair value as a percentage of total Firm liabilities at fair value (including liabilities measured at fair value on a nonrecurring basis) were 8% and 9% at September 30, 2021 and December 31, 2020, respectively. (a) Level 3 assets at fair value as a percentage of total Firm assets at fair value (including assets measured at fair value on a nonrecurring basis) were 2% and 1% at September 30, 2021 and December 31, 2020, respectively. Level 3 liabilities at fair value as a percentage of total Firm liabilities at fair value (including liabilities measured at fair value on a nonrecurring basis) were 8% and 9% at September 30, 2021 and December 31, 2020, respectively. (b)All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty. (b) All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty. (c)Predominantly reported in principal transactions revenue, except for changes in fair value for CCB mortgage loans and lending-related commitments originated with the intent to sell, and mortgage loan purchase commitments, which are reported in mortgage fees and related income. (c) Predominantly reported in principal transactions revenue, except for changes in fair value for CCB mortgage loans and lending-related commitments originated with the intent to sell, and mortgage loan purchase commitments, which are reported in mortgage fees and related income. (d)Changes in fair value for MSRs are reported in mortgage fees and related income. (d) Changes in fair value for MSRs are reported in mortgage fees and related income. (e)Realized (gains)/losses due to DVA for fair value option elected liabilities are reported in principal transactions revenue, and were not material for the three and nine months ended September 30, 2021 and 2020. Unrealized (gains)/losses are reported in OCI, and were $318 million and $120 million for the three months ended September 30, 2021 and 2020, respectively, and $300 million and $(78) million for the nine months ended September 30, 2021 and 2020, respectively. (e) Realized (gains)/losses due to DVA for fair value option elected liabilities are reported in principal transactions revenue, and were not material for the three and nine months ended September 30, 2021 and 2020. Unrealized (gains)/losses are reported in OCI, and were $318 million and $120 million for the three months ended September 30, 2021 and 2020, respectively, and $300 million and $(78) million for the nine months ended September 30, 2021 and 2020, respectively. (f)Loan originations are included in purchases. (f) Loan originations are included in purchases. (g)Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, deconsolidations associated with beneficial interests in VIEs and other items. (g) Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, deconsolidations associated with beneficial interests in VIEs and other items. Level 3 analysis Level 3 analysis Consolidated balance sheets changes The following describes significant changes to level 3 assets since December 31, 2020, for those items measured at fair value on a recurring basis. Refer to Assets and liabilities measured at fair value on a nonrecurring basis on page 109 for further information on changes impacting items measured at fair value on a nonrecurring basis. Three and nine months ended September 30, 2021 Level 3 assets were $17.1 billion at September 30, 2021, reflecting an increase of $1.2 billion from June 30, 2021 and an increase of $697 million from December 31, 2020. The increase for the three months ended September 30, 2021 was largely driven by an $802 million increase in MSRs. The increase for the nine months ended September 30, 2021 was predominantly driven by: •a $2.1 billion increase in MSRs. partially offset by •$444 million decrease in gross interest rate derivative receivables due to settlements net of gains and $443 million decrease in gross equity derivative receivables due to settlements and transfers net of gains. Refer to Note 14 for information on MSRs. Refer to the sections below for additional information. Transfers between levels for instruments carried at fair value on a recurring basis For the three months ended September 30, 2021, there were no significant transfers from level 2 into level 3. For the nine months ended September 30, 2021, significant transfers from level 2 into level 3 included the following: •$882 million of total debt and equity instruments, largely trading loans, driven by a decrease in observability. •$937 million of gross equity derivative receivables and $704 million of gross equity derivative payables as a result of a decrease in observability and an increase in the significance of unobservable inputs. •$1.0 billion of non-trading loans driven by a decrease in observability. For the three months ended September 30, 2021, there were no significant transfers from level 3 into level 2. For the nine months ended September 30, 2021, significant transfers from level 3 into level 2 included the following: •$1.1 billion of total debt and equity instruments, largely trading loans, driven by an increase in observability. •$1.7 billion of gross equity derivative receivables and $1.6 billion of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. •$673 million of non-trading loans, driven by an increase in observability. •$736 million of long-term debt driven, by an increase in observability and a decrease in the significance of unobservable inputs for certain structured notes. For the three months ended September 30, 2020, there were no significant transfers from level 2 into level 3. For the nine months ended September 30, 2020, significant transfers from level 2 into level 3 included the following: •$2.2 billion of gross equity derivative receivables and $2.7 billion of gross equity derivative payables as a result of a decrease in observability and an increase in the significance of unobservable inputs. •$2.3 billion of non-trading loans, driven by a decrease in observability. •$1.1 billion of long-term debt, driven by a decrease in observability and an increase in the significance of unobservable inputs for certain structured notes. For the three months ended September 30, 2020, significant transfers from level 3 into level 2 included the following: •$965 million of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. For the nine months ended September 30, 2020, significant transfers from level 3 into level 2 included the following: •$1.7 billion of gross equity derivative receivables and $1.9 billion of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. •$1.1 billion of long-term debt driven by an increase in observability and a decrease in the significance of unobservable inputs for certain structured notes. All transfers are based on changes in the observability and/or significance of the valuation inputs and are assumed to occur at the beginning of the quarterly reporting period in which they occur. Consolidated balance sheets changes The following describes significant changes to level 3 assets since December 31, 2020, for those items measured at fair value on a recurring basis. Refer to Assets and liabilities measured at fair value on a nonrecurring basis on page 109 for further information on changes impacting items measured at fair value on a nonrecurring basis. Three and nine months ended September 30, 2021 Level 3 assets were $17.1 billion at September 30, 2021, reflecting an increase of $1.2 billion from June 30, 2021 and an increase of $697 million from December 31, 2020. The increase for the three months ended September 30, 2021 was largely driven by an $802 million increase in MSRs. The increase for the nine months ended September 30, 2021 was predominantly driven by: •a $2.1 billion increase in MSRs. partially offset by •$444 million decrease in gross interest rate derivative receivables due to settlements net of gains and $443 million decrease in gross equity derivative receivables due to settlements and transfers net of gains. Refer to Note 14 for information on MSRs. Refer to the sections below for additional information. Transfers between levels for instruments carried at fair value on a recurring basis For the three months ended September 30, 2021, there were no significant transfers from level 2 into level 3. For the nine months ended September 30, 2021, significant transfers from level 2 into level 3 included the following: •$882 million of total debt and equity instruments, largely trading loans, driven by a decrease in observability. •$937 million of gross equity derivative receivables and $704 million of gross equity derivative payables as a result of a decrease in observability and an increase in the significance of unobservable inputs. •$1.0 billion of non-trading loans driven by a decrease in observability. For the three months ended September 30, 2021, there were no significant transfers from level 3 into level 2. For the nine months ended September 30, 2021, significant transfers from level 3 into level 2 included the following: •$1.1 billion of total debt and equity instruments, largely trading loans, driven by an increase in observability. Consolidated balance sheets changes Consolidated balance sheets changes The following describes significant changes to level 3 assets since December 31, 2020, for those items measured at fair value on a recurring basis. Refer to Assets and liabilities measured at fair value on a nonrecurring basis on page 109 for further information on changes impacting items measured at fair value on a nonrecurring basis. The following describes significant changes to level 3 assets since December 31, 2020, for those items measured at fair value on a recurring basis. Refer to Assets and liabilities measured at fair value on a nonrecurring basis on page 109 for further information on changes impacting items measured at fair value on a nonrecurring basis. Three and nine months ended September 30, 2021 Three and nine months ended September 30, 2021 Level 3 assets were $17.1 billion at September 30, 2021, reflecting an increase of $1.2 billion from June 30, 2021 and an increase of $697 million from December 31, 2020. Level 3 assets were $17.1 billion at September 30, 2021, reflecting an increase of $1.2 billion from June 30, 2021 and an increase of $697 million from December 31, 2020. The increase for the three months ended September 30, 2021 was largely driven by an $802 million increase in MSRs. The increase for the three months ended September 30, 2021 was largely driven by an $802 million increase in MSRs. The increase for the nine months ended September 30, 2021 was predominantly driven by: The increase for the nine months ended September 30, 2021 was predominantly driven by: •a $2.1 billion increase in MSRs. • a $2.1 billion increase in MSRs. partially offset by partially offset by •$444 million decrease in gross interest rate derivative receivables due to settlements net of gains and $443 million decrease in gross equity derivative receivables due to settlements and transfers net of gains. • $444 million decrease in gross interest rate derivative receivables due to settlements net of gains and $443 million decrease in gross equity derivative receivables due to settlements and transfers net of gains. Refer to Note 14 for information on MSRs. Refer to Note 14 for information on MSRs. Refer to the sections below for additional information. Refer to the sections below for additional information. Transfers between levels for instruments carried at fair value on a recurring basis Transfers between levels for instruments carried at fair value on a recurring basis For the three months ended September 30, 2021, there were no significant transfers from level 2 into level 3. For the three months ended September 30, 2021, there were no significant transfers from level 2 into level 3. For the nine months ended September 30, 2021, significant transfers from level 2 into level 3 included the following: For the nine months ended September 30, 2021, significant transfers from level 2 into level 3 included the following: •$882 million of total debt and equity instruments, largely trading loans, driven by a decrease in observability. • $882 million of total debt and equity instruments, largely trading loans, driven by a decrease in observability. •$937 million of gross equity derivative receivables and $704 million of gross equity derivative payables as a result of a decrease in observability and an increase in the significance of unobservable inputs. • $937 million of gross equity derivative receivables and $704 million of gross equity derivative payables as a result of a decrease in observability and an increase in the significance of unobservable inputs. •$1.0 billion of non-trading loans driven by a decrease in observability. • $1.0 billion of non-trading loans driven by a decrease in observability. For the three months ended September 30, 2021, there were no significant transfers from level 3 into level 2. For the three months ended September 30, 2021, there were no significant transfers from level 3 into level 2. For the nine months ended September 30, 2021, significant transfers from level 3 into level 2 included the following: For the nine months ended September 30, 2021, significant transfers from level 3 into level 2 included the following: •$1.1 billion of total debt and equity instruments, largely trading loans, driven by an increase in observability. • $1.1 billion of total debt and equity instruments, largely trading loans, driven by an increase in observability. •$1.7 billion of gross equity derivative receivables and $1.6 billion of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. •$673 million of non-trading loans, driven by an increase in observability. •$736 million of long-term debt driven, by an increase in observability and a decrease in the significance of unobservable inputs for certain structured notes. For the three months ended September 30, 2020, there were no significant transfers from level 2 into level 3. For the nine months ended September 30, 2020, significant transfers from level 2 into level 3 included the following: •$2.2 billion of gross equity derivative receivables and $2.7 billion of gross equity derivative payables as a result of a decrease in observability and an increase in the significance of unobservable inputs. •$2.3 billion of non-trading loans, driven by a decrease in observability. •$1.1 billion of long-term debt, driven by a decrease in observability and an increase in the significance of unobservable inputs for certain structured notes. For the three months ended September 30, 2020, significant transfers from level 3 into level 2 included the following: •$965 million of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. For the nine months ended September 30, 2020, significant transfers from level 3 into level 2 included the following: •$1.7 billion of gross equity derivative receivables and $1.9 billion of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. •$1.1 billion of long-term debt driven by an increase in observability and a decrease in the significance of unobservable inputs for certain structured notes. All transfers are based on changes in the observability and/or significance of the valuation inputs and are assumed to occur at the beginning of the quarterly reporting period in which they occur. •$1.7 billion of gross equity derivative receivables and $1.6 billion of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. • $1.7 billion of gross equity derivative receivables and $1.6 billion of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. •$673 million of non-trading loans, driven by an increase in observability. • $673 million of non-trading loans, driven by an increase in observability. •$736 million of long-term debt driven, by an increase in observability and a decrease in the significance of unobservable inputs for certain structured notes. • $736 million of long-term debt driven, by an increase in observability and a decrease in the significance of unobservable inputs for certain structured notes. For the three months ended September 30, 2020, there were no significant transfers from level 2 into level 3. For the three months ended September 30, 2020, there were no significant transfers from level 2 into level 3. For the nine months ended September 30, 2020, significant transfers from level 2 into level 3 included the following: For the nine months ended September 30, 2020, significant transfers from level 2 into level 3 included the following: •$2.2 billion of gross equity derivative receivables and $2.7 billion of gross equity derivative payables as a result of a decrease in observability and an increase in the significance of unobservable inputs. • $2.2 billion of gross equity derivative receivables and $2.7 billion of gross equity derivative payables as a result of a decrease in observability and an increase in the significance of unobservable inputs. •$2.3 billion of non-trading loans, driven by a decrease in observability. • $2.3 billion of non-trading loans, driven by a decrease in observability. •$1.1 billion of long-term debt, driven by a decrease in observability and an increase in the significance of unobservable inputs for certain structured notes. • $1.1 billion of long-term debt, driven by a decrease in observability and an increase in the significance of unobservable inputs for certain structured notes. For the three months ended September 30, 2020, significant transfers from level 3 into level 2 included the following: For the three months ended September 30, 2020, significant transfers from level 3 into level 2 included the following: •$965 million of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. • $965 million of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. For the nine months ended September 30, 2020, significant transfers from level 3 into level 2 included the following: For the nine months ended September 30, 2020, significant transfers from level 3 into level 2 included the following: •$1.7 billion of gross equity derivative receivables and $1.9 billion of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. • $1.7 billion of gross equity derivative receivables and $1.9 billion of gross equity derivative payables as a result of an increase in observability and a decrease in the significance of unobservable inputs. •$1.1 billion of long-term debt driven by an increase in observability and a decrease in the significance of unobservable inputs for certain structured notes. • $1.1 billion of long-term debt driven by an increase in observability and a decrease in the significance of unobservable inputs for certain structured notes. All transfers are based on changes in the observability and/or significance of the valuation inputs and are assumed to occur at the beginning of the quarterly reporting period in which they occur. All transfers are based on changes in the observability and/or significance of the valuation inputs and are assumed to occur at the beginning of the quarterly reporting period in which they occur. Gains and losses Gains and losses The following describes significant components of total realized/unrealized gains/(losses) for instruments measured at fair value on a recurring basis for the periods indicated. These amounts exclude any effects of the Firm’s risk management activities where the financial instruments are classified as level 1 and 2 of the fair value hierarchy. Refer to Changes in level 3 recurring fair value measurements rollforward tables on pages 102-108 for further information on these instruments. The following describes significant components of total realized/unrealized gains/(losses) for instruments measured at fair value on a recurring basis for the periods indicated. These amounts exclude any effects of the Firm’s risk management activities where the financial instruments are classified as level 1 and 2 of the fair value hierarchy. Refer to Changes in level 3 recurring fair value measurements rollforward tables on pages 102-108 for further information on these instruments. Three months ended September 30, 2021 Three months ended September 30, 2021 •$1.3 billion of net gains on assets, driven by gains in net interest rate derivative receivables and net equity derivative receivables due to market movements. • $1.3 billion of net gains on assets, driven by gains in net interest rate derivative receivables and net equity derivative receivables due to market movements. •$928 million of net gains on liabilities, largely driven by gains in short-term borrowings due to market movements. • $928 million of net gains on liabilities, largely driven by gains in short-term borrowings due to market movements. Three months ended September 30, 2020 Three months ended September 30, 2020 •$744 million of net losses on assets, driven by market movements in net equity derivative receivables. • $744 million of net losses on assets, driven by market movements in net equity derivative receivables. •$763 million of net losses on liabilities, driven by market movements in long-term debt. • $763 million of net losses on liabilities, driven by market movements in long-term debt. Nine months ended September 30, 2021 Nine months ended September 30, 2021 •$1.0 billion of net gains on assets, driven by gains in net interest rate derivative receivables due to market movements, partially offset by losses in net commodity derivative receivables due to market movements. • $1.0 billion of net gains on assets, driven by gains in net interest rate derivative receivables due to market movements, partially offset by losses in net commodity derivative receivables due to market movements. •$988 million of net gains on liabilities, driven by gains in short-term borrowings due to market movements. • $988 million of net gains on liabilities, driven by gains in short-term borrowings due to market movements. Nine months ended September 30, 2020 Nine months ended September 30, 2020 •$374 million of net gains on assets, driven by gains in net interest rate derivative receivables due to market movements largely offset by losses in MSRs reflecting faster prepayment speeds on lower rates. Refer to Note 14 for additional information on MSRs. • $374 million of net gains on assets, driven by gains in net interest rate derivative receivables due to market movements largely offset by losses in MSRs reflecting faster prepayment speeds on lower rates. Refer to Note 14 for additional information on MSRs. •$845 million of net gains on liabilities, predominantly driven by market movements in long-term debt. • $845 million of net gains on liabilities, predominantly driven by market movements in long-term debt. Credit and funding adjustments — derivatives Credit and funding adjustments — derivatives The following table provides the impact of credit and funding adjustments on principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities. The FVA presented below includes the impact of the Firm’s own credit quality on the inception value of liabilities as well as the impact of changes in the Firm’s own credit quality over time. The following table provides the impact of credit and funding adjustments on principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities. The FVA presented below includes the impact of the Firm’s own credit quality on the inception value of liabilities as well as the impact of changes in the Firm’s own credit quality over time. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Credit and funding adjustments: Derivatives CVA $ 60 $ 144 $ 343 $ (574) Derivatives FVA 38 109 99 (236) Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Credit and funding adjustments: Credit and funding adjustments: Derivatives CVA $ 60 $ 144 $ 343 $ (574) Derivatives FVA Derivatives FVA 38 109 99 (236) Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for further information about both credit and funding adjustments, as well as information about valuation adjustments on fair value option elected liabilities. Refer to Note 2 of JPMorgan Chase’s 2020 Form 10-K for further information about both credit and funding adjustments, as well as information about valuation adjustments on fair value option elected liabilities. Assets and liabilities measured at fair value on a nonrecurring basis Assets and liabilities measured at fair value on a nonrecurring basis The following tables present the assets and liabilities held as of September 30, 2021 and 2020, for which nonrecurring fair value adjustments were recorded during the nine months ended September 30, 2021 and 2020, by major product category and fair value hierarchy. The following tables present the assets and liabilities held as of September 30, 2021 and 2020 , for which nonrecurring fair value adjustments were recorded during the nine months ended September 30, 2021 and 2020 , by major product category and fair value hierarchy. Fair value hierarchy Total fair value September 30, 2021 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,175 $ 314 (b) $ 1,489 Other assets(a) — 7 1,202 1,209 Total assets measured at fair value on a nonrecurring basis $ — $ 1,182 $ 1,516 $ 2,698 Accounts payable and other liabilities — — 2 2 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 2 $ 2 Fair value hierarchy Total fair value September 30, 2021 (in millions) Level 1 Level 1 Level 2 Level 2 Level 3 Level 3 Loans $ — $ 1,175 $ 314 (b) (b) $ 1,489 Other assets(a) Other assets (a) — 7 1,202 1,209 Total assets measured at fair value on a nonrecurring basis $ — $ 1,182 $ 1,516 $ 2,698 Accounts payable and other liabilities — — 2 2 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 2 $ 2 Fair value hierarchy Total fair value September 30, 2020 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,714 $ 788 $ 2,502 Other assets — 11 945 956 Total assets measured at fair value on a nonrecurring basis $ — $ 1,725 $ 1,733 $ 3,458 Accounts payable and other liabilities — — 3 3 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 3 $ 3 Fair value hierarchy Total fair value September 30, 2020 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,714 $ 788 $ 2,502 Other assets — 11 945 956 Total assets measured at fair value on a nonrecurring basis $ — $ 1,725 $ 1,733 $ 3,458 Accounts payable and other liabilities — — 3 3 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 3 $ 3 (a)Primarily includes equity securities without readily determinable fair values that were adjusted based on observable price changes in orderly transactions from an identical or similar investment of the same issuer (measurement alternative). Of the $1.2 billion in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $1.1 billion related to equity securities adjusted based on the measurement alternative. These equity securities are classified as level 3 due to the infrequency of the observable prices and/or the restrictions on the shares. (a) Primarily includes equity securities without readily determinable fair values that were adjusted based on observable price changes in orderly transactions from an identical or similar investment of the same issuer (measurement alternative). Of the $1.2 billion in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $1.1 billion related to equity securities adjusted based on the measurement alternative. These equity securities are classified as level 3 due to the infrequency of the observable prices and/or the restrictions on the shares. (b)Of the $314 million in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $208 million related to residential real estate loans carried at the net realizable value of the underlying collateral (e.g., collateral-dependent loans). These amounts are classified as level 3 as they are valued using information from broker’s price opinions, appraisals and automated valuation models and discounted based upon the Firm’s experience with actual liquidation values. These discounts ranged from 12% to 45% with a weighted average of 25%. (b) Of the $314 million in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $208 million related to residential real estate loans carried at the net realizable value of the underlying collateral (e.g., collateral-dependent loans). These amounts are classified as level 3 as they are valued using information from broker’s price opinions, appraisals and automated valuation models and discounted based upon the Firm’s experience with actual liquidation values. These discounts ranged from 12% to 45% with a weighted average of 25%. Nonrecurring fair value changes Nonrecurring fair value changes The following table presents the total change in value of assets and liabilities for which fair value adjustments have been recognized for the three and nine months ended September 30, 2021 and 2020, related to assets and liabilities held at those dates. The following table presents the total change in value of assets and liabilities for which fair value adjustments have been recognized for the three and nine months ended September 30, 2021 and 2020 , related to assets and liabilities held at those dates. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Loans $ (10) $ (35) $ (40) $ (318) Other assets(a) 84 (363) 177 (539) Accounts payable and other liabilities — 92 6 (3) Total nonrecurring fair value gains/(losses) $ 74 $ (306) $ 143 $ (860) Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Loans $ (10) $ (35) $ (40) $ (318) Other assets(a) Other assets (a) 84 (363) 177 (539) Accounts payable and other liabilities Accounts payable and other liabilities — 92 6 (3) Total nonrecurring fair value gains/(losses) Total nonrecurring fair value gains/(losses) $ 74 $ (306) $ 143 $ (860) (a)Included $90 million and $2 million for the three months ended September 30, 2021 and 2020, respectively, and $197 million and $(155) million for the nine months ended September 30, 2021 and 2020, respectively, of net gains/(losses) as a result of the measurement alternative. (a) Included $90 million and $2 million for the three months ended September 30, 2021 and 2020, respectively, and $197 million and $(155) million for the nine months ended September 30, 2021 and 2020, respectively, of net gains/(losses) as a result of the measurement alternative. Equity securities without readily determinable fair values Equity securities without readily determinable fair values The Firm measures certain equity securities without readily determinable fair values at cost less impairment (if any), plus or minus observable price changes from an identical or similar investment of the same issuer, with such changes recognized in other income. The Firm measures certain equity securities without readily determinable fair values at cost less impairment (if any), plus or minus observable price changes from an identical or similar investment of the same issuer, with such changes recognized in other income. In its determination of the new carrying values upon observable price changes, the Firm may adjust the prices if deemed necessary to arrive at the Firm’s estimated fair values. Such adjustments may include adjustments to reflect the different rights and obligations of similar securities, and other adjustments that are consistent with the Firm’s valuation techniques for private equity direct investments. In its determination of the new carrying values upon observable price changes, the Firm may adjust the prices if deemed necessary to arrive at the Firm’s estimated fair values. Such adjustments may include adjustments to reflect the different rights and obligations of similar securities, and other adjustments that are consistent with the Firm’s valuation techniques for private equity direct investments. The following table presents the carrying value of equity securities without readily determinable fair values held as of September 30, 2021 and 2020, that are measured under the measurement alternative and the related adjustments recorded during the periods presented for those securities with observable price changes. These securities are included in the nonrecurring fair value tables when applicable price changes are observable. The following table presents the carrying value of equity securities without readily determinable fair values held as of September 30, 2021 and 2020 , that are measured under the measurement alternative and the related adjustments recorded during the periods presented for those securities with observable price changes. These securities are included in the nonrecurring fair value tables when applicable price changes are observable. Three months ended Nine months ended September 30 September 30 As of or for the period ended, (in millions) 2021 2020 2021 2020 Other assets Carrying value(a) $ 3,207 $ 2,329 $ 3,207 $ 2,329 Upward carrying value changes(b) 100 36 216 49 Downward carrying value changes/impairment(c) (10) (34) (18) (204) Three months ended Nine months ended September 30 September 30 As of or for the period ended, (in millions) 2021 2020 2021 2020 Other assets Carrying value(a) Carrying value (a) $ 3,207 $ 2,329 $ 3,207 $ 2,329 Upward carrying value changes(b) Upward carrying value changes (b) 100 36 216 49 Downward carrying value changes/impairment(c) Downward carrying value changes/impairment (c) (10) (34) (18) (204) (a)The carrying value as of December 31, 2020 was $2.4 billion. The period-end carrying values reflect cumulative purchases and sales in addition to upward and downward carrying value changes. (a) The carrying value as of December 31, 2020 was $2.4 billion. The period-end carrying values reflect cumulative purchases and sales in addition to upward and downward carrying value changes. (b)The cumulative upward carrying value changes between January 1, 2018 and September 30, 2021 were $826 million. (b) The cumulative upward carrying value changes between January 1, 2018 and September 30, 2021 were $826 million. (c)The cumulative downward carrying value changes/impairment between January 1, 2018 and September 30, 2021 were $(335) million. (c) The cumulative downward carrying value changes/impairment between January 1, 2018 and September 30, 2021 were $(335) million. Additional disclosures about the fair value of financial instruments that are not carried on the Consolidated balance sheets at fair value Additional disclosures about the fair value of financial instruments that are not carried on the Consolidated balance sheets at fair value The following table presents, by fair value hierarchy classification, the carrying values and estimated fair values at September 30, 2021, and December 31, 2020, of financial assets and liabilities, excluding financial instruments that are carried at fair value on a recurring basis, and their classification within the fair value hierarchy. The following table presents, by fair value hierarchy classification, the carrying values and estimated fair values at September 30, 2021, and December 31, 2020, of financial assets and liabilities, excluding financial instruments that are carried at fair value on a recurring basis, and their classification within the fair value hierarchy. September 30, 2021 December 31, 2020 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value Level 1 Level 2 Level 3 Total estimated fair value Carrying value Level 1 Level 2 Level 3 Total estimated fair value Financial assets Cash and due from banks $ 25.9 $ 25.9 $ — $ — $ 25.9 $ 24.9 $ 24.9 $ — $ — $ 24.9 Deposits with banks 734.0 734.0 — — 734.0 502.7 502.7 — — 502.7 Accrued interest and accounts receivable 115.7 — 115.6 0.1 115.7 89.4 — 89.3 0.1 89.4 Federal funds sold and securities purchased under resale agreements 9.0 — 9.0 — 9.0 58.3 — 58.3 — 58.3 Securities borrowed 130.2 — 130.2 — 130.2 107.7 — 107.7 — 107.7 Investment securities, held-to-maturity 343.5 181.3 163.1 — 344.4 201.8 53.2 152.3 — 205.5 Loans, net of allowance for loan losses(a) 965.8 — 203.2 781.7 984.9 940.1 — 210.9 755.6 966.5 Other 98.0 — 96.7 1.4 98.1 81.8 — 80.0 1.9 81.9 Financial liabilities Deposits $ 2,390.5 $ — $ 2,390.6 $ — $ 2,390.6 $ 2,129.8 $ — $ 2,128.9 $ — $ 2,128.9 Federal funds purchased and securities loaned or sold under repurchase agreements 67.5 — 67.5 — 67.5 59.5 — 59.5 — 59.5 Short-term borrowings 30.4 — 30.4 — 30.4 28.3 — 28.3 — 28.3 Accounts payable and other liabilities 228.6 — 224.0 4.2 228.2 186.6 — 181.9 4.3 186.2 Beneficial interests issued by consolidated VIEs 13.2 — 13.2 — 13.2 17.5 — 17.6 — 17.6 Long-term debt 221.9 — 225.6 3.3 228.9 204.8 — 209.2 3.2 212.4 September 30, 2021 December 31, 2020 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value Level 1 Level 2 Level 3 Total estimated fair value Carrying value Level 1 Level 2 Level 3 Total estimated fair value Financial assets Cash and due from banks $ 25.9 $ 25.9 $ — $ — $ 25.9 $ 24.9 $ 24.9 $ — $ — $ 24.9 Deposits with banks 734.0 734.0 — — 734.0 502.7 502.7 — — 502.7 Accrued interest and accounts receivable Accrued interest and accounts receivable 115.7 — 115.6 0.1 115.7 89.4 — 89.3 0.1 89.4 Federal funds sold and securities purchased under resale agreements Federal funds sold and securities purchased under resale agreements 9.0 — 9.0 — 9.0 58.3 — 58.3 — 58.3 Securities borrowed Securities borrowed 130.2 — 130.2 — 130.2 107.7 — 107.7 — 107.7 Investment securities, held-to-maturity Investment securities, held-to-maturity 343.5 181.3 163.1 — 344.4 201.8 53.2 152.3 — 205.5 Loans, net of allowance for loan losses(a) Loans, net of allowance for loan losses (a) 965.8 — 203.2 781.7 984.9 940.1 — 210.9 755.6 966.5 Other 98.0 — 96.7 1.4 98.1 81.8 — 80.0 1.9 81.9 Financial liabilities Deposits $ 2,390.5 $ — $ 2,390.6 $ — $ 2,390.6 $ 2,129.8 $ — $ 2,128.9 $ — $ 2,128.9 Federal funds purchased and securities loaned or sold under repurchase agreements Federal funds purchased and securities loaned or sold under repurchase agreements 67.5 — 67.5 — 67.5 59.5 — 59.5 — 59.5 Short-term borrowings Short-term borrowings 30.4 — 30.4 — 30.4 28.3 — 28.3 — 28.3 Accounts payable and other liabilities Accounts payable and other liabilities 228.6 — 224.0 4.2 228.2 186.6 — 181.9 4.3 186.2 Beneficial interests issued by consolidated VIEs Beneficial interests issued by consolidated VIEs 13.2 — 13.2 — 13.2 17.5 — 17.6 — 17.6 Long-term debt Long-term debt 221.9 — 225.6 3.3 228.9 204.8 — 209.2 3.2 212.4 (a)Fair value is typically estimated using a discounted cash flow model that incorporates the characteristics of the underlying loans (including principal, contractual interest rate and contractual fees) and other key inputs, including expected lifetime credit losses, interest rates, prepayment rates, and primary origination or secondary market spreads. For certain loans, the fair value is measured based on the value of the underlying collateral. Carrying value of the loan takes into account the loan’s allowance for loan losses, which represents the loan’s expected credit losses over its remaining expected life. The difference between the estimated fair value and carrying value of a loan is generally attributable to changes in market interest rates, including credit spreads, market liquidity premiums and other factors that affect the fair value of a loan but do not affect its carrying value. (a) Fair value is typically estimated using a discounted cash flow model that incorporates the characteristics of the underlying loans (including principal, contractual interest rate and contractual fees) and other key inputs, including expected lifetime credit losses, interest rates, prepayment rates, and primary origination or secondary market spreads. For certain loans, the fair value is measured based on the value of the underlying collateral. Carrying value of the loan takes into account the loan’s allowance for loan losses, which represents the loan’s expected credit losses over its remaining expected life. The difference between the estimated fair value and carrying value of a loan is generally attributable to changes in market interest rates, including credit spreads, market liquidity premiums and other factors that affect the fair value of a loan but do not affect its carrying value. The majority of the Firm’s lending-related commitments are not carried at fair value on a recurring basis on the Consolidated balance sheets. The carrying value and the estimated fair value of these wholesale lending-related commitments were as follows for the periods indicated. The majority of the Firm’s lending-related commitments are not carried at fair value on a recurring basis on the Consolidated balance sheets. The carrying value and the estimated fair value of these wholesale lending-related commitments were as follows for the periods indicated. September 30, 2021 December 31, 2020 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value(a) (b) Level 1 Level 2 Level 3 Total estimated fair value Carrying value(a) (b) Level 1 Level 2 Level 3 Total estimated fair value Wholesale lending-related commitments $ 2.1 $ — $ — $ 3.1 $ 3.1 $ 2.2 $ — $ — $ 2.1 $ 2.1 September 30, 2021 December 31, 2020 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value(a) (b) Carrying value (a) (b) Level 1 Level 2 Level 3 Total estimated fair value Carrying value(a) (b) Carrying value (a) (b) Level 1 Level 2 Level 3 Total estimated fair value Wholesale lending-related commitments Wholesale lending-related commitments $ 2.1 $ — $ — $ 3.1 $ 3.1 $ 2.2 $ — $ — $ 2.1 $ 2.1 (a)Excludes the current carrying values of the guarantee liability and the offsetting asset, each of which is recognized at fair value at the inception of the guarantees. (a) Excludes the current carrying values of the guarantee liability and the offsetting asset, each of which is recognized at fair value at the inception of the guarantees. (b)Includes the wholesale allowance for lending-related commitments. (b) Includes the wholesale allowance for lending-related commitments. | | | | | | | | | | | | | | | | | | | | | | | Assets and liabilities measure| | | | | | |Fair value hier| |Derivative nett| | | | | | | September 30, 2021 (in million| Level 1| Level 2| | Level 3| |Total fair valu Federal funds sold and securit| $| —| | $| 273,158| | | $| —| | | $| —| | $| 273,158| Securities borrowed | —| | 72,833| | | —| | | —| | 72,833| Trading assets: | | | | | | | Debt instruments: | | | | | | | Mortgage-backed securities: | | | | | | | U.S. GSEs and government agenc| —| | 35,746| | | 299| | | —| | 36,045| Residential – nonagency | —| | 2,281| | | 24| | | —| | 2,305| Commercial – nonagency | —| | 1,662| | | 19| | | —| | 1,681| Total mortgage-backed securiti| —| | 39,689| | | 342| | | —| | 40,031| U.S. Treasury, GSEs and govern| 87,623| | 9,282| | | —| | | —| | 96,905| Obligations of U.S. states and| —| | 6,735| | | 7| | | —| | 6,742| Certificates of deposit, banke| —| | 2,567| | | —| | | —| | 2,567| Non-U.S. government debt secur| 41,486| | 48,345| | | 104| | | —| | 89,935| Corporate debt securities | —| | 31,472| | | 370| | | —| | 31,842| Loans | —| | 6,359| | | 982| | | —| | 7,341| Asset-backed securities | —| | 2,569| | | 28| | | —| | 2,597| Total debt instruments | 129,109| | 147,018| | | 1,833| | | —| | 277,960| Equity securities | 124,349| | 1,658| | | 634| | | —| | 126,641| Physical commodities(b) | 6,471| | 12,887| | | —| | | —| | 19,358| Other | —| | 23,920| | | 58| | | —| | 23,978| Total debt and equity instrume| 259,929| | 185,483| | | 2,525| | | —| | 447,937| Derivative receivables: | | | | | | | Interest rate | 1,931| | 281,315| | | 1,863| | | (260,343)| | 24,766| Credit | —| | 10,032| | | 492| | | (9,349)| | 1,175| Foreign exchange | 235| | 162,182| | | 779| | | (148,671)| | 14,525| Equity | —| | 71,346| | | 3,076| | | (63,930)| | 10,492| Commodity | —| | 35,781| | | 534| | | (19,365)| | 16,950| Total derivative receivables | 2,166| | 560,656| | | 6,744| | | (501,658)| | 67,908| Total trading assets(d) | 262,095| | 746,139| | | 9,269| | | (501,658)| | 515,845| Available-for-sale securities:| | | | | | | Mortgage-backed securities: | | | | | | | U.S. GSEs and government agenc| —| | 73,049| | | —| | | —| | 73,049| Residential – nonagency | —| | 6,373| | | —| | | —| | 6,373| Commercial – nonagency | —| | 3,132| | | —| | | —| | 3,132| Total mortgage-backed securiti| —| | 82,554| | | —| | | —| | 82,554| U.S. Treasury and government a| 121,471| | —| | | —| | | —| | 121,471| Obligations of U.S. states and| —| | 17,515| | | —| | | —| | 17,515| | | | | | | | Non-U.S. government debt secur| 5,457| | 10,368| | | —| | | —| | 15,825| Corporate debt securities | —| | 165| | | 95| | | —| | 260| Asset-backed securities: | | | | | | | Collateralized loan obligation| —| | 9,137| | | —| | | —| | 9,137| Other | —| | 4,828| | | —| | | —| | 4,828| | | | | | | | Total available-for-sale secur| 126,928| | 124,567| | | 95| | | —| | 251,590| Loans (e) | —| | 58,557| | | 2,071| | | —| | 60,628| Mortgage servicing rights | —| | —| | | 5,351| | | —| | 5,351| Other assets(d) | 9,332| | 4,061| | | 321| | | —| | 13,714| Total assets measured at fair | $| 398,355| | $| 1,279,315| | | $| 17,107| | | $| (501,658)| | $| 1,193,119| Deposits | $| —| | $| 9,431| | | $| 2,377| | | $| —| | $| 11,808| Federal funds purchased and se| —| | 187,439| | | —| | | —| | 187,439| Short-term borrowings | —| | 17,622| | | 2,411| | | —| | 20,033| Trading liabilities: | | | | | | | Debt and equity instruments(c)| 98,932| | 27,096| | | 30| | | —| | 126,058| Derivative payables: | | | | | | | Interest rate | 1,661| | 248,655| | | 1,976| | | (243,460)| | 8,832| Credit | —| | 11,301| | | 498| | | (10,406)| | 1,393| Foreign exchange | 248| | 160,511| | | 1,336| | | (148,090)| | 14,005| Equity | —| | 79,924| | | 6,913| | | (69,063)| | 17,774| Commodity | —| | 33,037| | | 1,406| | | (22,962)| | 11,481| Total derivative payables | 1,909| | 533,428| | | 12,129| | | (493,981)| | 53,485| Total trading liabilities | 100,841| | 560,524| | | 12,159| | | (493,981)| | 179,543| Accounts payable and other lia| 4,957| | 332| | | 51| | | —| | 5,340| Beneficial interests issued by| —| | 99| | | —| | | —| | 99| Long-term debt | —| | 52,985| | | 23,514| | | —| | 76,499| Total liabilities measured at | $| 105,798| | $| 828,432| | | $| 40,512| | | $| (493,981)| | $| 480,761| | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value hier| |Derivative nett| | | | | | | | | December 31, 2020 (in millions| Level 1| Level 2| | Level 3| | |Total fair valu Federal funds sold and securit| $| —| | $| 238,015| | | $| —| | | $| —| | | $| 238,015| Securities borrowed | —| | 52,983| | | —| | | —| | | 52,983| Trading assets: | | | | | | | | Debt instruments: | | | | | | | | Mortgage-backed securities: | | | | | | | | U.S. GSEs and government agenc| —| | 68,395| | | 449| | | —| | | 68,844| Residential – nonagency | —| | 2,138| | | 28| | | —| | | 2,166| Commercial – nonagency | —| | 1,327| | | 3| | | —| | | 1,330| Total mortgage-backed securiti| —| | 71,860| | | 480| | | —| | | 72,340| U.S. Treasury, GSEs and govern| 104,263| | 10,996| | | —| | | —| | | 115,259| Obligations of U.S. states and| —| | 7,184| | | 8| | | —| | | 7,192| Certificates of deposit, banke| —| | 1,230| | | —| | | —| | | 1,230| Non-U.S. government debt secur| 26,772| | 40,671| | | 182| | | —| | | 67,625| Corporate debt securities | —| | 21,017| | | 507| | | —| | | 21,524| Loans | —| | 6,101| | | 893| | | —| | | 6,994| Asset-backed securities | —| | 2,304| | | 28| | | —| | | 2,332| Total debt instruments | 131,035| | 161,363| | | 2,098| | | —| | | 294,496| Equity securities | 97,035| | 2,652| | | 476| | (g)| —| | | 100,163| Physical commodities(b) | 6,382| | 5,189| | | —| | | —| | | 11,571| Other | —| | 21,351| | (g)| 49| | (g)| —| | | 21,400| Total debt and equity instrume| 234,452| | 190,555| | | 2,623| | | —| | | 427,630| Derivative receivables: | | | | | | | | Interest rate(g) | 2,318| | 387,023| | | 2,307| | | (355,923)| | | 35,725| Credit(g) | —| | 12,721| | | 624| | | (12,665)| | | 680| Foreign exchange | 146| | 205,127| | | 987| | | (190,479)| | | 15,781| Equity | —| | 67,093| | (g)| 3,519| | | (54,125)| | | 16,487| Commodity | —| | 21,272| | | 231| | | (14,732)| | | 6,771| Total derivative receivables | 2,464| | 693,236| | | 7,668| | | (627,924)| | | 75,444| Total trading assets(d) | 236,916| | 883,791| | | 10,291| | | (627,924)| | | 503,074| Available-for-sale securities:| | | | | | | | Mortgage-backed securities: | | | | | | | | U.S. GSEs and government agenc| 7| | 113,294| | | —| | | —| | | 113,301| Residential – nonagency | —| | 10,233| | | —| | | —| | | 10,233| Commercial – nonagency | —| | 2,856| | | —| | | —| | | 2,856| Total mortgage-backed securiti| 7| | 126,383| | | —| | | —| | | 126,390| U.S. Treasury and government a| 201,951| | —| | | —| | | —| | | 201,951| Obligations of U.S. states and| —| | 20,396| | | —| | | —| | | 20,396| | | | | | | | | Non-U.S. government debt secur| 13,135| | 9,793| | | —| | | —| | | 22,928| Corporate debt securities | —| | 216| | | —| | | —| | | 216| Asset-backed securities: | | | | | | | | Collateralized loan obligation| —| | 10,048| | | —| | | —| | | 10,048| Other | —| | 6,249| | | —| | | —| | | 6,249| | | | | | | | | Total available-for-sale secur| 215,093| | 173,085| | | —| | | —| | | 388,178| Loans(e) | —| | 42,169| | | 2,305| | | —| | | 44,474| Mortgage servicing rights | —| | —| | | 3,276| | | —| | | 3,276| Other assets(d) | 8,110| | 4,561| | | 538| | | —| | | 13,209| Total assets measured at fair | $| 460,119| | $| 1,394,604| | | $| 16,410| | | $| (627,924)| | | $| 1,243,209| Deposits | $| —| | $| 11,571| | | $| 2,913| | | $| —| | | $| 14,484| Federal funds purchased and se| —| | 155,735| | | —| | | —| | | 155,735| Short-term borrowings | —| | 14,473| | | 2,420| | | —| | | 16,893| Trading liabilities: | | | | | | | | Debt and equity instruments(c)| 82,669| | 16,838| | | 51| | | —| | | 99,558| Derivative payables: | | | | | | | | Interest rate(g) | 2,496| | 349,442| | | 2,049| | | (340,975)| | | 13,012| Credit(g) | —| | 13,984| | | 848| | | (12,837)| | | 1,995| Foreign exchange | 132| | 214,373| | | 1,421| | | (194,493)| | | 21,433| Equity | —| | 74,032| | | 7,381| | | (55,515)| | | 25,898| Commodity | —| | 21,767| | | 962| | | (14,444)| | | 8,285| Total derivative payables | 2,628| | 673,598| | | 12,661| | | (618,264)| | | 70,623| Total trading liabilities | 85,297| | 690,436| | | 12,712| | | (618,264)| | | 170,181| Accounts payable and other lia| 2,895| | 513| | | 68| | | —| | | 3,476| Beneficial interests issued by| —| | 41| | | —| | | —| | | 41| Long-term debt | —| | 53,420| | | 23,397| | | —| | | 76,817| Total liabilities measured at | $| 88,192| | $| 926,189| | | $| 41,510| | | $| (618,264)| | | $| 437,627| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Level 3 inputs(a) | | | | | | September 30, 2021 | | | | | | Product/Instrument |Fair value (in | |Principal valua|Unobservable in|Range of input | Average(i) Residential mortgage-backed se| $| 1,161| | |Discounted cash| Yield| (2)%| –| 15%| | 4% | | |Prepayment spee| 0%| –| 100%| | 12% | | | |Conditional def| 0%| –| 30%| | 5% | | | | Loss severity| 0%| –| 110%| | 5% Commercial mortgage-backed sec| 480| | |Market comparab| Price| $0| –| $100| | $84 | | | | | | | | | Corporate debt securities | 465| | |Market comparab| Price| $2| –| $150| | $95 | | | | | | | | | Loans(d) | 1,754| | |Market comparab| Price| $5| –| $104| | $86 | | | | | | | | | | | | | | | | | | | | | | | | | | | | Asset-backed securities | 28| | |Market comparab| Price| $6| –| $99| | $56 Net interest rate derivatives | (118)| | | Option pricing|Interest rate v| 8bps| –| 569bps| | 120bps | | | |Interest rate s| 11bps| –| 23bps| | 15bps | | | |Interest rate c| (65)%| –| 95%| | 33% | | | |IR-FX correlati| (35)%| –| 50%| | (3)% | 5| | |Discounted cash|Prepayment spee| 0%| –| 30%| | 8% Net credit derivatives | (56)| | |Discounted cash|Credit correlat| 33%| –| 63%| | 45% | | | | Credit spread| 1bps| –| 2,539 bps| | 395bps | | | | Recovery rate| 40%| –| 67%| | 54% | | | | | | | | | | | | | | | | | | | | | |Conditional def| 100%| | 100% | | | | Loss severity| 100%| | 100% | 50| | |Market comparab| Price| $0| | $115| | $78 Net foreign exchange derivativ| (448)| | | Option pricing|IR-FX correlati| (40)%| –| 65%| | 21% | (109)| | |Discounted cash|Prepayment spee| 9%| | 9%| | 9% Net equity derivatives | (3,837)| | | Option pricing|Forward equity | 61%| –| 123%| | 99% | | | |Equity volatili| 2%| –| 144%| | 29% | | | |Equity correlat| 12%| –| 100%| | 55% | | | |Equity-FX corre| (79)%| –| 59%| | (27)% | | | |Equity-IR corre| 15%| –| 50%| | 28% Net commodity derivatives | (872)| | | Option pricing|Oil Commodity F| $635 / MT| –| $850 / MT| | $743 / MT | | | |Forward power p| $24 / MWH| –| $64 / MWH| | $44 / MWH | | | | | | | | | | |Commodity volat| 2%| –| 142%| | 72% | | | |Commodity corre| (50)%| –| 77%| | 14% MSRs | 5,351| | |Discounted cash|Refer to Note 1| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Long-term debt, short-term bor| 27,319| | | Option pricing|Interest rate v| 8bps| –| 569bps| | 120bps | | |Interest rate c| (65)%| –| 95%| | 33% | | |IR-FX correlati| (35)%| –| 50%| | (3)% | | |Equity correlat| 12%| –| 100%| | 55% | | |Equity-FX corre| (79)%| –| 59%| | (27)% | | |Equity-IR corre| 15%| –| 50%| | 28% | 983| | |Discounted cash|Credit correlat| 33%| –| 63%| | 45% Other level 3 assets and liabi| 1,043| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Three months ended September 3|Fair value at J|Total realized/| | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases(f) | Sales| | Settlements(g) Assets:(a) | | | | | | | | | | | | | | | Trading assets: | | | | | | | | | | | | | | | Debt instruments: | | | | | | | | | | | | | | | Mortgage-backed securities: | | | | | | | | | | | | | | | U.S. GSEs and government agenc| $| 329| | | $| (12)| | | $| 13| | $| (6)| | | $| (25)| | $| —| | $| —| | | $| 299| | | $| (12)| | Residential – nonagency | 16| | | —| | | 9| | —| | | (1)| | —| | —| | | 24| | | (1)| | Commercial – nonagency | 10| | | 7| | | 1| | —| | | (13)| | 14| | —| | | 19| | | 6| | Total mortgage-backed securiti| 355| | | (5)| | | 23| | (6)| | | (39)| | 14| | —| | | 342| | | (7)| | | | | | | | | | | | | | | | | Obligations of U.S. states and| 8| | | —| | | —| | —| | | (1)| | —| | —| | | 7| | | —| | Non-U.S. government debt secur| 183| | | (2)| | | 128| | (98)| | | —| | —| | (107)| | | 104| | | (1)| | Corporate debt securities | 487| | | (33)| | | 38| | (115)| | | (3)| | 25| | (29)| | | 370| | | (25)| | Loans | 795| | | —| | | 219| | (197)| | | (130)| | 409| | (114)| | | 982| | | 2| | Asset-backed securities | 35| | | 1| | | 3| | (4)| | | —| | —| | (7)| | | 28| | | —| | Total debt instruments | 1,863| | | (39)| | | 411| | (420)| | | (173)| | 448| | (257)| | | 1,833| | | (31)| | Equity securities | 690| | | (41)| | | 5| | (44)| | | —| | 62| | (38)| | | 634| | | (34)| | Other | 47| | | 26| | | 17| | —| | | (31)| | —| | (1)| | | 58| | | 26| | Total trading assets – debt an| 2,600| | | (54)| | (c)| 433| | (464)| | | (204)| | 510| | (296)| | | 2,525| | | (39)| | (c) Net derivative receivables:(b)| | | | | | | | | | | | | | | Interest rate | (22)| | | 618| | | 21| | (44)| | | (683)| | 13| | (16)| | | (113)| | | 246| | Credit | (17)| | | (9)| | | 4| | (7)| | | 59| | (4)| | (32)| | | (6)| | | (1)| | Foreign exchange | (583)| | | 2| | | 28| | (44)| | | 41| | (5)| | 4| | | (557)| | | 15| | Equity | (4,936)| | | 723| | | 192| | (1,001)| | | 912| | 214| | 59| | | (3,837)| | | 397| | Commodity | (1,167)| | | 88| | | 130| | (88)| | | 156| | (2)| | 11| | | (872)| | | 178| | Total net derivative receivabl| (6,725)| | | 1,422| | (c)| 375| | (1,184)| | | 485| | 216| | 26| | | (5,385)| | | 835| | (c) Available-for-sale securities:| | | | | | | | | | | | | | | Corporate debt securities | —| | | —| | | 95| | —| | | —| | —| | —| | | 95| | | —| | | | | | | | | | | | | | | | | Total available-for-sale secur| —| | | —| | | 95| | —| | | —| | —| | —| | | 95| | | —| | Loans | 1,734| | | (13)| | (c)| 209| | (1)| | | (180)| | 427| | (105)| | | 2,071| | | (11)| | (c) Mortgage servicing rights | 4,549| | | (11)| | (d)| 1,013| | 1| | | (201)| | —| | —| | | 5,351| | | (11)| | (d) Other assets | 518| | | (35)| | (c)| 3| | —| | | (165)| | —| | —| | | 321| | | (34)| | (c) | | | | | | | | | | | | | | | |Fair value meas| | Three months ended September 3|Fair value at J|Total realized/| | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases | Sales| Issuances| Settlements(g) Liabilities:(a) | | | | | | | | | | | | | | | Deposits | $| 2,684| | | $| (11)| | (c)(e)| $| —| | $| —| | $| 33| | $| (172)| | $| —| | $| (157)| | | $| 2,377| | | $| (7)| | (c)(e) | | | | | | | | | | | | | | | Short-term borrowings | 3,075| | | (699)| | (c)(e)| —| | —| | 1,166| | (1,121)| | —| | (10)| | | 2,411| | | (124)| | (c)(e) Trading liabilities – debt and| 36| | | (2)| | (c)| (8)| | 2| | —| | —| | 3| | (1)| | | 30| | | 1| | (c) Accounts payable and other lia| 51| | | —| | | —| | —| | —| | —| | —| | —| | | 51| | | 1| | (c) | | | | | | | | | | | | | | | Long-term debt | 23,527| | | (216)| | (c)(e)| —| | —| | 2,950| | (2,512)| | 11| | (246)| | | 23,514| | | (242)| | (c)(e) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Three months ended September 3|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases(f) | Sales| | | Settlements(g)| Assets:(a) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Trading assets: | | | | | | | | | | | | | | | | | Debt instruments: | | | | | | | | | | | | | | | | | Mortgage-backed securities: | | | | | | | | | | | | | | | | | U.S. GSEs and government agenc| $| 469| | | $| (4)| | | $| 110| | $| (28)| | | | $| (40)| | | $| —| | $| —| | | $| 507| | | $| (2)| | Residential – nonagency | 23| | | —| | | 8| | (2)| | | | (1)| | | —| | (3)| | | 25| | | —| | Commercial – nonagency | 2| | | —| | | —| | —| | | | —| | | —| | —| | | 2| | | —| | Total mortgage-backed securiti| 494| | | (4)| | | 118| | (30)| | | | (41)| | | —| | (3)| | | 534| | | (2)| | | | | | | | | | | | | | | | | | | Obligations of U.S. states and| 8| | | —| | | —| | —| | | | —| | | —| | —| | | 8| | | —| | Non-U.S. government debt secur| 167| | | 6| | | 25| | (23)| | | | (2)| | | —| | (8)| | | 165| | | 6| | Corporate debt securities | 946| | | 45| | | 114| | (33)| | | | (225)| | | 4| | (202)| | | 649| | | 45| | Loans | 905| | | 22| | | 240| | (173)| | | | (21)| | | 69| | (312)| | | 730| | | 8| | Asset-backed securities | 39| | | 3| | | 5| | (21)| | | | (2)| | | 9| | —| | | 33| | | —| | Total debt instruments | 2,559| | | 72| | | 502| | (280)| | | | (291)| | | 82| | (525)| | | 2,119| | | 57| | Equity securities | 191| | | 24| | | 13| | (104)| | | | —| | | 104| | (42)| | | 186| | | 29| | Other | 379| | | 75| | | 203| | (4)| | | | (2)| | | 2| | —| | | 653| | | 77| | Total trading assets – debt an| 3,129| | | 171| | (c)| 718| | (388)| | | | (293)| | | 188| | (567)| | | 2,958| | | 163| | (c) Net derivative receivables:(b)| | | | | | | | | | | | | | | | | Interest rate | (104)| | | 657| | | 15| | (30)| | | | (647)| | | 35| | 102| | | 28| | | 323| | Credit | (137)| | | (62)| | | 22| | (16)| | | | 154| | | (12)| | 2| | | (49)| | | (21)| | Foreign exchange | (595)| | | (57)| | | 7| | (7)| | | | (34)| | | 7| | 3| | | (676)| | | (90)| | Equity | (2,036)| | | (1,437)| | | 323| | (384)| | | | 29| | | 33| | 369| | | (3,103)| | | (1,051)| | Commodity | (297)| | | 15| | | 11| | (79)| | | | 36| | | (302)| | (5)| | | (621)| | | 39| | Total net derivative receivabl| (3,169)| | | (884)| | (c)| 378| | (516)| | | | (462)| | | (239)| | 471| | | (4,421)| | | (800)| | (c) Available-for-sale securities:| | | | | | | | | | | | | | | | | Mortgage-backed securities | —| | | —| | | —| | —| | | | —| | | —| | —| | | —| | | —| | | | | | | | | | | | | | | | | | | Total available-for-sale secur| —| | | —| | | —| | —| | | | —| | | —| | —| | | —| | | —| | Loans | 1,874| | | (44)| | (c)| 197| | (44)| | | | (324)| | | 316| | (169)| | | 1,806| | | (44)| | (c) Mortgage servicing rights | 3,080| | | 34| | (d)| 221| | (104)| | | | (215)| | | —| | —| | | 3,016| | | 34| | (d) Other assets | 701| | | (21)| | (c)| 5| | —| | | | (27)| | | —| | —| | | 658| | | 32| | (c) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Three months ended September 3|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases | Sales| | Issuances| Settlements(g)| Liabilities:(a) | | | | | | | | | | | | | | | | | Deposits | $| 3,217| | | $| 43| | (c)(e)| $| —| | $| —| | | $| 170| | $| (110)| | | $| —| | $| (264)| | | $| 3,056| | | $| 87| | (c)(e) | | | | | | | | | | | | | | | | | Short-term borrowings | 2,305| | | (47)| | (c)(e)| —| | —| | | 1,421| | (1,093)| | | 25| | (3)| | | 2,608| | | (47)| | (c)(e) Trading liabilities – debt and| 59| | | (2)| | (c)| (5)| | 5| | | —| | 1| | | 3| | (4)| | | 57| | | (3)| | (c) Accounts payable and other lia| 91| | | 3| | (c)| (62)| | 4| | | —| | —| | | 8| | —| | | 44| | | 3| | (c) Beneficial interests issued by| —| | | —| | | —| | —| | | —| | —| | | —| | —| | | —| | | —| | Long-term debt | 22,728| | | 766| | (c)(e)| —| | —| | | 1,225| | (2,493)| | | 78| | (88)| | | 22,216| | | 646| | (c)(e) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Nine months ended September 30|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases(f) | Sales| | | Settlements(g)| Assets:(a) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Trading assets: | | | | | | | | | | | | | | | | | Debt instruments: | | | | | | | | | | | | | | | | | Mortgage-backed securities: | | | | | | | | | | | | | | | | | U.S. GSEs and government agenc| $| 449| | | $| (22)| | | $| 20| | $| (62)| | | | $| (86)| | | $| 1| | $| (1)| | | $| 299| | | $| (25)| | Residential – nonagency | 28| | | 1| | | 24| | (24)| | | | (4)| | | —| | (1)| | | 24| | | (2)| | Commercial – nonagency | 3| | | 7| | | 12| | (1)| | | | (16)| | | 14| | —| | | 19| | | 6| | Total mortgage-backed securiti| 480| | | (14)| | | 56| | (87)| | | | (106)| | | 15| | (2)| | | 342| | | (21)| | | | | | | | | | | | | | | | | | | Obligations of U.S. states and| 8| | | —| | | —| | —| | | | (1)| | | —| | —| | | 7| | | —| | Non-U.S. government debt secur| 182| | | (10)| | | 330| | (284)| | | | (7)| | | —| | (107)| | | 104| | | (2)| | Corporate debt securities | 507| | | (18)| | | 357| | (415)| | | | (3)| | | 138| | (196)| | | 370| | | (3)| | Loans | 893| | | 6| | | 785| | (434)| | | | (256)| | | 584| | (596)| | | 982| | | —| | Asset-backed securities | 28| | | 8| | | 41| | (43)| | | | (1)| | | 2| | (7)| | | 28| | | —| | Total debt instruments | 2,098| | | (28)| | | 1,569| | (1,263)| | | | (374)| | | 739| | (908)| | | 1,833| | | (26)| | Equity securities | 476| | | (38)| | | 258| | (114)| | | | —| | | 140| | (88)| | | 634| | | (92)| | Other | 49| | | 74| | | 118| | —| | | | (86)| | | 3| | (100)| | | 58| | | 37| | Total trading assets – debt an| 2,623| | | 8| | (c)| 1,945| | (1,377)| | | | (460)| | | 882| | (1,096)| | | 2,525| | | (81)| | (c) Net derivative receivables:(b)| | | | | | | | | | | | | | | | | Interest rate | 258| | | 1,587| | | 92| | (146)| | | | (1,874)| | | 68| | (98)| | | (113)| | | 212| | Credit | (224)| | | 140| | | 6| | (11)| | | | 103| | | (13)| | (7)| | | (6)| | | 143| | Foreign exchange | (434)| | | (196)| | | 67| | (98)| | | | 140| | | 6| | (42)| | | (557)| | | (44)| | Equity | (3,862)| | | (195)| | | 667| | (2,246)| | | | 1,638| | | 233| | (72)| | | (3,837)| | | (187)| | Commodity | (731)| | | (505)| | | 140| | (382)| | | | 600| | | (3)| | 9| | | (872)| | | (223)| | Total net derivative receivabl| (4,993)| | | 831| | (c)| 972| | (2,883)| | | | 607| | | 291| | (210)| | | (5,385)| | | (99)| | (c) Available-for-sale securities:| | | | | | | | | | | | | | | | | Corporate debt securities | —| | | —| | | 95| | —| | | | —| | | —| | —| | | 95| | | —| | | | | | | | | | | | | | | | | | | Total available-for-sale secur| —| | | —| | | 95| | —| | | | —| | | —| | —| | | 95| | | —| | Loans | 2,305| | | (79)| | (c)| 516| | (326)| | | | (699)| | | 1,027| | (673)| | | 2,071| | | (92)| | (c) Mortgage servicing rights | 3,276| | | 258| | (d)| 2,410| | (23)| | | | (570)| | | —| | —| | | 5,351| | | 258| | (d) Other assets | 538| | | 9| | (c)| 10| | (18)| | | | (217)| | | —| | (1)| | | 321| | | 22| | (c) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Nine months ended September 30|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases | Sales| | Issuances| Settlements(g)| Liabilities:(a) | | | | | | | | | | | | | | | | | Deposits | $| 2,913| | | $| (67)| | (c)(e)| $| —| | $| —| | | $| 252| | $| (360)| | | $| 2| | $| (363)| | | $| 2,377| | | $| (60)| | (c)(e) | | | | | | | | | | | | | | | | | Short-term borrowings | 2,420| | | (1,095)| | (c)(e)| —| | —| | | 5,479| | (4,333)| | | 9| | (69)| | | 2,411| | | (117)| | (c)(e) Trading liabilities – debt and| 51| | | (6)| | (c)| (100)| | 36| | | —| | —| | | 62| | (13)| | | 30| | | (2)| | (c) Accounts payable and other lia| 68| | | (10)| | (c)| —| | 1| | | —| | —| | | —| | (8)| | | 51| | | (9)| | (c) | | | | | | | | | | | | | | | | | Long-term debt | 23,397| | | 190| | (c)(e)| —| | —| | | 9,884| | (9,250)| | | 29| | (736)| | | 23,514| | | 48| | (c)(e) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Nine months ended September 30|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases(f) | Sales| | | Settlements(g)| Assets:(a) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Trading assets: | | | | | | | | | | | | | | | | | Debt instruments: | | | | | | | | | | | | | | | | | Mortgage-backed securities: | | | | | | | | | | | | | | | | | U.S. GSEs and government agenc| $| 797| | | $| (153)| | | $| 134| | $| (149)| | | | $| (122)| | | $| —| | $| —| | | $| 507| | | $| (140)| | Residential – nonagency | 23| | | (1)| | | 12| | (4)| | | | (2)| | | —| | (3)| | | 25| | | 2| | Commercial – nonagency | 4| | | —| | | 1| | —| | | | (1)| | | 1| | (3)| | | 2| | | 4| | Total mortgage-backed securiti| 824| | | (154)| | | 147| | (153)| | | | (125)| | | 1| | (6)| | | 534| | | (134)| | | | | | | | | | | | | | | | | | | Obligations of U.S. states and| 10| | | —| | | —| | (1)| | | | (1)| | | —| | —| | | 8| | | —| | Non-U.S. government debt secur| 155| | | 10| | | 164| | (148)| | | | (7)| | | —| | (9)| | | 165| | | 7| | Corporate debt securities | 558| | | (10)| | | 475| | (131)| | | | (234)| | | 296| | (305)| | | 649| | | 13| | Loans | 673| | | (72)| | | 829| | (400)| | | | (130)| | | 676| | (846)| | | 730| | | (35)| | Asset-backed securities | 37| | | (4)| | | 42| | (36)| | | | (5)| | | 9| | (10)| | | 33| | | (1)| | Total debt instruments | 2,257| | | (230)| | | 1,657| | (869)| | | | (502)| | | 982| | (1,176)| | | 2,119| | | (150)| | Equity securities | 196| | | (79)| | | 37| | (109)| | | | —| | | 259| | (118)| | | 186| | | (40)| | Other | 232| | | 239| | | 213| | (9)| | | | (23)| | | 4| | (3)| | | 653| | | 263| | Total trading assets – debt an| 2,685| | | (70)| | (c)| 1,907| | (987)| | | | (525)| | | 1,245| | (1,297)| | | 2,958| | | 73| | (c) Net derivative receivables:(b)| | | | | | | | | | | | | | | | | Interest rate | (332)| | | 2,052| | | 102| | (97)| | | | (1,510)| | | (317)| | 130| | | 28| | | 290| | Credit | (139)| | | —| | | 70| | (150)| | | | 137| | | 59| | (26)| | | (49)| | | 24| | Foreign exchange | (607)| | | (214)| | | 46| | (16)| | | | 75| | | 15| | 25| | | (676)| | | (181)| | Equity | (3,395)| | | 564| | | 912| | (1,473)| | | | 558| | | (524)| | 255| | | (3,103)| | | 1,342| | Commodity | (16)| | | (248)| | | 22| | (107)| | | | 54| | | (306)| | (20)| | | (621)| | | 363| | Total net derivative receivabl| (4,489)| | | 2,154| | (c)| 1,152| | (1,843)| | | | (686)| | | (1,073)| | 364| | | (4,421)| | | 1,838| | (c) Available-for-sale securities:| | | | | | | | | | | | | | | | | Mortgage-backed securities | 1| | | —| | | —| | —| | | | (1)| | | —| | —| | | —| | | —| | | | | | | | | | | | | | | | | | | Total available-for-sale secur| 1| | | —| | | —| | —| | | | (1)| | | —| | —| | | —| | | —| | Loans | 516| | | (195)| | (c)| 450| | (77)| | | | (678)| | | 2,312| | (522)| | | 1,806| | | (147)| | (c) Mortgage servicing rights | 4,699| | | (1,459)| | (d)| 663| | (177)| | | | (710)| | | —| | —| | | 3,016| | | (1,459)| | (d) Other assets | 917| | | (56)| | (c)| 66| | (28)| | | | (281)| | | 40| | —| | | 658| | | 4| | (c) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Nine months ended September 30|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases | Sales| | Issuances| Settlements(g)| Liabilities:(a) | | | | | | | | | | | | | | | | | Deposits | $| 3,360| | | $| 88| | (c)(e)| $| —| | $| —| | | $| 636| | $| (538)| | | $| 265| | $| (755)| | | $| 3,056| | | $| 137| | (c)(e) | | | | | | | | | | | | | | | | | Short-term borrowings | 1,674| | | (294)| | (c)(e)| —| | —| | | 3,961| | (2,769)| | | 77| | (41)| | | 2,608| | | (27)| | (c)(e) Trading liabilities – debt and| 41| | | 1| | (c)| (81)| | 12| | | —| | (4)| | | 96| | (8)| | | 57| | | —| | Accounts payable and other lia| 45| | | (1)| | (c)| (85)| | 37| | | —| | —| | | 48| | —| | | 44| | | 1| | (c) | | | | | | | | | | | | | | | | | Long-term debt | 23,339| | | (639)| | (c)(e)| —| | —| | | 7,432| | (7,851)| | | 1,056| | (1,121)| | | 22,216| | | (507)| | (c)(e) | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| | 2020| | 2021| | 2020 Credit and funding adjustments| | | | | | | Derivatives CVA | $| 60| | | $| 144| | | $| 343| | | $| (574)| Derivatives FVA | 38| | | 109| | | 99| | | (236)| | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value hier| |Total fair valu September 30, 2021 (in million| Level 1| Level 2| | Level 3| Loans | $| —| | $| 1,175| | | $| 314| | (b)| $| 1,489| Other assets(a) | —| | 7| | | 1,202| | | 1,209| Total assets measured at fair | $| —| | $| 1,182| | | $| 1,516| | | $| 2,698| Accounts payable and other lia| —| | —| | | 2| | | 2| Total liabilities measured at | $| —| | $| —| | | $| 2| | | $| 2| | | | | | | | | | | | | | | | | | | | | |Fair value hier| |Total fair valu September 30, 2020 (in million| Level 1| Level 2| | Level 3| Loans | $| —| | $| 1,714| | | $| 788| | | $| 2,502| Other assets | —| | 11| | | 945| | | 956| Total assets measured at fair | $| —| | $| 1,725| | | $| 1,733| | | $| 3,458| Accounts payable and other lia| —| | —| | | 3| | | 3| Total liabilities measured at | $| —| | $| —| | | $| 3| | | $| 3| | | | | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end| (in millions) | 2021| | 2020| | 2021| | 2020| Loans | $| (10)| | | $| (35)| | | $| (40)| | | $| (318)| | Other assets(a) | 84| | | (363)| | | 177| | | (539)| | Accounts payable and other lia| —| | | 92| | | 6| | | (3)| | Total nonrecurring fair value | $| 74| | | $| (306)| | | $| 143| | | $| (860)| | | | | | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end| | September 30| | September 30| As of or for the period ended,| | | | | | | | (in millions) | 2021| | 2020| | 2021| | 2020| Other assets | | | | | | | | Carrying value(a) | $| 3,207| | | $| 2,329| | | $| 3,207| | | $| 2,329| | Upward carrying value changes(| 100| | | 36| | | 216| | | 49| Downward carrying value change| (10)| | | (34)| | | (18)| | | (204)| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |September 30, 2| |December 31, 20 | |Estimated fair | | | |Estimated fair | (in billions) | Carrying value| Level 1| Level 2| Level 3|Total estimated| | Carrying value| Level 1| Level 2| Level 3|Total estimated Financial assets | | | | | | | | | | | Cash and due from banks | $| 25.9| | $| 25.9| | $| —| | $| —| | $| 25.9| | | $| 24.9| | $| 24.9| | $| —| | $| —| | $| 24.9| Deposits with banks | 734.0| | 734.0| | —| | —| | 734.0| | | 502.7| | 502.7| | —| | —| | 502.7| Accrued interest and accounts | 115.7| | —| | 115.6| | 0.1| | 115.7| | | 89.4| | —| | 89.3| | 0.1| | 89.4| Federal funds sold and securit| 9.0| | —| | 9.0| | —| | 9.0| | | 58.3| | —| | 58.3| | —| | 58.3| Securities borrowed | 130.2| | —| | 130.2| | —| | 130.2| | | 107.7| | —| | 107.7| | —| | 107.7| Investment securities, held-to| 343.5| | 181.3| | 163.1| | —| | 344.4| | | 201.8| | 53.2| | 152.3| | —| | 205.5| Loans, net of allowance for lo| 965.8| | —| | 203.2| | 781.7| | 984.9| | | 940.1| | —| | 210.9| | 755.6| | 966.5| Other | 98.0| | —| | 96.7| | 1.4| | 98.1| | | 81.8| | —| | 80.0| | 1.9| | 81.9| Financial liabilities | | | | | | | | | | | Deposits | $| 2,390.5| | $| —| | $| 2,390.6| | $| —| | $| 2,390.6| | | $| 2,129.8| | $| —| | $| 2,128.9| | $| —| | $| 2,128.9| Federal funds purchased and se| 67.5| | —| | 67.5| | —| | 67.5| | | 59.5| | —| | 59.5| | —| | 59.5| | | | | | | | | | | | Short-term borrowings | 30.4| | —| | 30.4| | —| | 30.4| | | 28.3| | —| | 28.3| | —| | 28.3| Accounts payable and other lia| 228.6| | —| | 224.0| | 4.2| | 228.2| | | 186.6| | —| | 181.9| | 4.3| | 186.2| Beneficial interests issued by| 13.2| | —| | 13.2| | —| | 13.2| | | 17.5| | —| | 17.6| | —| | 17.6| Long-term debt | 221.9| | —| | 225.6| | 3.3| | 228.9| | | 204.8| | —| | 209.2| | 3.2| | 212.4| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |September 30, 2| |December 31, 20 | |Estimated fair | | | |Estimated fair | (in billions) |Carrying value(| Level 1| Level 2| Level 3|Total estimated| |Carrying value(| Level 1| Level 2| Level 3|Total estimated Wholesale lending-related comm| $| 2.1| | $| —| | $| —| | $| 3.1| | $| 3.1| | | $| 2.2| | $| —| | $| —| | $| 2.1| | $| 2.1| Presentation: [230593009 - Disclosure - Securities Financing Activities (Tables)] [us-gaap:SecuritiesFinancingTransactionsDisclosuresAbstract] = [none]: [us-gaap:ScheduleOfSecuritiesFinancingTransactionsTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:TransferOfCertainFinancialAssetsAccountedForAsSecuredBorrowingsTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Securities Financing Transactions Disclosures [Abstract] Schedule of securities sold under repurchase agreements, netting & securities loaned | The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of September 30, 2021 and December 31, 2020. When the Firm has obtained an appropriate legal opinion with respect to a master netting agreement with a counterparty and where other relevant netting criteria under U.S. GAAP are met, the Firm nets, on the Consolidated balance sheets, the balances outstanding under its securities financing agreements with the same counterparty. In addition, the Firm exchanges securities and/or cash collateral with its counterparty to reduce the economic exposure with the counterparty, but such collateral is not eligible for net Consolidated balance sheet presentation. Where the Firm has obtained an appropriate legal opinion with respect to the counterparty master netting agreement, such collateral, along with securities financing balances that do not meet all these relevant netting criteria under U.S. GAAP, is presented in the table below as “Amounts not nettable on the Consolidated balance sheets,” and reduces the “Net amounts” presented. Where a legal opinion has not been either sought or obtained, the securities financing balances are presented gross in the “Net amounts” below. In transactions where the Firm is acting as the lender in a securities-for-securities lending agreement and receives securities that can be pledged or sold as collateral, the Firm recognizes the securities received at fair value within other assets and the obligation to return those securities within accounts payable and other liabilities on the Consolidated balance sheets. September 30, 2021 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Net amounts(c) Assets Securities purchased under resale agreements $ 569,373 $ (287,212) $ 282,161 $ (269,113) $ 13,048 Securities borrowed 243,904 (40,917) 202,987 (149,458) 53,529 Liabilities Securities sold under repurchase agreements $ 533,390 $ (287,212) $ 246,178 $ (222,187) $ 23,991 Securities loaned and other(a) 52,735 (40,917) 11,818 (11,362) 456 December 31, 2020 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Net amounts(c) Assets Securities purchased under resale agreements $ 666,467 $ (370,183) $ 296,284 $ (273,206) $ 23,078 Securities borrowed 193,700 (33,065) 160,635 (115,219) 45,416 Liabilities Securities sold under repurchase agreements $ 578,060 $ (370,183) $ 207,877 $ (191,980) $ 15,897 Securities loaned and other(a) 41,366 (33,065) 8,301 (8,257) 44 (a)Includes securities-for-securities lending agreements of $5.3 billion and $3.4 billion at September 30, 2021 and December 31, 2020, respectively, accounted for at fair value, where the Firm is acting as lender. (b)In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related net asset or liability with that counterparty. (c)Includes securities financing agreements that provide collateral rights, but where an appropriate legal opinion with respect to the master netting agreement has not been either sought or obtained. At September 30, 2021 and December 31, 2020, included $10.6 billion and $17.0 billion, respectively, of securities purchased under resale agreements; $49.0 billion and $42.1 billion, respectively, of securities borrowed; $22.6 billion and $14.5 billion, respectively, of securities sold under repurchase agreements; and $203 million and $8 million, respectively, of securities loaned and other. September 30, 2021 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Net amounts(c) Assets Securities purchased under resale agreements $ 569,373 $ (287,212) $ 282,161 $ (269,113) $ 13,048 Securities borrowed 243,904 (40,917) 202,987 (149,458) 53,529 Liabilities Securities sold under repurchase agreements $ 533,390 $ (287,212) $ 246,178 $ (222,187) $ 23,991 Securities loaned and other(a) 52,735 (40,917) 11,818 (11,362) 456 September 30, 2021 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Amounts not nettable on the Consolidated balance sheets (b) Net Net amounts(c) amounts (c) Assets Assets Securities purchased under resale agreements Securities purchased under resale agreements $ 569,373 $ (287,212) $ 282,161 $ (269,113) $ 13,048 Securities borrowed Securities borrowed 243,904 (40,917) 202,987 (149,458) 53,529 Liabilities Liabilities Securities sold under repurchase agreements $ 533,390 $ (287,212) $ 246,178 $ (222,187) $ 23,991 Securities loaned and other(a) Securities loaned and other (a) 52,735 (40,917) 11,818 (11,362) 456 December 31, 2020 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Net amounts(c) Assets Securities purchased under resale agreements $ 666,467 $ (370,183) $ 296,284 $ (273,206) $ 23,078 Securities borrowed 193,700 (33,065) 160,635 (115,219) 45,416 Liabilities Securities sold under repurchase agreements $ 578,060 $ (370,183) $ 207,877 $ (191,980) $ 15,897 Securities loaned and other(a) 41,366 (33,065) 8,301 (8,257) 44 December 31, 2020 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Amounts not nettable on the Consolidated balance sheets (b) Net Net amounts(c) amounts (c) Assets Assets Securities purchased under resale agreements Securities purchased under resale agreements $ 666,467 $ (370,183) $ 296,284 $ (273,206) $ 23,078 Securities borrowed Securities borrowed 193,700 (33,065) 160,635 (115,219) 45,416 Liabilities Liabilities Securities sold under repurchase agreements $ 578,060 $ (370,183) $ 207,877 $ (191,980) $ 15,897 Securities loaned and other(a) Securities loaned and other (a) 41,366 (33,065) 8,301 (8,257) 44 (a)Includes securities-for-securities lending agreements of $5.3 billion and $3.4 billion at September 30, 2021 and December 31, 2020, respectively, accounted for at fair value, where the Firm is acting as lender. (a) Includes securities-for-securities lending agreements of $5.3 billion and $3.4 billion at September 30, 2021 and December 31, 2020, respectively, accounted for at fair value, where the Firm is acting as lender. (b)In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related net asset or liability with that counterparty. (b) In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related net asset or liability with that counterparty. | | | | | | | | | | | | | | | | | | | | |September 30, 2 (in millions) | Gross amounts|Amounts netted |Amounts present|Amounts not net| Net amounts(c) Assets | | | | | | Securities purchased under res| $| 569,373| | $| (287,212)| | $| 282,161| | $| (269,113)| | | $| 13,048| Securities borrowed | 243,904| | (40,917)| | 202,987| | (149,458)| | | 53,529| Liabilities | | | | | | Securities sold under repurcha| $| 533,390| | $| (287,212)| | $| 246,178| | $| (222,187)| | | $| 23,991| Securities loaned and other(a)| 52,735| | (40,917)| | 11,818| | (11,362)| | | 456| | | | | | | | | | | | | | | | | | | | | |December 31, 20 (in millions) | Gross amounts|Amounts netted |Amounts present|Amounts not net| Net amounts(c) Assets | | | | | | Securities purchased under res| $| 666,467| | $| (370,183)| | $| 296,284| | $| (273,206)| | | $| 23,078| Securities borrowed | 193,700| | (33,065)| | 160,635| | (115,219)| | | 45,416| Liabilities | | | | | | Securities sold under repurcha| $| 578,060| | $| (370,183)| | $| 207,877| | $| (191,980)| | | $| 15,897| Securities loaned and other(a)| 41,366| | (33,065)| | 8,301| | (8,257)| | | 44| Schedule of types of assets pledged in secured financing transactions | The tables below present as of September 30, 2021, and December 31, 2020 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements.Gross liability balanceSeptember 30, 2021December 31, 2020 (in millions)Securities sold under repurchase agreementsSecurities loaned and otherSecurities sold under repurchase agreementsSecurities loaned and otherMortgage-backed securitiesU.S. GSEs and government agencies$21,919 $— $56,744 $— Residential - nonagency722 — 1,016 — Commercial - nonagency1,065 — 855 — U.S. Treasury, GSEs and government agencies280,004 230 315,834 143 Obligations of U.S. states and municipalities1,726 8 1,525 2 Non-U.S. government debt155,164 2,021 157,563 1,730 Corporate debt securities35,682 1,325 22,849 1,864 Asset-backed securities703 — 694 — Equity securities36,405 49,151 20,980 37,627 Total$533,390 $52,735 $578,060 $41,366 Remaining contractual maturity of the agreementsOvernight and continuousGreater than 90 daysSeptember 30, 2021 (in millions)Up to 30 days30 – 90 daysTotalTotal securities sold under repurchase agreements$223,354 $201,325 $40,302 $68,409 $533,390 Total securities loaned and other51,764 76 — 895 52,735 Remaining contractual maturity of the agreementsOvernight and continuousGreater than 90 daysDecember 31, 2020 (in millions)Up to 30 days30 – 90 daysTotalTotal securities sold under repurchase agreements$238,667 $230,980 $70,777 $37,636 $578,060 Total securities loaned and other37,887 1,647 500 1,332 41,366 Definition: [240124008 - Disclosure - Fair Value Measurement - Equity Securities Without Readily Determinable Fair Value (Details)] [us-gaap:InvestmentHoldingsLineItems] = [none]: [jpm:EquitySecuritieswithoutReadilyDeterminableFairValueShares] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:InvestmentHoldingsTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:InvestmentTypeAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:InvestmentTypeCategorizationMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:CommonStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:InvestmentTypeCategorizationMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:CommonStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:StatementClassOfStockAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:ClassOfStockDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:CommonClassBMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ClassOfStockDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:CommonClassBMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:CounterpartyNameAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [srt:RepurchaseAgreementCounterpartyNameDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:VISAMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:RepurchaseAgreementCounterpartyNameDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:VISAMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:ConversionofStockConversionRate] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: Presentation: [240124008 - Disclosure - Fair Value Measurement - Equity Securities Without Readily Determinable Fair Value (Details)] [us-gaap:InvestmentHoldingsTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:InvestmentTypeAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InvestmentTypeCategorizationMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommonStockMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:StatementClassOfStockAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ClassOfStockDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommonClassBMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:CounterpartyNameAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [srt:RepurchaseAgreementCounterpartyNameDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:VISAMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InvestmentHoldingsLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:EquitySecuritieswithoutReadilyDeterminableFairValueShares] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ConversionofStockConversionRate] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(date: 2021-09-30)] [MRQ] Investment Holdings [Table] Interest owned, included in other assets (in shares) VISA (Counterparty Name [Axis], Class of Stock [Axis], Investment Type [Axis]) | 40000000 [ none] shares Conversion rate VISA (Counterparty Name [Axis], Class of Stock [Axis], Investment Type [Axis]) | 1.62 [ none] pure [us-gaap:FairValueDisclosuresAbstract] = [none]: [us-gaap:EquitySecuritiesWithoutReadilyDeterminableFairValueAmount] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:EquitySecuritiesWithoutReadilyDeterminableFairValueUpwardPriceAdjustmentAnnualAmount] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:EquitySecuritiesWithoutReadilyDeterminableFairValueDownwardPriceAdjustmentAnnualAmount] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:EquitySecuritiesWithoutReadilyDeterminableFairValueUpwardPriceAdjustmentCumulativeAmount] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:EquitySecuritiesWithoutReadilyDeterminableFairValueDownwardPriceAdjustmentCumulativeAmount] [NEGATED] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:InvestmentHoldingsTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:InvestmentTypeAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InvestmentTypeCategorizationMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommonStockMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:StatementClassOfStockAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ClassOfStockDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommonClassBMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:CounterpartyNameAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [srt:RepurchaseAgreementCounterpartyNameDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:VISAMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InvestmentHoldingsLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:EquitySecuritieswithoutReadilyDeterminableFairValueShares] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ConversionofStockConversionRate] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Fair Value Disclosures [Abstract] Upward carrying value changes | 36000000 [credit] USD Downward carrying value changes/impairment | -34000000 [ debit] USD Investment Holdings [Table] Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Fair Value Disclosures [Abstract] Upward carrying value changes | 49000000 [credit] USD Downward carrying value changes/impairment | -204000000 [ debit] USD Investment Holdings [Table] Period [(date: 2020-09-30)] [Not Classified] Fair Value Disclosures [Abstract] Carrying value | 2329000000 [ debit] USD Investment Holdings [Table] Period [(date: 2020-12-31)] [Not Classified] Fair Value Disclosures [Abstract] Carrying value | 2400000000 [ debit] USD Investment Holdings [Table] Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Fair Value Disclosures [Abstract] Upward carrying value changes | 100000000 [credit] USD Downward carrying value changes/impairment | -10000000 [ debit] USD Investment Holdings [Table] Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Fair Value Disclosures [Abstract] Upward carrying value changes | 216000000 [credit] USD Downward carrying value changes/impairment | -18000000 [ debit] USD Investment Holdings [Table] Period [(date: 2021-09-30)] [MRQ] Fair Value Disclosures [Abstract] Carrying value | 3207000000 [ debit] USD Cumulative upward carrying value changes | 826000000 [credit] USD Cumulative downward carrying value changes/impairment | -335000000 [ debit] USD Investment Holdings [Table] Calculation: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:RetainedEarningsMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:NetIncomeLoss] = [9443000000.00] [credit]: validating [us-gaap:NetIncomeLoss] = [9443000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [11769000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [611000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [16875000000.00] [debit]: validating [us-gaap:LaborAndRelatedExpense] = [8630000000.00] [debit]: validating [us-gaap:OccupancyNet] = [1142000000.00] [debit]: validating [us-gaap:CommunicationsAndInformationTechnology] = [2564000000.00] [debit]: validating [us-gaap:ProfessionalAndContractServicesExpense] = [2178000000.00] [debit]: validating [us-gaap:MarketingAndAdvertisingExpense] = [470000000.00] [debit]: validating [us-gaap:OtherNoninterestExpense] = [1891000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [29255000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [16242000000.00] [credit]: validating [us-gaap:InvestmentBankingRevenue] = [2187000000.00] [credit]: validating [us-gaap:PrincipalTransactionsRevenue] = [4142000000.00] [credit]: validating [jpm:LendingAndDepositRelatedFees] = [1647000000.00] [credit]: validating [jpm:AssetManagementAdministrationAndCommissions] = [4470000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGainLoss] = [473000000.00] [credit]: validating [jpm:MortgageFeesAndRelatedIncome] = [1087000000.00] [credit]: validating [jpm:FeesAndCommissionsCreditAndDebitCards1] = [1169000000.00] [credit]: validating [us-gaap:NoninterestIncomeOther] = [1067000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [13013000000.00] [credit]: validating [us-gaap:InterestExpense] = [1687000000.00] [debit]: validating [us-gaap:InterestIncomeOperating] = [14700000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [2326000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CommercialBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [1086000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [1463000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-147000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [969000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [2285000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [761000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [1524000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [377000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:AssetandWealthManagementSegmentMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [876000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [1163000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-52000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [2443000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [3554000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [2739000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [815000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [287000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CorporateInvestmentBankMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [4309000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [5795000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-81000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [5832000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [11546000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [8118000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [3428000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [1486000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:ConsumerCommunityBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [3871000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [5188000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [795000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [6912000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [12895000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [4863000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [8032000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [1317000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:CorporateNonSegmentMember, srt:ConsolidationItemsAxis)} validating [us-gaap:NetIncomeLoss] = [-699000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [-1154000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [96000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [719000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [-339000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [343000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [-682000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [-455000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:MaterialReconcilingItemsMember, srt:ConsolidationItemsAxis)} validating [us-gaap:NetIncomeLoss] = [0.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [-686000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [0.00] [debit]: validating [us-gaap:NoninterestExpense] = [0.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [-686000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [-582000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [-104000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [-686000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CorporateInvestmentBankMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [11745000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [16026000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [3307000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [18599000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [37932000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [27318000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [10614000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [4281000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:CorporateNonSegmentMember, srt:ConsolidationItemsAxis)} validating [us-gaap:NetIncomeLoss] = [-1392000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [-2047000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [108000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [1012000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [-927000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [607000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [-1534000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [-655000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:MaterialReconcilingItemsMember, srt:ConsolidationItemsAxis)} validating [us-gaap:NetIncomeLoss] = [0.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [-2152000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [0.00] [debit]: validating [us-gaap:NoninterestExpense] = [0.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [-2152000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [-1831000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [-321000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [-2152000000.00] [debit]: validating [us-gaap:NetIncomeLoss] = [16995000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [20639000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [19369000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [50608000000.00] [debit]: validating [us-gaap:LaborAndRelatedExpense] = [27034000000.00] [debit]: validating [us-gaap:OccupancyNet] = [3288000000.00] [debit]: validating [us-gaap:CommunicationsAndInformationTechnology] = [7732000000.00] [debit]: validating [us-gaap:ProfessionalAndContractServicesExpense] = [6205000000.00] [debit]: validating [us-gaap:MarketingAndAdvertisingExpense] = [1751000000.00] [debit]: validating [us-gaap:OtherNoninterestExpense] = [4598000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [90616000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [49311000000.00] [credit]: validating [us-gaap:InvestmentBankingRevenue] = [6903000000.00] [credit]: validating [us-gaap:PrincipalTransactionsRevenue] = [14700000000.00] [credit]: validating [jpm:LendingAndDepositRelatedFees] = [4784000000.00] [credit]: validating [jpm:AssetManagementAdministrationAndCommissions] = [13276000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGainLoss] = [732000000.00] [credit]: validating [jpm:MortgageFeesAndRelatedIncome] = [2324000000.00] [credit]: validating [jpm:FeesAndCommissionsCreditAndDebitCards1] = [3138000000.00] [credit]: validating [us-gaap:NoninterestIncomeOther] = [3454000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [41305000000.00] [credit]: validating [us-gaap:InterestExpense] = [8668000000.00] [debit]: validating [us-gaap:InterestIncomeOperating] = [49973000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [3644000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:AssetandWealthManagementSegmentMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [2206000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [2907000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [265000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [7201000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [10373000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [7843000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [2530000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [701000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:ConsumerCommunityBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [3892000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [5197000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [12395000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [20948000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [38540000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [13182000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [25358000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [1305000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:RetainedEarningsMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:NetIncomeLoss] = [16995000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CommercialBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [544000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [708000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [3294000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [2848000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [6850000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [2192000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [4658000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [164000000.00] [debit]: validating [us-gaap:NetIncomeLoss] = [11687000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [14111000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-1527000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [17063000000.00] [debit]: validating [us-gaap:LaborAndRelatedExpense] = [9087000000.00] [debit]: validating [us-gaap:OccupancyNet] = [1109000000.00] [debit]: validating [us-gaap:CommunicationsAndInformationTechnology] = [2473000000.00] [debit]: validating [us-gaap:ProfessionalAndContractServicesExpense] = [2523000000.00] [debit]: validating [us-gaap:MarketingAndAdvertisingExpense] = [712000000.00] [debit]: validating [us-gaap:OtherNoninterestExpense] = [1159000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [29647000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [16567000000.00] [credit]: validating [us-gaap:InvestmentBankingRevenue] = [3282000000.00] [credit]: validating [us-gaap:PrincipalTransactionsRevenue] = [3546000000.00] [credit]: validating [jpm:LendingAndDepositRelatedFees] = [1801000000.00] [credit]: validating [jpm:AssetManagementAdministrationAndCommissions] = [5257000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGainLoss] = [-256000000.00] [credit]: validating [jpm:MortgageFeesAndRelatedIncome] = [600000000.00] [credit]: validating [jpm:FeesAndCommissionsCreditAndDebitCards1] = [1005000000.00] [credit]: validating [us-gaap:NoninterestIncomeOther] = [1332000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [13080000000.00] [credit]: validating [us-gaap:InterestExpense] = [1400000000.00] [debit]: validating [us-gaap:InterestIncomeOperating] = [14480000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [2424000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:MaterialReconcilingItemsMember, srt:ConsolidationItemsAxis)} validating [us-gaap:NetIncomeLoss] = [0.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [-794000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [0.00] [debit]: validating [us-gaap:NoninterestExpense] = [0.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [-794000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [-690000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [-104000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [-794000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CorporateInvestmentBankMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [5562000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [7163000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-638000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [5871000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [12396000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [9061000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [3335000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [1601000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:ConsumerCommunityBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [4341000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [5742000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-459000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [7238000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [12521000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [4138000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [8383000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [1401000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:RetainedEarningsMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:NetIncomeLoss] = [11687000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:CorporateNonSegmentMember, srt:ConsolidationItemsAxis)} validating [us-gaap:NetIncomeLoss] = [-817000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [-1449000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-7000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [160000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [-1296000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [-242000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [-1054000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [-632000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CommercialBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [1407000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [1851000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-363000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [1032000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [2520000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [988000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [1532000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [444000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:AssetandWealthManagementSegmentMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [1194000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [1598000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-60000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [2762000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [4300000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [3312000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [988000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [404000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CorporateInvestmentBankMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [16287000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [21765000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-1048000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [19498000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [40215000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [30061000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [10154000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [5478000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CommercialBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [3995000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [5272000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-858000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [2982000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [7396000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [2855000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [4541000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [1277000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:AssetandWealthManagementSegmentMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [3591000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [4753000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-191000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [7922000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [12484000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [9623000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [2861000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [1162000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:CorporateNonSegmentMember, srt:ConsolidationItemsAxis)} validating [us-gaap:NetIncomeLoss] = [-2641000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [-4547000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [58000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [1551000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [-2938000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [-68000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [-2870000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [-1906000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:MaterialReconcilingItemsMember, srt:ConsolidationItemsAxis)} validating [us-gaap:NetIncomeLoss] = [0.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [-2563000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [0.00] [debit]: validating [us-gaap:NoninterestExpense] = [0.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [-2563000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [-2241000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [-322000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [-2563000000.00] [debit]: validating [us-gaap:NetIncomeLoss] = [37935000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [46905000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-7968000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [53455000000.00] [debit]: validating [us-gaap:LaborAndRelatedExpense] = [29502000000.00] [debit]: validating [us-gaap:OccupancyNet] = [3314000000.00] [debit]: validating [us-gaap:CommunicationsAndInformationTechnology] = [7480000000.00] [debit]: validating [us-gaap:ProfessionalAndContractServicesExpense] = [7111000000.00] [debit]: validating [us-gaap:MarketingAndAdvertisingExpense] = [2089000000.00] [debit]: validating [us-gaap:OtherNoninterestExpense] = [3959000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [92392000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [53682000000.00] [credit]: validating [us-gaap:InvestmentBankingRevenue] = [9722000000.00] [credit]: validating [us-gaap:PrincipalTransactionsRevenue] = [14122000000.00] [credit]: validating [jpm:LendingAndDepositRelatedFees] = [5248000000.00] [credit]: validating [jpm:AssetManagementAdministrationAndCommissions] = [15480000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGainLoss] = [-397000000.00] [credit]: validating [jpm:MortgageFeesAndRelatedIncome] = [1855000000.00] [credit]: validating [jpm:FeesAndCommissionsCreditAndDebitCards1] = [4002000000.00] [credit]: validating [us-gaap:NoninterestIncomeOther] = [3650000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [38710000000.00] [credit]: validating [us-gaap:InterestExpense] = [4135000000.00] [debit]: validating [us-gaap:InterestIncomeOperating] = [42845000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [8970000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:ConsumerCommunityBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:NetIncomeLoss] = [16703000000.00] [credit]: validating [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] = [22225000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-5929000000.00] [debit]: validating [us-gaap:NoninterestExpense] = [21502000000.00] [debit]: validating [us-gaap:RevenuesNetOfInterestExpense] = [37798000000.00] [credit]: validating [us-gaap:NoninterestIncome] = [13452000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [24346000000.00] [credit]: validating [us-gaap:IncomeTaxExpenseBenefit] = [5522000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:RetainedEarningsMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:NetIncomeLoss] = [37935000000.00] [credit]: Presentation: [100010002 - Statement - Consolidated Statements of Income (Unaudited)] [us-gaap:IncomeStatementAbstract] = [none]: [us-gaap:RevenuesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InvestmentBankingRevenue] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:PrincipalTransactionsRevenue] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:LendingAndDepositRelatedFees] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:AssetManagementAdministrationAndCommissions] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:DebtSecuritiesAvailableForSaleRealizedGainLoss] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:MortgageFeesAndRelatedIncome] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:FeesAndCommissionsCreditAndDebitCards1] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:NoninterestIncomeOther] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:NoninterestIncome] [TOTAL] = [credit] 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[debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ProfessionalAndContractServicesExpense] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:MarketingAndAdvertisingExpense] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:OtherNoninterestExpense] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:NoninterestExpense] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:IncomeTaxExpenseBenefit] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:NetIncomeLoss] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:EarningsPerShareBasicAndDilutedAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:EarningsPerShareBasic] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:EarningsPerShareDiluted] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:WeightedAverageNumberOfSharesOutstandingBasic] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Income Statement [Abstract] Revenue Investment banking fees | 2187000000 [credit] USD Principal transactions | 4142000000 [credit] USD Lending- and deposit-related fees | 1647000000 [credit] USD Asset management, administration and commissions | 4470000000 [credit] USD Investment securities gains/(losses) | 473000000 [credit] USD Mortgage fees and related income | 1087000000 [credit] USD Card income | 1169000000 [credit] USD Other income | 1067000000 [credit] USD Noninterest revenue | 16242000000 [credit] [tot] USD Interest income | 14700000000 [credit] USD Interest expense | 1687000000 [ debit] USD Net interest income | 13013000000 [credit] [tot] USD Total net revenue | 29255000000 [credit] [tot] USD Provision for credit losses | 611000000 [ debit] USD Noninterest expense Compensation expense | 8630000000 [ debit] USD Occupancy expense | 1142000000 [ debit] USD Technology, communications and equipment expense | 2564000000 [ debit] USD Professional and outside services | 2178000000 [ debit] USD Marketing | 470000000 [ debit] USD Other expense | 1891000000 [ debit] USD Total noninterest expense | 16875000000 [ debit] [tot] USD Income before income tax expense | 11769000000 [credit] [tot] USD Income tax expense | 2326000000 [ debit] USD Net income | 9443000000 [credit] [tot] USD Net income applicable to common stockholders | 9015000000 [credit] USD Net income per common share data Basic earnings per share (in dollars per share) | 2.93 [ none] USD/shares Diluted earnings per share (in dollars per share) | 2.92 [ none] USD/shares Weighted-average basic shares (in shares) | 3077800000 [ none] shares Weighted-average diluted shares (in shares) | 3082800000 [ none] shares Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Income Statement [Abstract] Revenue Investment banking fees | 6903000000 [credit] USD Principal transactions | 14700000000 [credit] USD Lending- and deposit-related fees | 4784000000 [credit] USD Asset management, administration and commissions | 13276000000 [credit] USD Investment securities gains/(losses) | 732000000 [credit] USD Mortgage fees and related income | 2324000000 [credit] USD Card income | 3138000000 [credit] USD Other income | 3454000000 [credit] USD Noninterest revenue | 49311000000 [credit] [tot] USD Interest income | 49973000000 [credit] USD Interest expense | 8668000000 [ debit] USD Net interest income | 41305000000 [credit] [tot] USD Total net revenue | 90616000000 [credit] [tot] USD Provision for credit losses | 19369000000 [ debit] USD Noninterest expense Compensation expense | 27034000000 [ debit] USD Occupancy expense | 3288000000 [ debit] USD Technology, communications and equipment expense | 7732000000 [ debit] USD Professional and outside services | 6205000000 [ debit] USD Marketing | 1751000000 [ debit] USD Other expense | 4598000000 [ debit] USD Total noninterest expense | 50608000000 [ debit] [tot] USD Income before income tax expense | 20639000000 [credit] [tot] USD Income tax expense | 3644000000 [ debit] USD Net income | 16995000000 [credit] [tot] USD Net income applicable to common stockholders | 15712000000 [credit] USD Net income per common share data Basic earnings per share (in dollars per share) | 5.10 [ none] USD/shares Diluted earnings per share (in dollars per share) | 5.09 [ none] USD/shares Weighted-average basic shares (in shares) | 3083300000 [ none] shares Weighted-average diluted shares (in shares) | 3088100000 [ none] shares Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Income Statement [Abstract] Revenue Investment banking fees | 3282000000 [credit] USD Principal transactions | 3546000000 [credit] USD Lending- and deposit-related fees | 1801000000 [credit] USD Asset management, administration and commissions | 5257000000 [credit] USD Investment securities gains/(losses) | -256000000 [credit] USD Mortgage fees and related income | 600000000 [credit] USD Card income | 1005000000 [credit] USD Other income | 1332000000 [credit] USD Noninterest revenue | 16567000000 [credit] [tot] USD Interest income | 14480000000 [credit] USD Interest expense | 1400000000 [ debit] USD Net interest income | 13080000000 [credit] [tot] USD Total net revenue | 29647000000 [credit] [tot] USD Provision for credit losses | -1527000000 [ debit] USD Noninterest expense Compensation expense | 9087000000 [ debit] USD Occupancy expense | 1109000000 [ debit] USD Technology, communications and equipment expense | 2473000000 [ debit] USD Professional and outside services | 2523000000 [ debit] USD Marketing | 712000000 [ debit] USD Other expense | 1159000000 [ debit] USD Total noninterest expense | 17063000000 [ debit] [tot] USD Income before income tax expense | 14111000000 [credit] [tot] USD Income tax expense | 2424000000 [ debit] USD Net income | 11687000000 [credit] [tot] USD Net income applicable to common stockholders | 11229000000 [credit] USD Net income per common share data Basic earnings per share (in dollars per share) | 3.74 [ none] USD/shares Diluted earnings per share (in dollars per share) | 3.74 [ none] USD/shares Weighted-average basic shares (in shares) | 2999900000 [ none] shares Weighted-average diluted shares (in shares) | 3005100000 [ none] shares Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Income Statement [Abstract] Revenue Investment banking fees | 9722000000 [credit] USD Principal transactions | 14122000000 [credit] USD Lending- and deposit-related fees | 5248000000 [credit] USD Asset management, administration and commissions | 15480000000 [credit] USD Investment securities gains/(losses) | -397000000 [credit] USD Mortgage fees and related income | 1855000000 [credit] USD Card income | 4002000000 [credit] USD Other income | 3650000000 [credit] USD Noninterest revenue | 53682000000 [credit] [tot] USD Interest income | 42845000000 [credit] USD Interest expense | 4135000000 [ debit] USD Net interest income | 38710000000 [credit] [tot] USD Total net revenue | 92392000000 [credit] [tot] USD Provision for credit losses | -7968000000 [ debit] USD Noninterest expense Compensation expense | 29502000000 [ debit] USD Occupancy expense | 3314000000 [ debit] USD Technology, communications and equipment expense | 7480000000 [ debit] USD Professional and outside services | 7111000000 [ debit] USD Marketing | 2089000000 [ debit] USD Other expense | 3959000000 [ debit] USD Total noninterest expense | 53455000000 [ debit] [tot] USD Income before income tax expense | 46905000000 [credit] [tot] USD Income tax expense | 8970000000 [ debit] USD Net income | 37935000000 [credit] [tot] USD Net income applicable to common stockholders | 36576000000 [credit] USD Net income per common share data Basic earnings per share (in dollars per share) | 12.05 [ none] USD/shares Diluted earnings per share (in dollars per share) | 12.02 [ none] USD/shares Weighted-average basic shares (in shares) | 3036400000 [ none] shares Weighted-average diluted shares (in shares) | 3041700000 [ none] shares Definition: [240784056 - Disclosure - Loans - Wholesale Loan Portfolio, Internal Risk Ratings (Details)] [us-gaap:AccountsNotesAndLoansReceivableLineItems] = [none]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [debit] 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[us-gaap:RealEstateSectorMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CommercialAndIndustrialSectorMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:WholesaleOtherMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquitySecuritiesIndustryMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:RealEstateSectorMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CommercialAndIndustrialSectorMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:WholesaleOtherMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:InternalCreditAssessmentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [us-gaap:InternalCreditAssessmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:InternalInvestmentGradeMember] = [none] 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[none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:FinancialAsset30to89DaysPastDueMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FinancingReceivablesPeriodPastDueDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:FinancialAsset30to89DaysPastDueMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis] = 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[us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] 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[http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:CriticizedPerformingMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:CriticizedNonaccrualMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:GeographicDistributionAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:GeographicDistributionDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:GeographicDistributionDomesticMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:GeographicDistributionForeignMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivablesPeriodPastDueAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FinancingReceivablesPeriodPastDueDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FinancialAsset30to89DaysPastDueMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AccountsNotesAndLoansReceivableLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:PercentageofInvestmentGradetoTotalRetainedLoans] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:PercentageOfCriticizedLoansToTotalRetainedLoans] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:PercentageOfLoansOnNonaccrualStatusToTotalRetainedLoans] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [12.00]: Period [(date: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Total retained loans | 945537000000 [ debit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 500841000000 [ debit] [tot] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Total retained loans | 960506000000 [ debit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 514947000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 142709000000 [ debit] [tot] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry| 140100000000 [ debit] [tot] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis], Fin| 658000000 [ debit] [tot] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis]| 20000000 [ debit] [tot] USD Investment-grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]) | 379273000000 [ debit] [tot] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis], Internal Cr| 8000000000 [ debit] [tot] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 70792000000 [ debit] [tot] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 135674000000 [ debit] [tot] USD Noncriticized (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]) | 117052000000 [ debit] [tot] USD Criticized performing (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis])| 15304000000 [ debit] [tot] USD Criticized nonaccrual (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis])| 3318000000 [ debit] [tot] USD Total U.S. (Geographic Distribution [Axis], Financing Receivable Portfolio Segment [Axis]) | 109273000000 [ debit] [tot] USD Total U.S. (Geographic Distribution [Axis], Financing Receivable Portfolio Segment [Axis]) | 406846000000 [ debit] [tot] USD Total non-U.S. (Geographic Distribution [Axis], Financing Receivable Portfolio Segment [Axis]) | 33436000000 [ debit] [tot] USD Total non-U.S. (Geographic Distribution [Axis], Financing Receivable Portfolio Segment [Axis]) | 108101000000 [ debit] [tot] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis], Financin| 508707000000 [ debit] [tot] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis], Financing Receivable Portfo| 2865000000 [ debit] [tot] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis], Financing Receivable P| 57000000 [ debit] [tot] USD Secured by real estate (Industry Sector [Axis]) | 119993000000 [ debit] [tot] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 29846000000 [ debit] [tot] USD Criticized performing (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 3234000000 [ debit] [tot] USD Total U.S. (Geographic Distribution [Axis], Industry Sector [Axis]) | 116990000000 [ debit] [tot] USD Total non-U.S. (Geographic Distribution [Axis], Industry Sector [Axis]) | 3003000000 [ debit] [tot] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry| 118894000000 [ debit] [tot] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis]) | 601000000 [ debit] [tot] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis]| 15000000 [ debit] [tot] USD Other (Industry Sector [Axis]) | 252245000000 [ debit] [tot] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 35036000000 [ debit] [tot] USD Criticized performing (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 1079000000 [ debit] [tot] USD Total U.S. (Geographic Distribution [Axis], Industry Sector [Axis]) | 180583000000 [ debit] [tot] USD Total non-U.S. (Geographic Distribution [Axis], Industry Sector [Axis]) | 71662000000 [ debit] [tot] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry| 249713000000 [ debit] [tot] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis]) | 1606000000 [ debit] [tot] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis]| 22000000 [ debit] [tot] USD Investment-grade (Internal Credit Assessment [Axis]) | 90147000000 [ debit] [tot] USD Investment-grade (Internal Credit Assessment [Axis]) | 217209000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 71917000000 [ debit] [tot] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis], Industry Se| 7400000000 [ debit] [tot] USD Noncriticized (Internal Credit Assessment [Axis]) | 26129000000 [ debit] [tot] USD Noncriticized (Internal Credit Assessment [Axis]) | 33053000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 57870000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 10991000000 [ debit] [tot] USD Criticized nonaccrual (Internal Credit Assessment [Axis]) | 483000000 [ debit] [tot] USD Criticized nonaccrual (Internal Credit Assessment [Axis]) | 904000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 1931000000 [ debit] [tot] USD % of investment-grade to total retained loans Wholesale (Financing Receivable Portfolio Segment [Axis]) | 0.74 [ none] pure Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.50 [ none] pure Secured by real estate (Industry Sector [Axis]) | 0.75 [ none] pure Other (Industry Sector [Axis]) | 0.86 [ none] pure % of total criticized to total retained loans Wholesale (Financing Receivable Portfolio Segment [Axis]) | 0.04 [ none] pure Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.09 [ none] pure Secured by real estate (Industry Sector [Axis]) | 0.03 [ none] pure Other (Industry Sector [Axis]) | 0.01 [ none] pure % of criticized nonaccrual to total retained loans Wholesale (Financing Receivable Portfolio Segment [Axis]) | 0.01 [ none] pure Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.01 [ none] pure Secured by real estate (Industry Sector [Axis]) | 0.00 [ none] pure Other (Industry Sector [Axis]) | 0.00 [ none] pure Criticized nonaccrual (Internal Credit Assessment [Axis]) | 0.00 [ none] pure Term loans originated in 2021/2020 Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 36721000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 15488000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 22002000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 4998000000 [ debit] USD Other (Industry Sector [Axis]) | 38238000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 5048000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 17004000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 33190000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 21233000000 [ debit] USD Term loans originated in 2020/2019 Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 16530000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 9189000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 25897000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 6027000000 [ debit] USD Other (Industry Sector [Axis]) | 13347000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 2231000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 19870000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 11116000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 7341000000 [ debit] USD Term loans originated in 2019/2018 Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 8420000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 5470000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 18334000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 5886000000 [ debit] USD Other (Industry Sector [Axis]) | 9115000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 1660000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 12448000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 7455000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 2950000000 [ debit] USD Term loans originated in 2018/2017 Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 4079000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 2323000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 15402000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 4184000000 [ debit] USD Other (Industry Sector [Axis]) | 7357000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 553000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 11218000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 6804000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 1756000000 [ debit] USD Term loans originated in 2017/2016 Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 1645000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 611000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 17349000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 3738000000 [ debit] USD Other (Industry Sector [Axis]) | 4264000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 175000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 13611000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 4089000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 1034000000 [ debit] USD Term loans originated prior to 2017/2016 Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 1964000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 786000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 19421000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 4523000000 [ debit] USD Other (Industry Sector [Axis]) | 8787000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 535000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 14898000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 8252000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 1178000000 [ debit] USD Revolving loans within the revolving period Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 73276000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 36852000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 1587000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 489000000 [ debit] USD Other (Industry Sector [Axis]) | 170234000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 24710000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 1098000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 145524000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 36424000000 [ debit] USD Revolving loans converted to term loans Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 74000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 73000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 1000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 1000000 [ debit] USD Other (Industry Sector [Axis]) | 903000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 124000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 0 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 779000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 1000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Total retained loans | 974260000000 [ debit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 532786000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 133476000000 [ debit] [tot] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry| 131863000000 [ debit] [tot] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis], Fin| 546000000 [ debit] [tot] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis]| 73000000 [ debit] [tot] USD Investment-grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]) | 388506000000 [ debit] [tot] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis], Internal Cr| 2200000000 [ debit] [tot] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 65364000000 [ debit] [tot] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 144280000000 [ debit] [tot] USD Noncriticized (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]) | 129416000000 [ debit] [tot] USD Criticized performing (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis])| 12780000000 [ debit] [tot] USD Criticized nonaccrual (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis])| 2084000000 [ debit] [tot] USD Total U.S. (Geographic Distribution [Axis], Financing Receivable Portfolio Segment [Axis]) | 95657000000 [ debit] [tot] USD Total U.S. (Geographic Distribution [Axis], Financing Receivable Portfolio Segment [Axis]) | 414443000000 [ debit] [tot] USD Total non-U.S. (Geographic Distribution [Axis], Financing Receivable Portfolio Segment [Axis]) | 37819000000 [ debit] [tot] USD Total non-U.S. (Geographic Distribution [Axis], Financing Receivable Portfolio Segment [Axis]) | 118343000000 [ debit] [tot] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis], Financin| 528033000000 [ debit] [tot] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis], Financing Receivable Portfo| 2485000000 [ debit] [tot] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis], Financing Receivable P| 184000000 [ debit] [tot] USD Secured by real estate (Industry Sector [Axis]) | 118167000000 [ debit] [tot] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 27958000000 [ debit] [tot] USD Criticized performing (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 3922000000 [ debit] [tot] USD Total U.S. (Geographic Distribution [Axis], Industry Sector [Axis]) | 115155000000 [ debit] [tot] USD Total non-U.S. (Geographic Distribution [Axis], Industry Sector [Axis]) | 3012000000 [ debit] [tot] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry| 117563000000 [ debit] [tot] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis]) | 150000000 [ debit] [tot] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis]| 79000000 [ debit] [tot] USD Other (Industry Sector [Axis]) | 281143000000 [ debit] [tot] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 50958000000 [ debit] [tot] USD Criticized performing (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 1146000000 [ debit] [tot] USD Total U.S. (Geographic Distribution [Axis], Industry Sector [Axis]) | 203631000000 [ debit] [tot] USD Total non-U.S. (Geographic Distribution [Axis], Industry Sector [Axis]) | 77512000000 [ debit] [tot] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry| 278607000000 [ debit] [tot] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis]) | 1789000000 [ debit] [tot] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis], Industry Sector [Axis]| 32000000 [ debit] [tot] USD Investment-grade (Internal Credit Assessment [Axis]) | 90209000000 [ debit] [tot] USD Investment-grade (Internal Credit Assessment [Axis]) | 230185000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 68112000000 [ debit] [tot] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis], Industry Se| 2000000000 [ debit] [tot] USD Noncriticized (Internal Credit Assessment [Axis]) | 23661000000 [ debit] [tot] USD Noncriticized (Internal Credit Assessment [Axis]) | 49097000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 56658000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 7712000000 [ debit] [tot] USD Criticized nonaccrual (Internal Credit Assessment [Axis]) | 375000000 [ debit] [tot] USD Criticized nonaccrual (Internal Credit Assessment [Axis]) | 715000000 [ debit] [tot] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 994000000 [ debit] [tot] USD % of investment-grade to total retained loans Wholesale (Financing Receivable Portfolio Segment [Axis]) | 0.73 [ none] pure Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.51 [ none] pure Secured by real estate (Industry Sector [Axis]) | 0.76 [ none] pure Other (Industry Sector [Axis]) | 0.82 [ none] pure % of total criticized to total retained loans Wholesale (Financing Receivable Portfolio Segment [Axis]) | 0.03 [ none] pure Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.07 [ none] pure Secured by real estate (Industry Sector [Axis]) | 0.04 [ none] pure Other (Industry Sector [Axis]) | 0.01 [ none] pure % of criticized nonaccrual to total retained loans Wholesale (Financing Receivable Portfolio Segment [Axis]) | 0.00 [ none] pure Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.01 [ none] pure Secured by real estate (Industry Sector [Axis]) | 0.00 [ none] pure Other (Industry Sector [Axis]) | 0.00 [ none] pure Criticized nonaccrual (Internal Credit Assessment [Axis]) | 0.00 [ none] pure Term loans originated in 2021/2020 Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 30027000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 13286000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 19554000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 3661000000 [ debit] USD Other (Industry Sector [Axis]) | 34312000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 12011000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 15893000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 22301000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 16741000000 [ debit] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis], Industry Se| 1300000000 [ debit] USD Term loans originated in 2020/2019 Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 15558000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 8498000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 20613000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 4460000000 [ debit] USD Other (Industry Sector [Axis]) | 23266000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 3112000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 16153000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 20154000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 7060000000 [ debit] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis], Industry Se| 639000000 [ debit] USD Term loans originated in 2019/2018 Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 9736000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 5493000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 23268000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 5052000000 [ debit] USD Other (Industry Sector [Axis]) | 8567000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 1488000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 18216000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 7079000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 4243000000 [ debit] USD Term loans originated in 2018/2017 Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 4229000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 2733000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 13830000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 4344000000 [ debit] USD Other (Industry Sector [Axis]) | 4654000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 1425000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 9486000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 3229000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Internal Credit Assessment [Axis]) | 1496000000 [ debit] USD Term loans originated in 2017/2016 Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 2429000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]| 1141000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 11551000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 3311000000 [ debit] USD Other (Industry Sector [Axis]) | 4497000000 [ debit] USD Total noninvestment- grade (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 312000000 [ debit] USD Investment-grade (Internal Credit Assessment [Axis]) | 8240000000 [ debit] USD 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Rating by Grouping [Axis]) | 230000000 [ debit] USD Two-notch downgrade (External Credit Rating by Grouping [Axis]) | 1572000000 [ debit] USD Amount required to settle contracts with termination triggers upon downgrade Single-notch downgrade (External Credit Rating by Grouping [Axis]) | 109000000 [ debit] USD Two-notch downgrade (External Credit Rating by Grouping [Axis]) | 685000000 [ debit] USD Presentation: [211361024 - Disclosure - Litigation] [jpm:LitigationAbstract] = [none]: [us-gaap:LegalMattersAndContingenciesTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Litigation [Abstract] Litigation | Litigation Contingencies As of September 30, 2021, the Firm and its subsidiaries and affiliates are defendants or respondents in numerous legal proceedings, including private, civil litigations, government investigations or regulatory enforcement matters. The litigations range from individual actions involving a single plaintiff to class action lawsuits with potentially millions of class members. Investigations and regulatory enforcement matters involve both formal and informal proceedings, by both governmental agencies and self-regulatory organizations. These legal proceedings are at varying stages of adjudication, arbitration or investigation, and involve each of the Firm’s lines of business and several geographies and a wide variety of claims (including common law tort and contract claims and statutory antitrust, securities and consumer protection claims), some of which present novel legal theories. The Firm believes the estimate of the aggregate range of reasonably possible losses, in excess of reserves established, for its legal proceedings is from $0 to approximately $1.5 billion at September 30, 2021. This estimated aggregate range of reasonably possible losses was based upon information available as of that date for those proceedings in which the Firm believes that an estimate of reasonably possible loss can be made. For certain matters, the Firm does not believe that such an estimate can be made, as of that date. The Firm’s estimate of the aggregate range of reasonably possible losses involves significant judgment, given: •the number, variety and varying stages of the proceedings, including the fact that many are in preliminary stages, •the existence in many such proceedings of multiple defendants, including the Firm, whose share of liability (if any) has yet to be determined, •the numerous yet-unresolved issues in many of the proceedings, including issues regarding class certification and the scope of many of the claims, and •the attendant uncertainty of the various potential outcomes of such proceedings, including where the Firm has made assumptions concerning future rulings by the court or other adjudicator, or about the behavior or incentives of adverse parties or regulatory authorities, and those assumptions prove to be incorrect. In addition, the outcome of a particular proceeding may be a result which the Firm did not take into account in its estimate because the Firm had deemed the likelihood of that outcome to be remote. Accordingly, the Firm’s estimate of the aggregate range of reasonably possible losses will change from time to time, and actual losses may vary significantly. Set forth below are descriptions of the Firm’s material legal proceedings. Amrapali. India’s Enforcement Directorate (“ED”) is investigating J.P. Morgan India Private Limited in connection with investments made in 2010 and 2012 by two offshore funds formerly managed by JPMorgan Chase entities into residential housing projects developed by the Amrapali Group (“Amrapali”). In 2017, numerous creditors filed civil claims against Amrapali including petitions brought by home buyers relating to delays in delivering or failure to deliver residential units. The home buyers’ petitions have been overseen by the Supreme Court of India and is ongoing. In August 2021, the ED issued an order fining J.P. Morgan India Private Limited approximately $31.5 million. The Firm is appealing the order and the fine. Relatedly, in July 2019, the Supreme Court of India issued an order making preliminary findings that Amrapali and other parties, including unspecified JPMorgan Chase entities and the offshore funds that had invested in the projects, violated certain currency control and money laundering provisions, and ordering the ED to conduct a further inquiry under India’s Prevention of Money Laundering Act (“PMLA”) and Foreign Exchange Management Act (“FEMA”). In May 2020, the ED attached approximately $25 million from J.P. Morgan India Private Limited in connection with the criminal PMLA investigation. The Firm is responding to and cooperating with the PMLA investigation. Federal Republic of Nigeria Litigation. JPMorgan Chase Bank, N.A. operated an escrow and depository account for the Federal Government of Nigeria (“FGN”) and two major international oil companies. The account held approximately $1.1 billion in connection with a dispute among the clients over rights to an oil field. Following the settlement of the dispute, JPMorgan Chase Bank, N.A. paid out the monies in the account in 2011 and 2013 in accordance with directions received from its clients. In November 2017, the Federal Republic of Nigeria (“FRN”) commenced a claim in the English High Court for approximately $875 million in payments made out of the accounts. The FRN, claiming to be the same entity as the FGN, alleges that the payments were instructed as part of a complex fraud not involving JPMorgan Chase Bank, N.A., but that JPMorgan Chase Bank, N.A. was or should have been on notice that the payments may be fraudulent. JPMorgan Chase Bank, N.A. applied for summary judgment and was unsuccessful. The claim is ongoing and a trial has been scheduled to commence in February 2022. Foreign Exchange Investigations and Litigation. The Firm previously reported settlements with certain government authorities relating to its foreign exchange (“FX”) sales and trading activities and controls related to those activities. Among those resolutions, in May 2015, the Firm pleaded guilty to a single violation of federal antitrust law. In January 2017, the Firm was sentenced, with judgment entered thereafter and a term of probation which ended in January 2020, with the Firm remaining in good standing throughout the probation period. The Department of Labor granted the Firm a five-year exemption of disqualification that allows the Firm and its affiliates to continue to rely on the Qualified Professional Asset Manager exemption under the Employee Retirement Income Security Act (“ERISA”) until January 2023. The Firm will need the Department of Labor to approve a further exemption to cover the remainder of the ten-year disqualification period. A South Africa Competition Commission matter is the remaining FX-related governmental inquiry, and is currently pending before the South Africa Competition Tribunal. In August 2018, the United States District Court for the Southern District of New York granted final approval to the Firm’s settlement of a consolidated class action brought by U.S.-based plaintiffs, which principally alleged violations of federal antitrust laws based on an alleged conspiracy to manipulate foreign exchange rates and also sought damages on behalf of persons who transacted in FX futures and options on futures. Certain members of the settlement class filed requests to the Court to be excluded from the class, and certain of them filed a complaint against the Firm and other foreign exchange dealers in November 2018. A number of these actions remain pending. Further, a putative class action has been filed against the Firm and other foreign exchange dealers on behalf of certain consumers who purchased foreign currencies at allegedly inflated rates. Another putative class action was brought against the Firm and other foreign exchange dealers on behalf of purported indirect purchasers of FX instruments. In 2020, the Court approved a settlement by the Firm and 11 other defendants of that class action for a total of $10 million. In addition, some FX-related individual and putative class actions based on similar alleged underlying conduct have been filed outside the U.S., including in the U.K., Israel, Brazil and Australia. Inquiries Concerning Preservation Requirements. The Firm has been responding to requests for information and other material from certain of its regulators concerning its compliance with records preservation requirements in connection with business communications sent over electronic messaging channels that have not been approved by the Firm. The Firm is cooperating with these inquiries and is currently engaged in certain advanced resolution discussions. There is no assurance that the discussions will result in a resolution. Interchange Litigation. Groups of merchants and retail associations filed a series of class action complaints alleging that Visa and Mastercard, as well as certain banks, conspired to set the price of credit and debit card interchange fees and enacted related rules in violation of antitrust laws. In 2012, the parties initially settled the cases for a cash payment, a temporary reduction of credit card interchange, and modifications to certain credit card network rules. In 2017, after the approval of that settlement was reversed on appeal, the case was remanded to the United States District Court for the Eastern District of New York for further proceedings consistent with the appellate decision. The original class action was divided into two separate actions, one seeking primarily monetary relief and the other seeking primarily injunctive relief. In September 2018, the parties to the class action seeking monetary relief finalized an agreement which amends and supersedes the prior settlement agreement. Pursuant to this settlement, the defendants collectively contributed an additional $900 million to the approximately $5.3 billion previously held in escrow from the original settlement. In December 2019, the amended agreement was approved by the District Court. Certain merchants appealed the District Court’s approval order, and those appeals are pending. Based on the percentage of merchants that opted out of the amended class settlement, $700 million has been returned to the defendants from the settlement escrow in accordance with the settlement agreement. The class action seeking primarily injunctive relief continues separately, and in September 2021, the District Court granted plaintiffs’ motion for class certification in part, and denied the motion in part. In addition, certain merchants have filed individual actions raising similar allegations against Visa and Mastercard, as well as against the Firm and other banks, and some of those actions remain pending. LIBOR and Other Benchmark Rate Investigations and Litigation. JPMorgan Chase has responded to inquiries from various governmental agencies and entities around the world relating primarily to the British Bankers Association’s ("BBA") London Interbank Offered Rate (“LIBOR”) for various currencies and the European Banking Federation’s Euro Interbank Offered Rate (“EURIBOR”). The Swiss Competition Commission’s investigation relating to EURIBOR, to which the Firm and other banks are subject, continues. In December 2016, the European Commission issued a decision against the Firm and other banks finding an infringement of European antitrust rules relating to EURIBOR. The Firm has filed an appeal of that decision with the European General Court, and that appeal is pending. In addition, the Firm has been named as a defendant along with other banks in various individual and putative class actions related to benchmark rates, including U.S. dollar LIBOR. In actions related to U.S. dollar LIBOR during the period that it was administered by the BBA, the Firm has obtained dismissal of certain actions and resolved certain other actions, and others are in various stages of litigation. The United States District Court for the Southern District of New York has granted class certification of antitrust claims related to bonds and interest rate swaps sold directly by the defendants, including the Firm. In a consolidated putative class action related to the period that U.S. dollar LIBOR was administered by ICE Benchmark Administration, the District Court granted the motion by defendants, including the Firm, to dismiss plaintiffs’ complaint, and the plaintiffs have appealed. In addition, in August 2020, a group of individual plaintiffs filed a lawsuit asserting antitrust claims, alleging that the Firm and other defendants were engaged in an unlawful agreement to set U.S. dollar LIBOR and conspired to monopolize the market for LIBOR-based consumer loans and credit cards. In November 2020 and May 2021, plaintiffs filed motions for a preliminary injunction each seeking to enjoin defendants from setting U.S. dollar LIBOR and to prohibit defendants from enforcing any financial instruments that rely on U.S. dollar LIBOR. The court held a hearing to address these motions in September 2021. The Firm’s settlements of putative class actions related to Swiss franc LIBOR, the Singapore Interbank Offered Rate and the Singapore Swap Offer Rate, and the Australian Bank Bill Swap Reference Rate remain subject to court approval. Metals and U.S. Treasuries Investigations and Litigation and Related Inquiries. The Firm previously reported that it and/or certain of its subsidiaries had entered into resolutions with the U.S. Department of Justice (“DOJ”), the U.S. Commodity Futures Trading Commission (“CFTC”) and the U.S. Securities and Exchange Commission (“SEC”), which, collectively, resolved those agencies’ respective investigations relating to historical trading practices by former employees in the precious metals and U.S. treasuries markets and related conduct from 2008 to 2016. The Firm entered into a Deferred Prosecution Agreement (“DPA”) with the DOJ in which it agreed to the filing of a criminal information charging JPMorgan Chase & Co. with two counts of wire fraud and agreed, along with JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC, to certain terms and obligations as set forth therein. Under the terms of the DPA, the criminal information will be dismissed after three years, provided that JPMorgan Chase & Co., JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC fully comply with all of their obligations. Across the three resolutions with the DOJ, CFTC and SEC, JPMorgan Chase & Co., JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC agreed to pay a total monetary amount of approximately $920 million. A portion of the total monetary amount includes victim compensation payments. Several putative class action complaints have been filed in the United States District Court for the Southern District of New York against the Firm and certain former employees, alleging a precious metals futures and options price manipulation scheme in violation of the Commodity Exchange Act. Some of the complaints also allege unjust enrichment and deceptive acts or practices under the General Business Law of the State of New York. The Court consolidated these putative class actions in February 2019, and the consolidated action is stayed through December 2021. In July 2021, the parties informed the Court that they have entered into a settlement to resolve the action. In Canada, plaintiffs have moved to commence putative class action proceedings based on similar alleged underlying conduct for precious metals. In addition, several putative class actions were filed in the United States District Courts for the Northern District of Illinois and Southern District of New York against the Firm, alleging manipulation of U.S. Treasury futures and options, and bringing claims under the Commodity Exchange Act. Some of the complaints also allege unjust enrichment. The actions in the Northern District of Illinois have been transferred to the Southern District of New York. The Court consolidated these putative class actions in October 2020 and plaintiffs filed their consolidated amended complaint in April 2021. In May 2021, the parties informed the Court that they have entered into a settlement to resolve the action. In October 2020, two putative class action complaints were filed under the Securities Exchange Act of 1934 in the United States District Court for the Eastern District of New York against the Firm and certain individual defendants on behalf of shareholders who acquired shares during the putative class period alleging that certain SEC filings of the Firm were materially false or misleading in that they did not disclose certain information relating to the above-referenced investigations. The Court consolidated these putative class actions in January 2021. Plaintiffs filed their second amended complaint in May 2021, which additionally alleged that certain orders in precious metals futures contracts placed by precious metals futures traders during the putative class period were materially false and misleading. Defendants have moved to dismiss. Securities Lending Antitrust Litigation. JPMorgan Chase Bank, N.A., J.P. Morgan Securities LLC, J.P. Morgan Prime, Inc., and J.P. Morgan Strategic Securities Lending Corp. are named as defendants in a putative class action filed in the United States District Court for the Southern District of New York. The complaint asserts violations of federal antitrust law and New York State common law in connection with an alleged conspiracy to prevent the emergence of anonymous exchange trading for securities lending transactions. Defendants’ motion to dismiss the complaint was denied. Plaintiffs have moved to certify a class in this action, which defendants are opposing. Wendel. Since 2012, the French criminal authorities have been investigating a series of transactions entered into by senior managers of Wendel Investissement (“Wendel”) during the period from 2004 through 2007 to restructure their shareholdings in Wendel. JPMorgan Chase Bank, N.A., Paris branch provided financing for the transactions to a number of managers of Wendel in 2007. JPMorgan Chase Bank, N.A. cooperated with the investigation. The investigating judges issued an ordonnance de renvoi in November 2016, referring JPMorgan Chase Bank, N.A. to the French tribunal correctionnel for alleged complicity in tax fraud. In January 2018, the Paris Court of Appeal issued a decision cancelling the mise en examen of JPMorgan Chase Bank, N.A. The Court of Cassation, France’s highest court, ruled in September 2018 that a mise en examen is a prerequisite for an ordonnance de renvoi and in January 2020 ordered the annulment of the ordonnance de renvoi referring JPMorgan Chase Bank, N.A. to the French tribunal correctionnel. The Court of Appeal found in January 2021 that it had no power to take further action against JPMorgan Chase Bank, N.A. following the Court of Cassation’s ruling. At the opening of a trial of the managers of Wendel in January 2021, the tribunal correctionnel directed the criminal authorities to clarify whether a further investigation should be opened against JPMorgan Chase Bank, N.A., pending which the trial was postponed. In April 2021, the Court of Cassation declined to hear JPMorgan Chase Bank, N.A.’s appeal of the January 2021 decision of the tribunal correctionnel at this stage of the proceedings. In August 2021, JPMorgan Chase Bank, N.A. entered into a Convention Judicaire d’Intérêt Public with the French criminal authorities, under which it agreed to pay a fine of €25 million to resolve the potential legal proceedings. The resolution, which did not contain any admissions, was approved by the Presiding Judge of the tribunal judiciaire, and JPMorgan Chase Bank, N.A. paid the fine in September 2021. In addition, a number of the managers have commenced civil proceedings against JPMorgan Chase Bank, N.A. The claims are separate, involve different allegations and are at various stages of proceedings. * * * In addition to the various legal proceedings discussed above, JPMorgan Chase and its subsidiaries are named as defendants or are otherwise involved in a substantial number of other legal proceedings. The Firm believes it has meritorious defenses to the claims asserted against it in its currently outstanding legal proceedings and it intends to defend itself vigorously. Additional legal proceedings may be initiated from time to time in the future. The Firm has established reserves for several hundred of its currently outstanding legal proceedings. In accordance with the provisions of U.S. GAAP for contingencies, the Firm accrues for a litigation-related liability when it is probable that such a liability has been incurred and the amount of the loss can be reasonably estimated. The Firm evaluates its outstanding legal proceedings each quarter to assess its litigation reserves, and makes adjustments in such reserves, upward or downward, as appropriate, based on management’s best judgment after consultation with counsel. The Firm’s legal expense was $76 million and $524 million for the three months ended September 30, 2021 and 2020, respectively, and $289 million and $839 million for the nine months ended September 30, 2021 and 2020. There is no assurance that the Firm’s litigation reserves will not need to be adjusted in the future. In view of the inherent difficulty of predicting the outcome of legal proceedings, particularly where the claimants seek very large or indeterminate damages, or where the matters present novel legal theories, involve a large number of parties or are in early stages of discovery, the Firm cannot state with confidence what will be the eventual outcomes of the currently pending matters, the timing of their ultimate resolution or the eventual losses, fines, penalties or consequences related to those matters. JPMorgan Chase believes, based upon its current knowledge and after consultation with counsel, consideration of the material legal proceedings described above and after taking into account its current litigation reserves and its estimated aggregate range of possible losses, that the other legal proceedings currently pending against it should not have a material adverse effect on the Firm’s consolidated financial condition. The Firm notes, however, that in light of the uncertainties involved in such proceedings, there is no assurance that the ultimate resolution of these matters will not significantly exceed the reserves it has currently accrued or that a matter will not have material reputational consequences. As a result, the outcome of a particular matter may be material to JPMorgan Chase’s operating results for a particular period, depending on, among other factors, the size of the loss or liability imposed and the level of JPMorgan Chase’s income for that period. Contingencies Contingencies As of September 30, 2021, the Firm and its subsidiaries and affiliates are defendants or respondents in numerous legal proceedings, including private, civil litigations, government investigations or regulatory enforcement matters. The litigations range from individual actions involving a single plaintiff to class action lawsuits with potentially millions of class members. Investigations and regulatory enforcement matters involve both formal and informal proceedings, by both governmental agencies and self-regulatory organizations. These legal proceedings are at varying stages of adjudication, arbitration or investigation, and involve each of the Firm’s lines of business and several geographies and a wide variety of claims (including common law tort and contract claims and statutory antitrust, securities and consumer protection claims), some of which present novel legal theories. The Firm believes the estimate of the aggregate range of reasonably possible losses, in excess of reserves established, for its legal proceedings is from $0 to approximately $1.5 billion at September 30, 2021. This estimated aggregate range of reasonably possible losses was based upon information available as of that date for those proceedings in which the Firm believes that an estimate of reasonably possible loss can be made. For certain matters, the Firm does not believe that such an estimate can be made, as of that date. The Firm’s estimate of the aggregate range of reasonably possible losses involves significant judgment, given: •the number, variety and varying stages of the proceedings, including the fact that many are in preliminary stages, •the existence in many such proceedings of multiple defendants, including the Firm, whose share of liability (if any) has yet to be determined, •the numerous yet-unresolved issues in many of the proceedings, including issues regarding class certification and the scope of many of the claims, and •the attendant uncertainty of the various potential outcomes of such proceedings, including where the Firm has made assumptions concerning future rulings by the court or other adjudicator, or about the behavior or incentives of adverse parties or regulatory authorities, and those assumptions prove to be incorrect. In addition, the outcome of a particular proceeding may be a result which the Firm did not take into account in its estimate because the Firm had deemed the likelihood of that outcome to be remote. Accordingly, the Firm’s estimate of the aggregate range of reasonably possible losses will change from time to time, and actual losses may vary significantly. Set forth below are descriptions of the Firm’s material legal proceedings. Amrapali. India’s Enforcement Directorate (“ED”) is investigating J.P. Morgan India Private Limited in connection with investments made in 2010 and 2012 by two offshore funds formerly managed by JPMorgan Chase entities into residential housing projects developed by the Amrapali Group (“Amrapali”). In 2017, numerous creditors filed civil claims against Amrapali including petitions brought by home buyers relating to delays in delivering or failure to deliver residential units. The home buyers’ petitions have been overseen by the Supreme Court of India and is ongoing. In August 2021, the ED issued an order fining J.P. Morgan India Private Limited approximately $31.5 million. The Firm is appealing the order and the fine. Relatedly, in July 2019, the Supreme Court of India issued an order making preliminary findings that Amrapali and other parties, including unspecified JPMorgan Chase entities and the offshore funds that had invested in the projects, violated certain currency control and money laundering provisions, and ordering the ED to conduct a further inquiry under India’s Prevention of Money Laundering Act (“PMLA”) and Foreign Exchange Management Act (“FEMA”). In May 2020, the ED attached approximately $25 million from J.P. Morgan India Private Limited in connection with the criminal PMLA investigation. The Firm is responding to and cooperating with the PMLA investigation. Federal Republic of Nigeria Litigation. JPMorgan Chase Bank, N.A. operated an escrow and depository account for the Federal Government of Nigeria (“FGN”) and two major international oil companies. The account held approximately $1.1 billion in connection with a dispute among the clients over rights to an oil field. Following the settlement of the dispute, JPMorgan Chase Bank, N.A. paid out the monies in the account in 2011 and 2013 in accordance with directions received from its clients. In November 2017, the Federal Republic of Nigeria (“FRN”) commenced a claim in the English High Court for approximately $875 million in payments made out of the accounts. The FRN, claiming to be the same entity as the FGN, alleges that the payments were instructed as part of a complex fraud not involving JPMorgan Chase Bank, N.A., but that JPMorgan Chase Bank, N.A. was or should have been on notice that the payments may be fraudulent. JPMorgan Chase Bank, N.A. applied for summary judgment and was unsuccessful. The claim is ongoing and a trial has been scheduled to commence in February 2022. Foreign Exchange Investigations and Litigation. The Firm previously reported settlements with certain government authorities relating to its foreign exchange (“FX”) sales and trading activities and controls related to those activities. Among those resolutions, in May 2015, the Firm pleaded guilty to a single violation of federal antitrust law. In January 2017, the Firm was sentenced, with judgment As of September 30, 2021, the Firm and its subsidiaries and affiliates are defendants or respondents in numerous legal proceedings, including private, civil litigations, government investigations or regulatory enforcement matters. The litigations range from individual actions involving a single plaintiff to class action lawsuits with potentially millions of class members. Investigations and regulatory enforcement matters involve both formal and informal proceedings, by both governmental agencies and self-regulatory organizations. These legal proceedings are at varying stages of adjudication, arbitration or investigation, and involve each of the Firm’s lines of business and several geographies and a wide variety of claims (including common law tort and contract claims and statutory antitrust, securities and consumer protection claims), some of which present novel legal theories. The Firm believes the estimate of the aggregate range of reasonably possible losses, in excess of reserves established, for its legal proceedings is from $0 to approximately $1.5 billion at September 30, 2021. This estimated aggregate range of reasonably possible losses was based upon information available as of that date for those proceedings in which the Firm believes that an estimate of reasonably possible loss can be made. For certain matters, the Firm does not believe that such an estimate can be made, as of that date. The Firm’s estimate of the aggregate range of reasonably possible losses involves significant judgment, given: •the number, variety and varying stages of the proceedings, including the fact that many are in preliminary stages, •the existence in many such proceedings of multiple defendants, including the Firm, whose share of liability (if any) has yet to be determined, •the numerous yet-unresolved issues in many of the proceedings, including issues regarding class certification and the scope of many of the claims, and •the attendant uncertainty of the various potential outcomes of such proceedings, including where the Firm has made assumptions concerning future rulings by the court or other adjudicator, or about the behavior or incentives of adverse parties or regulatory authorities, and those assumptions prove to be incorrect. In addition, the outcome of a particular proceeding may be a result which the Firm did not take into account in its estimate because the Firm had deemed the likelihood of that outcome to be remote. Accordingly, the Firm’s estimate of the aggregate range of reasonably possible losses will change from time to time, and actual losses may vary significantly. As of September 30, 2021, the Firm and its subsidiaries and affiliates are defendants or respondents in numerous legal proceedings, including private, civil litigations, government investigations or regulatory enforcement matters. The litigations range from individual actions involving a single plaintiff to class action lawsuits with potentially millions of class members. Investigations and regulatory enforcement matters involve both formal and informal proceedings, by both governmental agencies and self-regulatory organizations. These legal proceedings are at varying stages of adjudication, arbitration or investigation, and involve each of the Firm’s lines of business and several geographies and a wide variety of claims (including common law tort and contract claims and statutory antitrust, securities and consumer protection claims), some of which present novel legal theories. As of September 30, 2021, the Firm and its subsidiaries and affiliates are defendants or respondents in numerous legal proceedings, including private, civil litigations, government investigations or regulatory enforcement matters. The litigations range from individual actions involving a single plaintiff to class action lawsuits with potentially millions of class members. Investigations and regulatory enforcement matters involve both formal and informal proceedings, by both governmental agencies and self-regulatory organizations. These legal proceedings are at varying stages of adjudication, arbitration or investigation, and involve each of the Firm’s lines of business and several geographies and a wide variety of claims (including common law tort and contract claims and statutory antitrust, securities and consumer protection claims), some of which present novel legal theories. The Firm believes the estimate of the aggregate range of reasonably possible losses, in excess of reserves established, for its legal proceedings is from $0 to approximately $1.5 billion at September 30, 2021. This estimated aggregate range of reasonably possible losses was based upon information available as of that date for those proceedings in which the Firm believes that an estimate of reasonably possible loss can be made. For certain matters, the Firm does not believe that such an estimate can be made, as of that date. The Firm’s estimate of the aggregate range of reasonably possible losses involves significant judgment, given: The Firm believes the estimate of the aggregate range of reasonably possible losses, in excess of reserves established, for its legal proceedings is from $0 to approximately $1.5 billion at September 30, 2021. This estimated aggregate range of reasonably possible losses was based upon information available as of that date for those proceedings in which the Firm believes that an estimate of reasonably possible loss can be made. For certain matters, the Firm does not believe that such an estimate can be made, as of that date. The Firm’s estimate of the aggregate range of reasonably possible losses involves significant judgment, given: •the number, variety and varying stages of the proceedings, including the fact that many are in preliminary stages, • the number, variety and varying stages of the proceedings, including the fact that many are in preliminary stages, •the existence in many such proceedings of multiple defendants, including the Firm, whose share of liability (if any) has yet to be determined, • the existence in many such proceedings of multiple defendants, including the Firm, whose share of liability (if any) has yet to be determined, •the numerous yet-unresolved issues in many of the proceedings, including issues regarding class certification and the scope of many of the claims, and • the numerous yet-unresolved issues in many of the proceedings, including issues regarding class certification and the scope of many of the claims, and •the attendant uncertainty of the various potential outcomes of such proceedings, including where the Firm has made assumptions concerning future rulings by the court or other adjudicator, or about the behavior or incentives of adverse parties or regulatory authorities, and those assumptions prove to be incorrect. • the attendant uncertainty of the various potential outcomes of such proceedings, including where the Firm has made assumptions concerning future rulings by the court or other adjudicator, or about the behavior or incentives of adverse parties or regulatory authorities, and those assumptions prove to be incorrect. In addition, the outcome of a particular proceeding may be a result which the Firm did not take into account in its estimate because the Firm had deemed the likelihood of that outcome to be remote. Accordingly, the Firm’s estimate of the aggregate range of reasonably possible losses will change from time to time, and actual losses may vary significantly. In addition, the outcome of a particular proceeding may be a result which the Firm did not take into account in its estimate because the Firm had deemed the likelihood of that outcome to be remote. Accordingly, the Firm’s estimate of the aggregate range of reasonably possible losses will change from time to time, and actual losses may vary significantly. Set forth below are descriptions of the Firm’s material legal proceedings. Amrapali. India’s Enforcement Directorate (“ED”) is investigating J.P. Morgan India Private Limited in connection with investments made in 2010 and 2012 by two offshore funds formerly managed by JPMorgan Chase entities into residential housing projects developed by the Amrapali Group (“Amrapali”). In 2017, numerous creditors filed civil claims against Amrapali including petitions brought by home buyers relating to delays in delivering or failure to deliver residential units. The home buyers’ petitions have been overseen by the Supreme Court of India and is ongoing. In August 2021, the ED issued an order fining J.P. Morgan India Private Limited approximately $31.5 million. The Firm is appealing the order and the fine. Relatedly, in July 2019, the Supreme Court of India issued an order making preliminary findings that Amrapali and other parties, including unspecified JPMorgan Chase entities and the offshore funds that had invested in the projects, violated certain currency control and money laundering provisions, and ordering the ED to conduct a further inquiry under India’s Prevention of Money Laundering Act (“PMLA”) and Foreign Exchange Management Act (“FEMA”). In May 2020, the ED attached approximately $25 million from J.P. Morgan India Private Limited in connection with the criminal PMLA investigation. The Firm is responding to and cooperating with the PMLA investigation. Federal Republic of Nigeria Litigation. JPMorgan Chase Bank, N.A. operated an escrow and depository account for the Federal Government of Nigeria (“FGN”) and two major international oil companies. The account held approximately $1.1 billion in connection with a dispute among the clients over rights to an oil field. Following the settlement of the dispute, JPMorgan Chase Bank, N.A. paid out the monies in the account in 2011 and 2013 in accordance with directions received from its clients. In November 2017, the Federal Republic of Nigeria (“FRN”) commenced a claim in the English High Court for approximately $875 million in payments made out of the accounts. The FRN, claiming to be the same entity as the FGN, alleges that the payments were instructed as part of a complex fraud not involving JPMorgan Chase Bank, N.A., but that JPMorgan Chase Bank, N.A. was or should have been on notice that the payments may be fraudulent. JPMorgan Chase Bank, N.A. applied for summary judgment and was unsuccessful. The claim is ongoing and a trial has been scheduled to commence in February 2022. Foreign Exchange Investigations and Litigation. The Firm previously reported settlements with certain government authorities relating to its foreign exchange (“FX”) sales and trading activities and controls related to those activities. Among those resolutions, in May 2015, the Firm pleaded guilty to a single violation of federal antitrust law. In January 2017, the Firm was sentenced, with judgment Set forth below are descriptions of the Firm’s material legal proceedings. Set forth below are descriptions of the Firm’s material legal proceedings. Amrapali. India’s Enforcement Directorate (“ED”) is investigating J.P. Morgan India Private Limited in connection with investments made in 2010 and 2012 by two offshore funds formerly managed by JPMorgan Chase entities into residential housing projects developed by the Amrapali Group (“Amrapali”). In 2017, numerous creditors filed civil claims against Amrapali including petitions brought by home buyers relating to delays in delivering or failure to deliver residential units. The home buyers’ petitions have been overseen by the Supreme Court of India and is ongoing. In August 2021, the ED issued an order fining J.P. Morgan India Private Limited approximately $31.5 million. The Firm is appealing the order and the fine. Relatedly, in July 2019, the Supreme Court of India issued an order making preliminary findings that Amrapali and other parties, including unspecified JPMorgan Chase entities and the offshore funds that had invested in the projects, violated certain currency control and money laundering provisions, and ordering the ED to conduct a further inquiry under India’s Prevention of Money Laundering Act (“PMLA”) and Foreign Exchange Management Act (“FEMA”). In May 2020, the ED attached approximately $25 million from J.P. Morgan India Private Limited in connection with the criminal PMLA investigation. The Firm is responding to and cooperating with the PMLA investigation. Amrapali . India’s Enforcement Directorate (“ED”) is investigating J.P. Morgan India Private Limited in connection with investments made in 2010 and 2012 by two offshore funds formerly managed by JPMorgan Chase entities into residential housing projects developed by the Amrapali Group (“Amrapali”). In 2017, numerous creditors filed civil claims against Amrapali including petitions brought by home buyers relating to delays in delivering or failure to deliver residential units. The home buyers’ petitions have been overseen by the Supreme Court of India and is ongoing. In August 2021, the ED issued an order fining J.P. Morgan India Private Limited approximately $31.5 million. The Firm is appealing the order and the fine. Relatedly, in July 2019, the Supreme Court of India issued an order making preliminary findings that Amrapali and other parties, including unspecified JPMorgan Chase entities and the offshore funds that had invested in the projects, violated certain currency control and money laundering provisions, and ordering the ED to conduct a further inquiry under India’s Prevention of Money Laundering Act (“PMLA”) and Foreign Exchange Management Act (“FEMA”). In May 2020, the ED attached approximately $25 million from J.P. Morgan India Private Limited in connection with the criminal PMLA investigation. The Firm is responding to and cooperating with the PMLA investigation. Federal Republic of Nigeria Litigation. JPMorgan Chase Bank, N.A. operated an escrow and depository account for the Federal Government of Nigeria (“FGN”) and two major international oil companies. The account held approximately $1.1 billion in connection with a dispute among the clients over rights to an oil field. Following the settlement of the dispute, JPMorgan Chase Bank, N.A. paid out the monies in the account in 2011 and 2013 in accordance with directions received from its clients. In November 2017, the Federal Republic of Nigeria (“FRN”) commenced a claim in the English High Court for approximately $875 million in payments made out of the accounts. The FRN, claiming to be the same entity as the FGN, alleges that the payments were instructed as part of a complex fraud not involving JPMorgan Chase Bank, N.A., but that JPMorgan Chase Bank, N.A. was or should have been on notice that the payments may be fraudulent. JPMorgan Chase Bank, N.A. applied for summary judgment and was unsuccessful. The claim is ongoing and a trial has been scheduled to commence in February 2022. Federal Republic of Nigeria Litigation. JPMorgan Chase Bank, N.A. operated an escrow and depository account for the Federal Government of Nigeria (“FGN”) and two major international oil companies. The account held approximately $1.1 billion in connection with a dispute among the clients over rights to an oil field. Following the settlement of the dispute, JPMorgan Chase Bank, N.A. paid out the monies in the account in 2011 and 2013 in accordance with directions received from its clients. In November 2017, the Federal Republic of Nigeria (“FRN”) commenced a claim in the English High Court for approximately $875 million in payments made out of the accounts. The FRN, claiming to be the same entity as the FGN, alleges that the payments were instructed as part of a complex fraud not involving JPMorgan Chase Bank, N.A., but that JPMorgan Chase Bank, N.A. was or should have been on notice that the payments may be fraudulent. JPMorgan Chase Bank, N.A. applied for summary judgment and was unsuccessful. The claim is ongoing and a trial has been scheduled to commence in February 2022. Foreign Exchange Investigations and Litigation. The Firm previously reported settlements with certain government authorities relating to its foreign exchange (“FX”) sales and trading activities and controls related to those activities. Among those resolutions, in May 2015, the Firm pleaded guilty to a single violation of federal antitrust law. In January 2017, the Firm was sentenced, with judgment Foreign Exchange Investigations and Litigation. The Firm previously reported settlements with certain government authorities relating to its foreign exchange (“FX”) sales and trading activities and controls related to those activities. Among those resolutions, in May 2015, the Firm pleaded guilty to a single violation of federal antitrust law. In January 2017, the Firm was sentenced, with judgment entered thereafter and a term of probation which ended in January 2020, with the Firm remaining in good standing throughout the probation period. The Department of Labor granted the Firm a five-year exemption of disqualification that allows the Firm and its affiliates to continue to rely on the Qualified Professional Asset Manager exemption under the Employee Retirement Income Security Act (“ERISA”) until January 2023. The Firm will need the Department of Labor to approve a further exemption to cover the remainder of the ten-year disqualification period. A South Africa Competition Commission matter is the remaining FX-related governmental inquiry, and is currently pending before the South Africa Competition Tribunal. In August 2018, the United States District Court for the Southern District of New York granted final approval to the Firm’s settlement of a consolidated class action brought by U.S.-based plaintiffs, which principally alleged violations of federal antitrust laws based on an alleged conspiracy to manipulate foreign exchange rates and also sought damages on behalf of persons who transacted in FX futures and options on futures. Certain members of the settlement class filed requests to the Court to be excluded from the class, and certain of them filed a complaint against the Firm and other foreign exchange dealers in November 2018. A number of these actions remain pending. Further, a putative class action has been filed against the Firm and other foreign exchange dealers on behalf of certain consumers who purchased foreign currencies at allegedly inflated rates. Another putative class action was brought against the Firm and other foreign exchange dealers on behalf of purported indirect purchasers of FX instruments. In 2020, the Court approved a settlement by the Firm and 11 other defendants of that class action for a total of $10 million. In addition, some FX-related individual and putative class actions based on similar alleged underlying conduct have been filed outside the U.S., including in the U.K., Israel, Brazil and Australia. Inquiries Concerning Preservation Requirements. The Firm has been responding to requests for information and other material from certain of its regulators concerning its compliance with records preservation requirements in connection with business communications sent over electronic messaging channels that have not been approved by the Firm. The Firm is cooperating with these inquiries and is currently engaged in certain advanced resolution discussions. There is no assurance that the discussions will result in a resolution. Interchange Litigation. Groups of merchants and retail associations filed a series of class action complaints alleging that Visa and Mastercard, as well as certain banks, conspired to set the price of credit and debit card interchange fees and enacted related rules in violation of antitrust laws. In 2012, the parties initially settled the cases for a cash payment, a temporary reduction of credit card interchange, and modifications to certain credit card network rules. In 2017, after the approval of that settlement was reversed on appeal, the case was remanded entered thereafter and a term of probation which ended in January 2020, with the Firm remaining in good standing throughout the probation period. The Department of Labor granted the Firm a five-year exemption of disqualification that allows the Firm and its affiliates to continue to rely on the Qualified Professional Asset Manager exemption under the Employee Retirement Income Security Act (“ERISA”) until January 2023. The Firm will need the Department of Labor to approve a further exemption to cover the remainder of the ten-year disqualification period. A South Africa Competition Commission matter is the remaining FX-related governmental inquiry, and is currently pending before the South Africa Competition Tribunal. entered thereafter and a term of probation which ended in January 2020, with the Firm remaining in good standing throughout the probation period. The Department of Labor granted the Firm a five-year exemption of disqualification that allows the Firm and its affiliates to continue to rely on the Qualified Professional Asset Manager exemption under the Employee Retirement Income Security Act (“ERISA”) until January 2023. The Firm will need the Department of Labor to approve a further exemption to cover the remainder of the ten-year disqualification period. A South Africa Competition Commission matter is the remaining FX-related governmental inquiry, and is currently pending before the South Africa Competition Tribunal. In August 2018, the United States District Court for the Southern District of New York granted final approval to the Firm’s settlement of a consolidated class action brought by U.S.-based plaintiffs, which principally alleged violations of federal antitrust laws based on an alleged conspiracy to manipulate foreign exchange rates and also sought damages on behalf of persons who transacted in FX futures and options on futures. Certain members of the settlement class filed requests to the Court to be excluded from the class, and certain of them filed a complaint against the Firm and other foreign exchange dealers in November 2018. A number of these actions remain pending. Further, a putative class action has been filed against the Firm and other foreign exchange dealers on behalf of certain consumers who purchased foreign currencies at allegedly inflated rates. Another putative class action was brought against the Firm and other foreign exchange dealers on behalf of purported indirect purchasers of FX instruments. In 2020, the Court approved a settlement by the Firm and 11 other defendants of that class action for a total of $10 million. In addition, some FX-related individual and putative class actions based on similar alleged underlying conduct have been filed outside the U.S., including in the U.K., Israel, Brazil and Australia. In August 2018, the United States District Court for the Southern District of New York granted final approval to the Firm’s settlement of a consolidated class action brought by U.S.-based plaintiffs, which principally alleged violations of federal antitrust laws based on an alleged conspiracy to manipulate foreign exchange rates and also sought damages on behalf of persons who transacted in FX futures and options on futures. Certain members of the settlement class filed requests to the Court to be excluded from the class, and certain of them filed a complaint against the Firm and other foreign exchange dealers in November 2018. A number of these actions remain pending. Further, a putative class action has been filed against the Firm and other foreign exchange dealers on behalf of certain consumers who purchased foreign currencies at allegedly inflated rates. Another putative class action was brought against the Firm and other foreign exchange dealers on behalf of purported indirect purchasers of FX instruments. In 2020, the Court approved a settlement by the Firm and 11 other defendants of that class action for a total of $10 million. In addition, some FX-related individual and putative class actions based on similar alleged underlying conduct have been filed outside the U.S., including in the U.K., Israel, Brazil and Australia. Inquiries Concerning Preservation Requirements. The Firm has been responding to requests for information and other material from certain of its regulators concerning its compliance with records preservation requirements in connection with business communications sent over electronic messaging channels that have not been approved by the Firm. The Firm is cooperating with these inquiries and is currently engaged in certain advanced resolution discussions. There is no assurance that the discussions will result in a resolution. Inquiries Concerning Preservation Requirements . The Firm has been responding to requests for information and other material from certain of its regulators concerning its compliance with records preservation requirements in connection with business communications sent over electronic messaging channels that have not been approved by the Firm. The Firm is cooperating with these inquiries and is currently engaged in certain advanced resolution discussions. There is no assurance that the discussions will result in a resolution. Interchange Litigation. Groups of merchants and retail associations filed a series of class action complaints alleging that Visa and Mastercard, as well as certain banks, conspired to set the price of credit and debit card interchange fees and enacted related rules in violation of antitrust laws. In 2012, the parties initially settled the cases for a cash payment, a temporary reduction of credit card interchange, and modifications to certain credit card network rules. In 2017, after the approval of that settlement was reversed on appeal, the case was remanded Interchange Litigation. Groups of merchants and retail associations filed a series of class action complaints alleging that Visa and Mastercard, as well as certain banks, conspired to set the price of credit and debit card interchange fees and enacted related rules in violation of antitrust laws. In 2012, the parties initially settled the cases for a cash payment, a temporary reduction of credit card interchange, and modifications to certain credit card network rules. In 2017, after the approval of that settlement was reversed on appeal, the case was remanded to the United States District Court for the Eastern District of New York for further proceedings consistent with the appellate decision. The original class action was divided into two separate actions, one seeking primarily monetary relief and the other seeking primarily injunctive relief. In September 2018, the parties to the class action seeking monetary relief finalized an agreement which amends and supersedes the prior settlement agreement. Pursuant to this settlement, the defendants collectively contributed an additional $900 million to the approximately $5.3 billion previously held in escrow from the original settlement. In December 2019, the amended agreement was approved by the District Court. Certain merchants appealed the District Court’s approval order, and those appeals are pending. Based on the percentage of merchants that opted out of the amended class settlement, $700 million has been returned to the defendants from the settlement escrow in accordance with the settlement agreement. The class action seeking primarily injunctive relief continues separately, and in September 2021, the District Court granted plaintiffs’ motion for class certification in part, and denied the motion in part. In addition, certain merchants have filed individual actions raising similar allegations against Visa and Mastercard, as well as against the Firm and other banks, and some of those actions remain pending. LIBOR and Other Benchmark Rate Investigations and Litigation. JPMorgan Chase has responded to inquiries from various governmental agencies and entities around the world relating primarily to the British Bankers Association’s ("BBA") London Interbank Offered Rate (“LIBOR”) for various currencies and the European Banking Federation’s Euro Interbank Offered Rate (“EURIBOR”). The Swiss Competition Commission’s investigation relating to EURIBOR, to which the Firm and other banks are subject, continues. In December 2016, the European Commission issued a decision against the Firm and other banks finding an infringement of European antitrust rules relating to EURIBOR. The Firm has filed an appeal of that decision with the European General Court, and that appeal is pending. In addition, the Firm has been named as a defendant along with other banks in various individual and putative class actions related to benchmark rates, including U.S. dollar LIBOR. In actions related to U.S. dollar LIBOR during the period that it was administered by the BBA, the Firm has obtained dismissal of certain actions and resolved certain other actions, and others are in various stages of litigation. The United States District Court for the Southern District of New York has granted class certification of antitrust claims related to bonds and interest rate swaps sold directly by the defendants, including the Firm. In a consolidated putative class action related to the period that U.S. dollar LIBOR was administered by ICE Benchmark Administration, the District Court granted the motion by defendants, including the Firm, to dismiss plaintiffs’ complaint, and the plaintiffs have to the United States District Court for the Eastern District of New York for further proceedings consistent with the appellate decision. to the United States District Court for the Eastern District of New York for further proceedings consistent with the appellate decision. The original class action was divided into two separate actions, one seeking primarily monetary relief and the other seeking primarily injunctive relief. In September 2018, the parties to the class action seeking monetary relief finalized an agreement which amends and supersedes the prior settlement agreement. Pursuant to this settlement, the defendants collectively contributed an additional $900 million to the approximately $5.3 billion previously held in escrow from the original settlement. In December 2019, the amended agreement was approved by the District Court. Certain merchants appealed the District Court’s approval order, and those appeals are pending. Based on the percentage of merchants that opted out of the amended class settlement, $700 million has been returned to the defendants from the settlement escrow in accordance with the settlement agreement. The class action seeking primarily injunctive relief continues separately, and in September 2021, the District Court granted plaintiffs’ motion for class certification in part, and denied the motion in part. The original class action was divided into two separate actions, one seeking primarily monetary relief and the other seeking primarily injunctive relief. In September 2018, the parties to the class action seeking monetary relief finalized an agreement which amends and supersedes the prior settlement agreement. Pursuant to this settlement, the defendants collectively contributed an additional $900 million to the approximately $5.3 billion previously held in escrow from the original settlement. In December 2019, the amended agreement was approved by the District Court. Certain merchants appealed the District Court’s approval order, and those appeals are pending. Based on the percentage of merchants that opted out of the amended class settlement, $700 million has been returned to the defendants from the settlement escrow in accordance with the settlement agreement. The class action seeking primarily injunctive relief continues separately, and in September 2021, the District Court granted plaintiffs’ motion for class certification in part, and denied the motion in part. In addition, certain merchants have filed individual actions raising similar allegations against Visa and Mastercard, as well as against the Firm and other banks, and some of those actions remain pending. In addition, certain merchants have filed individual actions raising similar allegations against Visa and Mastercard, as well as against the Firm and other banks, and some of those actions remain pending. LIBOR and Other Benchmark Rate Investigations and Litigation. JPMorgan Chase has responded to inquiries from various governmental agencies and entities around the world relating primarily to the British Bankers Association’s ("BBA") London Interbank Offered Rate (“LIBOR”) for various currencies and the European Banking Federation’s Euro Interbank Offered Rate (“EURIBOR”). The Swiss Competition Commission’s investigation relating to EURIBOR, to which the Firm and other banks are subject, continues. In December 2016, the European Commission issued a decision against the Firm and other banks finding an infringement of European antitrust rules relating to EURIBOR. The Firm has filed an appeal of that decision with the European General Court, and that appeal is pending. LIBOR and Other Benchmark Rate Investigations and Litigation. JPMorgan Chase has responded to inquiries from various governmental agencies and entities around the world relating primarily to the British Bankers Association’s ("BBA") London Interbank Offered Rate (“LIBOR”) for various currencies and the European Banking Federation’s Euro Interbank Offered Rate (“EURIBOR”). The Swiss Competition Commission’s investigation relating to EURIBOR, to which the Firm and other banks are subject, continues. In December 2016, the European Commission issued a decision against the Firm and other banks finding an infringement of European antitrust rules relating to EURIBOR. The Firm has filed an appeal of that decision with the European General Court, and that appeal is pending. In addition, the Firm has been named as a defendant along with other banks in various individual and putative class actions related to benchmark rates, including U.S. dollar LIBOR. In actions related to U.S. dollar LIBOR during the period that it was administered by the BBA, the Firm has obtained dismissal of certain actions and resolved certain other actions, and others are in various stages of litigation. The United States District Court for the Southern District of New York has granted class certification of antitrust claims related to bonds and interest rate swaps sold directly by the defendants, including the Firm. In a consolidated putative class action related to the period that U.S. dollar LIBOR was administered by ICE Benchmark Administration, the District Court granted the motion by defendants, including the Firm, to dismiss plaintiffs’ complaint, and the plaintiffs have In addition, the Firm has been named as a defendant along with other banks in various individual and putative class actions related to benchmark rates, including U.S. dollar LIBOR. In actions related to U.S. dollar LIBOR during the period that it was administered by the BBA, the Firm has obtained dismissal of certain actions and resolved certain other actions, and others are in various stages of litigation. The United States District Court for the Southern District of New York has granted class certification of antitrust claims related to bonds and interest rate swaps sold directly by the defendants, including the Firm. In a consolidated putative class action related to the period that U.S. dollar LIBOR was administered by ICE Benchmark Administration, the District Court granted the motion by defendants, including the Firm, to dismiss plaintiffs’ complaint, and the plaintiffs have appealed. In addition, in August 2020, a group of individual plaintiffs filed a lawsuit asserting antitrust claims, alleging that the Firm and other defendants were engaged in an unlawful agreement to set U.S. dollar LIBOR and conspired to monopolize the market for LIBOR-based consumer loans and credit cards. In November 2020 and May 2021, plaintiffs filed motions for a preliminary injunction each seeking to enjoin defendants from setting U.S. dollar LIBOR and to prohibit defendants from enforcing any financial instruments that rely on U.S. dollar LIBOR. The court held a hearing to address these motions in September 2021. The Firm’s settlements of putative class actions related to Swiss franc LIBOR, the Singapore Interbank Offered Rate and the Singapore Swap Offer Rate, and the Australian Bank Bill Swap Reference Rate remain subject to court approval. Metals and U.S. Treasuries Investigations and Litigation and Related Inquiries. The Firm previously reported that it and/or certain of its subsidiaries had entered into resolutions with the U.S. Department of Justice (“DOJ”), the U.S. Commodity Futures Trading Commission (“CFTC”) and the U.S. Securities and Exchange Commission (“SEC”), which, collectively, resolved those agencies’ respective investigations relating to historical trading practices by former employees in the precious metals and U.S. treasuries markets and related conduct from 2008 to 2016. The Firm entered into a Deferred Prosecution Agreement (“DPA”) with the DOJ in which it agreed to the filing of a criminal information charging JPMorgan Chase & Co. with two counts of wire fraud and agreed, along with JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC, to certain terms and obligations as set forth therein. Under the terms of the DPA, the criminal information will be dismissed after three years, provided that JPMorgan Chase & Co., JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC fully comply with all of their obligations. Across the three resolutions with the DOJ, CFTC and SEC, JPMorgan Chase & Co., JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC agreed to pay a total monetary amount of approximately $920 million. A portion of the total monetary amount includes victim compensation payments. Several putative class action complaints have been filed in the United States District Court for the Southern District of New York against the Firm and certain former employees, alleging a precious metals futures and options price manipulation scheme in violation of the Commodity Exchange Act. Some of the complaints also allege unjust enrichment and deceptive acts or practices under the General Business Law of the State of New York. The Court consolidated these putative class actions in February 2019, and the consolidated action is stayed through December 2021. In July 2021, the parties informed the Court that they have entered into a settlement to resolve the action. In Canada, plaintiffs have moved to commence putative class action proceedings based on similar alleged underlying appealed. In addition, in August 2020, a group of individual plaintiffs filed a lawsuit asserting antitrust claims, alleging that the Firm and other defendants were engaged in an unlawful agreement to set U.S. dollar LIBOR and conspired to monopolize the market for LIBOR-based consumer loans and credit cards. In November 2020 and May 2021, plaintiffs filed motions for a preliminary injunction each seeking to enjoin defendants from setting U.S. dollar LIBOR and to prohibit defendants from enforcing any financial instruments that rely on U.S. dollar LIBOR. The court held a hearing to address these motions in September 2021. The Firm’s settlements of putative class actions related to Swiss franc LIBOR, the Singapore Interbank Offered Rate and the Singapore Swap Offer Rate, and the Australian Bank Bill Swap Reference Rate remain subject to court approval. appealed. In addition, in August 2020, a group of individual plaintiffs filed a lawsuit asserting antitrust claims, alleging that the Firm and other defendants were engaged in an unlawful agreement to set U.S. dollar LIBOR and conspired to monopolize the market for LIBOR-based consumer loans and credit cards. In November 2020 and May 2021, plaintiffs filed motions for a preliminary injunction each seeking to enjoin defendants from setting U.S. dollar LIBOR and to prohibit defendants from enforcing any financial instruments that rely on U.S. dollar LIBOR. The court held a hearing to address these motions in September 2021. The Firm’s settlements of putative class actions related to Swiss franc LIBOR, the Singapore Interbank Offered Rate and the Singapore Swap Offer Rate, and the Australian Bank Bill Swap Reference Rate remain subject to court approval. Metals and U.S. Treasuries Investigations and Litigation and Related Inquiries. The Firm previously reported that it and/or certain of its subsidiaries had entered into resolutions with the U.S. Department of Justice (“DOJ”), the U.S. Commodity Futures Trading Commission (“CFTC”) and the U.S. Securities and Exchange Commission (“SEC”), which, collectively, resolved those agencies’ respective investigations relating to historical trading practices by former employees in the precious metals and U.S. treasuries markets and related conduct from 2008 to 2016. Metals and U.S. Treasuries Investigations and Litigation and Related Inquiries. The Firm previously reported that it and/or certain of its subsidiaries had entered into resolutions with the U.S. Department of Justice (“DOJ”), the U.S. Commodity Futures Trading Commission (“CFTC”) and the U.S. Securities and Exchange Commission (“SEC”), which, collectively, resolved those agencies’ respective investigations relating to historical trading practices by former employees in the precious metals and U.S. treasuries markets and related conduct from 2008 to 2016. The Firm entered into a Deferred Prosecution Agreement (“DPA”) with the DOJ in which it agreed to the filing of a criminal information charging JPMorgan Chase & Co. with two counts of wire fraud and agreed, along with JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC, to certain terms and obligations as set forth therein. Under the terms of the DPA, the criminal information will be dismissed after three years, provided that JPMorgan Chase & Co., JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC fully comply with all of their obligations. The Firm entered into a Deferred Prosecution Agreement (“DPA”) with the DOJ in which it agreed to the filing of a criminal information charging JPMorgan Chase & Co. with two counts of wire fraud and agreed, along with JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC, to certain terms and obligations as set forth therein. Under the terms of the DPA, the criminal information will be dismissed after three years, provided that JPMorgan Chase & Co., JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC fully comply with all of their obligations. Across the three resolutions with the DOJ, CFTC and SEC, JPMorgan Chase & Co., JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC agreed to pay a total monetary amount of approximately $920 million. A portion of the total monetary amount includes victim compensation payments. Across the three resolutions with the DOJ, CFTC and SEC, JPMorgan Chase & Co., JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC agreed to pay a total monetary amount of approximately $920 million. A portion of the total monetary amount includes victim compensation payments. Several putative class action complaints have been filed in the United States District Court for the Southern District of New York against the Firm and certain former employees, alleging a precious metals futures and options price manipulation scheme in violation of the Commodity Exchange Act. Some of the complaints also allege unjust enrichment and deceptive acts or practices under the General Business Law of the State of New York. The Court consolidated these putative class actions in February 2019, and the consolidated action is stayed through December 2021. In July 2021, the parties informed the Court that they have entered into a settlement to resolve the action. In Canada, plaintiffs have moved to commence putative class action proceedings based on similar alleged underlying Several putative class action complaints have been filed in the United States District Court for the Southern District of New York against the Firm and certain former employees, alleging a precious metals futures and options price manipulation scheme in violation of the Commodity Exchange Act. Some of the complaints also allege unjust enrichment and deceptive acts or practices under the General Business Law of the State of New York. The Court consolidated these putative class actions in February 2019, and the consolidated action is stayed through December 2021. In July 2021, the parties informed the Court that they have entered into a settlement to resolve the action. In Canada, plaintiffs have moved to commence putative class action proceedings based on similar alleged underlying conduct for precious metals. In addition, several putative class actions were filed in the United States District Courts for the Northern District of Illinois and Southern District of New York against the Firm, alleging manipulation of U.S. Treasury futures and options, and bringing claims under the Commodity Exchange Act. Some of the complaints also allege unjust enrichment. The actions in the Northern District of Illinois have been transferred to the Southern District of New York. The Court consolidated these putative class actions in October 2020 and plaintiffs filed their consolidated amended complaint in April 2021. In May 2021, the parties informed the Court that they have entered into a settlement to resolve the action. In October 2020, two putative class action complaints were filed under the Securities Exchange Act of 1934 in the United States District Court for the Eastern District of New York against the Firm and certain individual defendants on behalf of shareholders who acquired shares during the putative class period alleging that certain SEC filings of the Firm were materially false or misleading in that they did not disclose certain information relating to the above-referenced investigations. The Court consolidated these putative class actions in January 2021. Plaintiffs filed their second amended complaint in May 2021, which additionally alleged that certain orders in precious metals futures contracts placed by precious metals futures traders during the putative class period were materially false and misleading. Defendants have moved to dismiss. Securities Lending Antitrust Litigation. JPMorgan Chase Bank, N.A., J.P. Morgan Securities LLC, J.P. Morgan Prime, Inc., and J.P. Morgan Strategic Securities Lending Corp. are named as defendants in a putative class action filed in the United States District Court for the Southern District of New York. The complaint asserts violations of federal antitrust law and New York State common law in connection with an alleged conspiracy to prevent the emergence of anonymous exchange trading for securities lending transactions. Defendants’ motion to dismiss the complaint was denied. Plaintiffs have moved to certify a class in this action, which defendants are opposing. Wendel. Since 2012, the French criminal authorities have been investigating a series of transactions entered into by senior managers of Wendel Investissement (“Wendel”) during the period from 2004 through 2007 to restructure their shareholdings in Wendel. JPMorgan Chase Bank, N.A., Paris branch provided financing for the transactions to a number of managers of Wendel in 2007. JPMorgan Chase Bank, N.A. cooperated with the investigation. The investigating judges issued an ordonnance de renvoi in November 2016, referring JPMorgan Chase Bank, N.A. to the French tribunal correctionnel for alleged complicity in tax fraud. In January 2018, the Paris Court of Appeal issued a decision cancelling the mise en examen of JPMorgan Chase Bank, N.A. The Court of Cassation, France’s highest court, ruled in September 2018 that a mise en examen is a prerequisite for an ordonnance de renvoi and in January conduct for precious metals. In addition, several putative class actions were filed in the United States District Courts for the Northern District of Illinois and Southern District of New York against the Firm, alleging manipulation of U.S. Treasury futures and options, and bringing claims under the Commodity Exchange Act. Some of the complaints also allege unjust enrichment. The actions in the Northern District of Illinois have been transferred to the Southern District of New York. The Court consolidated these putative class actions in October 2020 and plaintiffs filed their consolidated amended complaint in April 2021. In May 2021, the parties informed the Court that they have entered into a settlement to resolve the action. conduct for precious metals. In addition, several putative class actions were filed in the United States District Courts for the Northern District of Illinois and Southern District of New York against the Firm, alleging manipulation of U.S. Treasury futures and options, and bringing claims under the Commodity Exchange Act. Some of the complaints also allege unjust enrichment. The actions in the Northern District of Illinois have been transferred to the Southern District of New York. The Court consolidated these putative class actions in October 2020 and plaintiffs filed their consolidated amended complaint in April 2021. In May 2021, the parties informed the Court that they have entered into a settlement to resolve the action. In October 2020, two putative class action complaints were filed under the Securities Exchange Act of 1934 in the United States District Court for the Eastern District of New York against the Firm and certain individual defendants on behalf of shareholders who acquired shares during the putative class period alleging that certain SEC filings of the Firm were materially false or misleading in that they did not disclose certain information relating to the above-referenced investigations. The Court consolidated these putative class actions in January 2021. Plaintiffs filed their second amended complaint in May 2021, which additionally alleged that certain orders in precious metals futures contracts placed by precious metals futures traders during the putative class period were materially false and misleading. Defendants have moved to dismiss. In October 2020, two putative class action complaints were filed under the Securities Exchange Act of 1934 in the United States District Court for the Eastern District of New York against the Firm and certain individual defendants on behalf of shareholders who acquired shares during the putative class period alleging that certain SEC filings of the Firm were materially false or misleading in that they did not disclose certain information relating to the above-referenced investigations. The Court consolidated these putative class actions in January 2021. Plaintiffs filed their second amended complaint in May 2021, which additionally alleged that certain orders in precious metals futures contracts placed by precious metals futures traders during the putative class period were materially false and misleading. Defendants have moved to dismiss. Securities Lending Antitrust Litigation. JPMorgan Chase Bank, N.A., J.P. Morgan Securities LLC, J.P. Morgan Prime, Inc., and J.P. Morgan Strategic Securities Lending Corp. are named as defendants in a putative class action filed in the United States District Court for the Southern District of New York. The complaint asserts violations of federal antitrust law and New York State common law in connection with an alleged conspiracy to prevent the emergence of anonymous exchange trading for securities lending transactions. Defendants’ motion to dismiss the complaint was denied. Plaintiffs have moved to certify a class in this action, which defendants are opposing. Securities Lending Antitrust Litigation . JPMorgan Chase Bank, N.A., J.P. Morgan Securities LLC, J.P. Morgan Prime, Inc., and J.P. Morgan Strategic Securities Lending Corp. are named as defendants in a putative class action filed in the United States District Court for the Southern District of New York. The complaint asserts violations of federal antitrust law and New York State common law in connection with an alleged conspiracy to prevent the emergence of anonymous exchange trading for securities lending transactions. Defendants’ motion to dismiss the complaint was denied. Plaintiffs have moved to certify a class in this action, which defendants are opposing. Wendel. Since 2012, the French criminal authorities have been investigating a series of transactions entered into by senior managers of Wendel Investissement (“Wendel”) during the period from 2004 through 2007 to restructure their shareholdings in Wendel. JPMorgan Chase Bank, N.A., Paris branch provided financing for the transactions to a number of managers of Wendel in 2007. JPMorgan Chase Bank, N.A. cooperated with the investigation. The investigating judges issued an ordonnance de renvoi in November 2016, referring JPMorgan Chase Bank, N.A. to the French tribunal correctionnel for alleged complicity in tax fraud. In January 2018, the Paris Court of Appeal issued a decision cancelling the mise en examen of JPMorgan Chase Bank, N.A. The Court of Cassation, France’s highest court, ruled in September 2018 that a mise en examen is a prerequisite for an ordonnance de renvoi and in January Wendel. Since 2012, the French criminal authorities have been investigating a series of transactions entered into by senior managers of Wendel Investissement (“Wendel”) during the period from 2004 through 2007 to restructure their shareholdings in Wendel. JPMorgan Chase Bank, N.A., Paris branch provided financing for the transactions to a number of managers of Wendel in 2007. JPMorgan Chase Bank, N.A. cooperated with the investigation. The investigating judges issued an ordonnance de renvoi in November 2016, referring JPMorgan Chase Bank, N.A. to the French tribunal correctionnel for alleged complicity in tax fraud. In January 2018, the Paris Court of Appeal issued a decision cancelling the mise en examen of JPMorgan Chase Bank, N.A. The Court of Cassation, France’s highest court, ruled in September 2018 that a mise en examen is a prerequisite for an ordonnance de renvoi and in January 2020 ordered the annulment of the ordonnance de renvoi referring JPMorgan Chase Bank, N.A. to the French tribunal correctionnel. The Court of Appeal found in January 2021 that it had no power to take further action against JPMorgan Chase Bank, N.A. following the Court of Cassation’s ruling. At the opening of a trial of the managers of Wendel in January 2021, the tribunal correctionnel directed the criminal authorities to clarify whether a further investigation should be opened against JPMorgan Chase Bank, N.A., pending which the trial was postponed. In April 2021, the Court of Cassation declined to hear JPMorgan Chase Bank, N.A.’s appeal of the January 2021 decision of the tribunal correctionnel at this stage of the proceedings. In August 2021, JPMorgan Chase Bank, N.A. entered into a Convention Judicaire d’Intérêt Public with the French criminal authorities, under which it agreed to pay a fine of €25 million to resolve the potential legal proceedings. The resolution, which did not contain any admissions, was approved by the Presiding Judge of the tribunal judiciaire, and JPMorgan Chase Bank, N.A. paid the fine in September 2021. In addition, a number of the managers have commenced civil proceedings against JPMorgan Chase Bank, N.A. The claims are separate, involve different allegations and are at various stages of proceedings. * * * In addition to the various legal proceedings discussed above, JPMorgan Chase and its subsidiaries are named as defendants or are otherwise involved in a substantial number of other legal proceedings. The Firm believes it has meritorious defenses to the claims asserted against it in its currently outstanding legal proceedings and it intends to defend itself vigorously. Additional legal proceedings may be initiated from time to time in the future. The Firm has established reserves for several hundred of its currently outstanding legal proceedings. In accordance with the provisions of U.S. GAAP for contingencies, the Firm accrues for a litigation-related liability when it is probable that such a liability has been incurred and the amount of the loss can be reasonably estimated. The Firm evaluates its outstanding legal proceedings each quarter to assess its litigation reserves, and makes adjustments in such reserves, upward or downward, as appropriate, based on management’s best judgment after consultation with counsel. The Firm’s legal expense was $76 million and $524 million for the three months ended September 30, 2021 and 2020, respectively, and $289 million and $839 million for the nine months ended September 30, 2021 and 2020. There is no assurance that the Firm’s litigation reserves will not need to be adjusted in the future. In view of the inherent difficulty of predicting the outcome of legal proceedings, particularly where the claimants seek very large or indeterminate damages, or where the matters present novel legal theories, involve a large number of parties or are in early stages of discovery, the Firm cannot state with confidence what will be the eventual outcomes of the currently pending matters, the timing of their ultimate resolution or the eventual losses, fines, penalties or 2020 ordered the annulment of the ordonnance de renvoi referring JPMorgan Chase Bank, N.A. to the French tribunal correctionnel. The Court of Appeal found in January 2021 that it had no power to take further action against JPMorgan Chase Bank, N.A. following the Court of Cassation’s ruling. At the opening of a trial of the managers of Wendel in January 2021, the tribunal correctionnel directed the criminal authorities to clarify whether a further investigation should be opened against JPMorgan Chase Bank, N.A., pending which the trial was postponed. In April 2021, the Court of Cassation declined to hear JPMorgan Chase Bank, N.A.’s appeal of the January 2021 decision of the tribunal correctionnel at this stage of the proceedings. In August 2021, JPMorgan Chase Bank, N.A. entered into a Convention Judicaire d’Intérêt Public with the French criminal authorities, under which it agreed to pay a fine of €25 million to resolve the potential legal proceedings. The resolution, which did not contain any admissions, was approved by the Presiding Judge of the tribunal judiciaire, and JPMorgan Chase Bank, N.A. paid the fine in September 2021. In addition, a number of the managers have commenced civil proceedings against JPMorgan Chase Bank, N.A. The claims are separate, involve different allegations and are at various stages of proceedings. 2020 ordered the annulment of the ordonnance de renvoi referring JPMorgan Chase Bank, N.A. to the French tribunal correctionnel . The Court of Appeal found in January 2021 that it had no power to take further action against JPMorgan Chase Bank, N.A. following the Court of Cassation’s ruling. At the opening of a trial of the managers of Wendel in January 2021, the tribunal correctionnel directed the criminal authorities to clarify whether a further investigation should be opened against JPMorgan Chase Bank, N.A., pending which the trial was postponed. In April 2021, the Court of Cassation declined to hear JPMorgan Chase Bank, N.A.’s appeal of the January 2021 decision of the tribunal correctionnel at this stage of the proceedings. In August 2021, JPMorgan Chase Bank, N.A. entered into a Convention Judicaire d’Intérêt Public with the French criminal authorities, under which it agreed to pay a fine of €25 million to resolve the potential legal proceedings. The resolution, which did not contain any admissions, was approved by the Presiding Judge of the tribunal judiciaire , and JPMorgan Chase Bank, N.A. paid the fine in September 2021. In addition, a number of the managers have commenced civil proceedings against JPMorgan Chase Bank, N.A. The claims are separate, involve different allegations and are at various stages of proceedings. * * * * * * In addition to the various legal proceedings discussed above, JPMorgan Chase and its subsidiaries are named as defendants or are otherwise involved in a substantial number of other legal proceedings. The Firm believes it has meritorious defenses to the claims asserted against it in its currently outstanding legal proceedings and it intends to defend itself vigorously. Additional legal proceedings may be initiated from time to time in the future. In addition to the various legal proceedings discussed above, JPMorgan Chase and its subsidiaries are named as defendants or are otherwise involved in a substantial number of other legal proceedings. The Firm believes it has meritorious defenses to the claims asserted against it in its currently outstanding legal proceedings and it intends to defend itself vigorously. Additional legal proceedings may be initiated from time to time in the future. The Firm has established reserves for several hundred of its currently outstanding legal proceedings. In accordance with the provisions of U.S. GAAP for contingencies, the Firm accrues for a litigation-related liability when it is probable that such a liability has been incurred and the amount of the loss can be reasonably estimated. The Firm evaluates its outstanding legal proceedings each quarter to assess its litigation reserves, and makes adjustments in such reserves, upward or downward, as appropriate, based on management’s best judgment after consultation with counsel. The Firm’s legal expense was $76 million and $524 million for the three months ended September 30, 2021 and 2020, respectively, and $289 million and $839 million for the nine months ended September 30, 2021 and 2020. There is no assurance that the Firm’s litigation reserves will not need to be adjusted in the future. The Firm has established reserves for several hundred of its currently outstanding legal proceedings. In accordance with the provisions of U.S. GAAP for contingencies, the Firm accrues for a litigation-related liability when it is probable that such a liability has been incurred and the amount of the loss can be reasonably estimated. The Firm evaluates its outstanding legal proceedings each quarter to assess its litigation reserves, and makes adjustments in such reserves, upward or downward, as appropriate, based on management’s best judgment after consultation with counsel. The Firm’s legal expense was $76 million and $524 million for the three months ended September 30, 2021 and 2020, respectively, and $289 million and $839 million for the nine months ended September 30, 2021 and 2020. There is no assurance that the Firm’s litigation reserves will not need to be adjusted in the future. In view of the inherent difficulty of predicting the outcome of legal proceedings, particularly where the claimants seek very large or indeterminate damages, or where the matters present novel legal theories, involve a large number of parties or are in early stages of discovery, the Firm cannot state with confidence what will be the eventual outcomes of the currently pending matters, the timing of their ultimate resolution or the eventual losses, fines, penalties or In view of the inherent difficulty of predicting the outcome of legal proceedings, particularly where the claimants seek very large or indeterminate damages, or where the matters present novel legal theories, involve a large number of parties or are in early stages of discovery, the Firm cannot state with confidence what will be the eventual outcomes of the currently pending matters, the timing of their ultimate resolution or the eventual losses, fines, penalties or consequences related to those matters. JPMorgan Chase believes, based upon its current knowledge and after consultation with counsel, consideration of the material legal proceedings described above and after taking into account its current litigation reserves and its estimated aggregate range of possible losses, that the other legal proceedings currently pending against it should not have a material adverse effect on the Firm’s consolidated financial condition. The Firm notes, however, that in light of the uncertainties involved in such proceedings, there is no assurance that the ultimate resolution of these matters will not significantly exceed the reserves it has currently accrued or that a matter will not have material reputational consequences. As a result, the outcome of a particular matter may be material to JPMorgan Chase’s operating results for a particular period, depending on, among other factors, the size of the loss or liability imposed and the level of JPMorgan Chase’s income for that period. consequences related to those matters. JPMorgan Chase believes, based upon its current knowledge and after consultation with counsel, consideration of the material legal proceedings described above and after taking into account its current litigation reserves and its estimated aggregate range of possible losses, that the other legal proceedings currently pending against it should not have a material adverse effect on the Firm’s consolidated financial condition. The Firm notes, however, that in light of the uncertainties involved in such proceedings, there is no assurance that the ultimate resolution of these matters will not significantly exceed the reserves it has currently accrued or that a matter will not have material reputational consequences. As a result, the outcome of a particular matter may be material to JPMorgan Chase’s operating results for a particular period, depending on, among other factors, the size of the loss or liability imposed and the level of JPMorgan Chase’s income for that period. consequences related to those matters. JPMorgan Chase believes, based upon its current knowledge and after consultation with counsel, consideration of the material legal proceedings described above and after taking into account its current litigation reserves and its estimated aggregate range of possible losses, that the other legal proceedings currently pending against it should not have a material adverse effect on the Firm’s consolidated financial condition. The Firm notes, however, that in light of the uncertainties involved in such proceedings, there is no assurance that the ultimate resolution of these matters will not significantly exceed the reserves it has currently accrued or that a matter will not have material reputational consequences. As a result, the outcome of a particular matter may be material to JPMorgan Chase’s operating results for a particular period, depending on, among other factors, the size of the loss or liability imposed and the level of JPMorgan Chase’s income for that period. 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Translation adjustments, net of hedges (Equity Components [Axis]) | -768000000 [credit] [end] USD Fair value hedges (Equity Components [Axis]) | -96000000 [credit] [end] USD Cash flow hedges (Equity Components [Axis]) | 2692000000 [credit] [end] USD Defined benefit pension and OPEB plans (Equity Components [Axis]) | -1330000000 [credit] [end] USD DVA on fair value option elected liabilities (Equity Components [Axis]) | 8000000 [credit] [end] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Accumulated Other Comprehensive Income (Loss) [Table] Accumulated Other Comprehensive Income (Loss) [Roll Forward] Beginning balance Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 1569000000 [credit] [beg] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 4057000000 [credit] [beg] USD Translation adjustments, net of hedges (Equity Components [Axis]) | -707000000 [credit] [beg] USD Fair value hedges (Equity Components [Axis]) | -131000000 [credit] [beg] USD Cash flow hedges (Equity Components [Axis]) | 63000000 [credit] [beg] USD Defined benefit pension and OPEB plans (Equity Components [Axis]) | -1344000000 [credit] [beg] USD DVA on fair value option elected liabilities (Equity Components [Axis]) | -369000000 [credit] [beg] USD Net change | 7371000000 [credit] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 7371000000 [credit] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 4377000000 [credit] USD Translation adjustments, net of hedges (Equity Components [Axis]) | -61000000 [credit] USD Fair value hedges (Equity Components [Axis]) | 35000000 [credit] USD Cash flow hedges (Equity Components [Axis]) | 2629000000 [credit] USD Defined benefit pension and OPEB plans (Equity Components [Axis]) | 14000000 [credit] USD DVA on fair value option elected liabilities (Equity Components [Axis]) | 377000000 [credit] USD Ending balance | 271113000000 [credit] [end] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 8940000000 [credit] [end] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 8434000000 [credit] [end] USD Translation adjustments, net of hedges (Equity Components [Axis]) | -768000000 [credit] [end] USD Fair value hedges (Equity Components [Axis]) | -96000000 [credit] [end] USD Cash flow hedges (Equity Components [Axis]) | 2692000000 [credit] [end] USD Defined benefit pension and OPEB plans (Equity Components [Axis]) | -1330000000 [credit] [end] USD DVA on fair value option elected liabilities (Equity Components [Axis]) | 8000000 [credit] [end] USD After-tax unamortized unrealized gains related to transfer of AFS securities to HTM Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 2700000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Accumulated Other Comprehensive Income (Loss) [Table] Accumulated Other Comprehensive Income (Loss) [Roll Forward] Beginning balance Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 2570000000 [credit] [beg] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 4515000000 [credit] [beg] USD Translation adjustments, net of hedges (Equity Components [Axis]) | -659000000 [credit] [beg] USD Fair value hedges (Equity Components [Axis]) | -163000000 [credit] [beg] USD Cash flow hedges (Equity Components [Axis]) | 725000000 [credit] [beg] USD Defined benefit pension and OPEB plans (Equity Components [Axis]) | -1055000000 [credit] [beg] USD DVA on fair value option elected liabilities (Equity Components [Axis]) | -793000000 [credit] [beg] USD Net change | -1607000000 [credit] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | -1607000000 [credit] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | -434000000 [credit] USD Translation adjustments, net of hedges (Equity Components [Axis]) | -187000000 [credit] USD Fair value hedges (Equity Components [Axis]) | 9000000 [credit] USD Cash flow hedges (Equity Components [Axis]) | -450000000 [credit] USD Defined benefit pension and OPEB plans (Equity Components [Axis]) | 6000000 [credit] USD DVA on fair value option elected liabilities (Equity Components [Axis]) | -551000000 [credit] USD Ending balance | 290041000000 [credit] [end] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 963000000 [credit] [end] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 4081000000 [credit] [end] USD Translation adjustments, net of hedges (Equity Components [Axis]) | -846000000 [credit] [end] USD Fair value hedges (Equity Components [Axis]) | -154000000 [credit] [end] USD Cash flow hedges (Equity Components [Axis]) | 275000000 [credit] [end] USD Defined benefit pension and OPEB plans (Equity Components [Axis]) | -1049000000 [credit] [end] USD DVA on fair value option elected liabilities (Equity Components [Axis]) | -1344000000 [credit] [end] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Accumulated Other Comprehensive Income (Loss) [Table] Accumulated Other Comprehensive Income (Loss) [Roll Forward] Beginning balance | 279354000000 [credit] [beg] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 7986000000 [credit] [beg] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 8180000000 [credit] [beg] USD Translation adjustments, net of hedges (Equity Components [Axis]) | -473000000 [credit] [beg] USD Fair value hedges (Equity Components [Axis]) | -112000000 [credit] [beg] USD Cash flow hedges (Equity Components [Axis]) | 2383000000 [credit] [beg] USD Defined benefit pension and OPEB plans (Equity Components [Axis]) | -1132000000 [credit] [beg] USD DVA on fair value option elected liabilities (Equity Components [Axis]) | -860000000 [credit] [beg] USD Net change | -7023000000 [credit] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | -7023000000 [credit] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | -4099000000 [credit] USD Translation adjustments, net of hedges (Equity Components [Axis]) | -373000000 [credit] USD Fair value hedges (Equity Components [Axis]) | -42000000 [credit] USD Cash flow hedges (Equity Components [Axis]) | -2108000000 [credit] USD Defined benefit pension and OPEB plans (Equity Components [Axis]) | 83000000 [credit] USD DVA on fair value option elected liabilities (Equity Components [Axis]) | -484000000 [credit] USD Ending balance | 290041000000 [credit] [end] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 963000000 [credit] [end] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 4081000000 [credit] [end] USD Translation adjustments, net of hedges (Equity Components [Axis]) | -846000000 [credit] [end] USD Fair value hedges (Equity Components [Axis]) | -154000000 [credit] [end] USD Cash flow hedges (Equity Components [Axis]) | 275000000 [credit] [end] USD Defined benefit pension and OPEB plans (Equity Components [Axis]) | -1049000000 [credit] [end] USD DVA on fair value option elected liabilities (Equity Components [Axis]) | -1344000000 [credit] [end] USD After-tax unamortized unrealized gains related to transfer of AFS securities to HTM Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 2700000000 [ debit] USD Calculation: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [873000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [1143000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [270000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [785000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [871000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [86000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [102000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [134000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [32000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-301000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-316000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-15000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [2878000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [3787000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [909000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [4933000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [6494000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [1561000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-202000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-267000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-65000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-967000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-1030000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-63000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-629000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-826000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-197000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-1401000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-1844000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-443000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-1858000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-1950000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-92000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-4401000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-5792000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-1391000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [359000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [473000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [114000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [658000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [868000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [210000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [172000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [227000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [55000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [-240000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [-316000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [-76000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [249000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [328000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [79000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [556000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [732000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [176000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [248000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [326000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [78000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [-780000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [-1028000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [-248000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [-195000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [-256000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [-61000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [707000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [930000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [223000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [-1485000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [-1958000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [-473000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [-302000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [-397000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [-95000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [151000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-12000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-18000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-6000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AociDerivativeQualifyingAsHedgeExcludedComponentParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-69000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-91000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-22000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [514000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [670000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [1143000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [473000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [156000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [270000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [114000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [127000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [3000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [871000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [868000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-124000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [86000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [210000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(jpm:AccumulatedGainLossFairValueOptionFinancialLiabilitiesAttributabletoParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-339000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-445000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-106000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedOtherComprehensiveIncomeMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [151000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [26000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-125000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-70000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-93000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [134000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [227000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-23000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [32000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [55000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [14000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [23000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [9000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [7371000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedOtherComprehensiveIncomeMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [7371000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [9785000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [2414000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-61000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [0.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-316000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [-316000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [61000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-15000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [-76000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [2629000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [3459000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [3787000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [328000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [830000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [909000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [79000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(jpm:AccumulatedGainLossFairValueOptionFinancialLiabilitiesAttributabletoParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [377000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [496000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [119000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [4377000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [5762000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [6494000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [732000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [1385000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [1561000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [176000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AociDerivativeQualifyingAsHedgeExcludedComponentParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [35000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [45000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [10000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AociDerivativeQualifyingAsHedgeExcludedComponentParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [9000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [12000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [3000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-1607000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-450000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-593000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-267000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [326000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-143000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-65000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [78000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-187000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-2000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-1030000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [-1028000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [185000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-63000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [-248000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(jpm:AccumulatedGainLossFairValueOptionFinancialLiabilitiesAttributabletoParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-551000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-729000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-178000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-434000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-570000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-826000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [-256000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-136000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-197000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [-61000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [6000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [8000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [2000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedOtherComprehensiveIncomeMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-1607000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-1874000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-267000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AociDerivativeQualifyingAsHedgeExcludedComponentParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-42000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-56000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-14000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-2108000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-2774000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-1844000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [930000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-666000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-443000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [223000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(jpm:AccumulatedGainLossFairValueOptionFinancialLiabilitiesAttributabletoParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-484000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-642000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-158000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-373000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [8000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-1950000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [-1958000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [381000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-92000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [-473000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [83000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [101000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [18000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedOtherComprehensiveIncomeMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-7023000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-8758000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-1735000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-4099000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [-5395000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [-5792000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [-397000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [-1296000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [-1391000000.00] [debit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [-95000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-7023000000.00] [credit]: Definition: [241204082 - Disclosure - Accumulated Other Comprehensive Income/(Loss) (Details)] [jpm:ComprehensiveIncomeLossLineItems] = [none]: [jpm:BeforeAndAfterTaxChangesOfComponentsOfAccumulatedOtherComprehensiveIncomeLossTablesAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:OtherComprehensiveIncomeAvailableForSaleSecuritiesAdjustmentNetOfTaxPeriodIncreaseDecreaseAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:ReclassificationFromAociCurrentPeriodTax] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [jpm:ComprehensiveIncomeLossTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:StatementEquityComponentsAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:EquityComponentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:AccumulatedOtherComprehensiveIncomeMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:AccumulatedTranslationAdjustmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:AociDerivativeQualifyingAsHedgeExcludedComponentParentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:AccumulatedGainLossFairValueOptionFinancialLiabilitiesAttributabletoParentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:EquityComponentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:AccumulatedOtherComprehensiveIncomeMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:AccumulatedTranslationAdjustmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:AociDerivativeQualifyingAsHedgeExcludedComponentParentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:AccumulatedGainLossFairValueOptionFinancialLiabilitiesAttributabletoParentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: Presentation: [241204082 - Disclosure - Accumulated Other Comprehensive Income/(Loss) (Details)] [jpm:ComprehensiveIncomeLossTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:StatementEquityComponentsAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:EquityComponentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AccumulatedOtherComprehensiveIncomeMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AccumulatedTranslationAdjustmentMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:AociDerivativeQualifyingAsHedgeExcludedComponentParentMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:AccumulatedGainLossFairValueOptionFinancialLiabilitiesAttributabletoParentMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:ComprehensiveIncomeLossLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:BeforeAndAfterTaxChangesOfComponentsOfAccumulatedOtherComprehensiveIncomeLossTablesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OtherComprehensiveIncomeAvailableForSaleSecuritiesAdjustmentNetOfTaxPeriodIncreaseDecreaseAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OciBeforeReclassificationsBeforeTaxAttributableToParent] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OtherComprehensiveIncomeLossBeforeReclassificationsTax] [NEGATED] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ReclassificationFromAociCurrentPeriodBeforeTaxAttributableToParent] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:ReclassificationFromAociCurrentPeriodTax] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] [NEGATED,TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:OtherComprehensiveIncomeLossTaxPortionAttributableToParent1] [NEGATED,TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Comprehensive Income Loss [Table] Components of Other Comprehensive Income/(Loss): Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period/Translation, Pre-tax Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 1143000000 [credit] USD Translation adjustments (Equity Components [Axis]) | 871000000 [credit] USD Cash flow hedges (Equity Components [Axis]) | 134000000 [credit] USD Net unrealized gains/(losses) arising during the period/Translation, Tax effect Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 270000000 [ debit] USD Translation adjustments (Equity Components [Axis]) | 86000000 [ debit] USD Cash flow hedges (Equity Components [Axis]) | 32000000 [ debit] USD Net unrealized gains/(losses) arising during the period/Translation, After-tax Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 873000000 [credit] [tot] USD Translation adjustments (Equity Components [Axis]) | 785000000 [credit] [tot] USD Cash flow hedges (Equity Components [Axis]) | 102000000 [credit] [tot] USD Reclassification adjustment for realized (gains)/losses included in net income, Pre-tax Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 473000000 [ debit] USD Translation adjustments (Equity Components [Axis]) | 868000000 [ debit] USD Cash flow hedges (Equity Components [Axis]) | 227000000 [ debit] USD Reclassification adjustment for realized (gains)/losses included in net income, Tax effect Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 114000000 [credit] USD Translation adjustments (Equity Components [Axis]) | 210000000 [credit] USD Cash flow hedges (Equity Components [Axis]) | 55000000 [credit] USD Reclassification adjustment for realized (gains)/losses included in net income, After-tax Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 359000000 [ debit] [tot] USD Translation adjustments (Equity Components [Axis]) | 658000000 [ debit] [tot] USD Cash flow hedges (Equity Components [Axis]) | 172000000 [ debit] [tot] USD Net change, Pre-tax Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 26000000 [credit] [tot] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 670000000 [credit] [tot] USD Translation adjustments (Equity Components [Axis]) | 3000000 [credit] [tot] USD Fair value hedges, net change (Equity Components [Axis]) | -91000000 [credit] [tot] USD Cash flow hedges (Equity Components [Axis]) | -93000000 [credit] [tot] USD Defined benefit pension and OPEB plans, net change (Equity Components [Axis]) | -18000000 [credit] [tot] USD DVA on fair value option elected liabilities, net change (Equity Components [Axis]) | -445000000 [credit] [tot] USD Net change, Tax effect Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | -125000000 [ debit] [tot] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 156000000 [ debit] [tot] USD Translation adjustments (Equity Components [Axis]) | -124000000 [ debit] [tot] USD Fair value hedges, net change (Equity Components [Axis]) | -22000000 [ debit] [tot] USD Cash flow hedges (Equity Components [Axis]) | -23000000 [ debit] [tot] USD Defined benefit pension and OPEB plans, net change (Equity Components [Axis]) | -6000000 [ debit] [tot] USD DVA on fair value option elected liabilities, net change (Equity Components [Axis]) | -106000000 [ debit] [tot] USD Total other comprehensive income/(loss), after–tax | 151000000 [credit] [tot] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 151000000 [credit] [tot] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 514000000 [credit] [tot] USD Translation adjustments (Equity Components [Axis]) | 127000000 [credit] [tot] USD Fair value hedges, net change (Equity Components [Axis]) | -69000000 [credit] [tot] USD Cash flow hedges (Equity Components [Axis]) | -70000000 [credit] [tot] USD Defined benefit pension and OPEB plans, net change (Equity Components [Axis]) | -12000000 [credit] [tot] USD DVA on fair value option elected liabilities, net change (Equity Components [Axis]) | -339000000 [credit] [tot] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Comprehensive Income Loss [Table] Components of Other Comprehensive Income/(Loss): Unrealized gains/(losses) on investment securities: Net 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Reclassification adjustment for realized (gains)/losses included in net income, Pre-tax Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 732000000 [ debit] USD Translation adjustments (Equity Components [Axis]) | -316000000 [ debit] USD Cash flow hedges (Equity Components [Axis]) | 328000000 [ debit] USD Reclassification adjustment for realized (gains)/losses included in net income, Tax effect Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 176000000 [credit] USD Translation adjustments (Equity Components [Axis]) | -76000000 [credit] USD Cash flow hedges (Equity Components [Axis]) | 79000000 [credit] USD Reclassification adjustment for realized (gains)/losses included in net income, After-tax Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 556000000 [ debit] [tot] USD Translation adjustments (Equity Components [Axis]) | -240000000 [ debit] [tot] USD Cash flow hedges (Equity Components [Axis]) | 249000000 [ debit] [tot] USD Net change, Pre-tax Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 9785000000 [credit] [tot] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 5762000000 [credit] [tot] USD Translation adjustments (Equity Components [Axis]) | 0 [credit] [tot] USD Fair value hedges, net change (Equity Components [Axis]) | 45000000 [credit] [tot] USD Cash flow hedges (Equity Components [Axis]) | 3459000000 [credit] [tot] USD Defined benefit pension and OPEB plans, net change (Equity Components [Axis]) | 23000000 [credit] [tot] USD DVA on fair value option elected liabilities, net change (Equity Components [Axis]) | 496000000 [credit] [tot] USD Net change, Tax effect Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 2414000000 [ debit] [tot] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 1385000000 [ debit] [tot] USD Translation adjustments (Equity Components [Axis]) | 61000000 [ debit] [tot] USD Fair value hedges, net change (Equity Components [Axis]) | 10000000 [ debit] [tot] USD Cash flow hedges (Equity Components [Axis]) | 830000000 [ debit] [tot] USD Defined benefit pension and OPEB plans, net change (Equity Components [Axis]) | 9000000 [ debit] [tot] USD DVA on fair value option elected liabilities, net change (Equity Components [Axis]) | 119000000 [ debit] [tot] USD Total other comprehensive income/(loss), after–tax | 7371000000 [credit] [tot] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 7371000000 [credit] [tot] USD Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | 4377000000 [credit] [tot] USD Translation adjustments (Equity Components [Axis]) | -61000000 [credit] [tot] USD Fair value hedges, net change (Equity Components [Axis]) | 35000000 [credit] [tot] USD Cash flow hedges (Equity Components [Axis]) | 2629000000 [credit] [tot] USD Defined benefit pension 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(Equity Components [Axis]) | -65000000 [ debit] USD Net unrealized gains/(losses) arising during the period/Translation, After-tax Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | -629000000 [credit] [tot] USD Translation adjustments (Equity Components [Axis]) | -967000000 [credit] [tot] USD Cash flow hedges (Equity Components [Axis]) | -202000000 [credit] [tot] USD Reclassification adjustment for realized (gains)/losses included in net income, Pre-tax Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | -256000000 [ debit] USD Translation adjustments (Equity Components [Axis]) | -1028000000 [ debit] USD Cash flow hedges (Equity Components [Axis]) | 326000000 [ debit] USD Reclassification adjustment for realized (gains)/losses included in net income, Tax effect Unrealized gains/(losses) on investment securities (Equity Components [Axis]) | -61000000 [credit] USD Translation adjustments (Equity Components [Axis]) | -248000000 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Equity [Abstract] Dividends declared: Dividends declared, Common stock (in dollars per share) | 1 [ none] USD/shares Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Statement of Stockholders' Equity [Abstract] Dividends declared: Dividends declared, Common stock (in dollars per share) | 2.80 [ none] USD/shares Calculation: (date: 2020-12-31): {(us-gaap:ChangeDuringPeriodFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis)} validating [jpm:FairValueOptionsLoansHeldAsAssets] = [-4052000000.00] [debit]: validating [us-gaap:FairValueOptionLoansHeldAsAssetsAggregateAmountInNonaccrualStatusAggregatedDifference] = [-3191000000.00] [debit]: validating [jpm:FairValueOptionsOtherPerformingLoans] = [-850000000.00] [debit]: (date: 2020-12-31): {(us-gaap:EstimateOfFairValueFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis)} validating [jpm:FairValueOptionsLoansHeldAsAssets] = [51468000000.00] [debit]: validating [us-gaap:FairValueOptionLoansHeldAsAssetsAggregateAmountInNonaccrualStatus] = [2062000000.00] [debit]: validating [jpm:FairValueOptionsOtherPerformingLoans] = [49089000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CarryingReportedAmountFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis)} validating [jpm:FairValueOptionsLoansHeldAsAssets] = [55520000000.00] [debit]: validating [us-gaap:FairValueOptionLoansHeldAsAssetsAggregateAmountInNonaccrualStatus] = [5253000000.00] [debit]: validating [jpm:FairValueOptionsOtherPerformingLoans] = [49939000000.00] [debit]: (date: 2021-09-30): {(us-gaap:EstimateOfFairValueFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis)} validating [jpm:FairValueOptionsLoansHeldAsAssets] = [67969000000.00] [debit]: validating [us-gaap:FairValueOptionLoansHeldAsAssetsAggregateAmountInNonaccrualStatus] = [1697000000.00] [debit]: validating [jpm:FairValueOptionsOtherPerformingLoans] = [65983000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ChangeDuringPeriodFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis)} validating [jpm:FairValueOptionsLoansHeldAsAssets] = [-4015000000.00] [debit]: validating [us-gaap:FairValueOptionLoansHeldAsAssetsAggregateAmountInNonaccrualStatusAggregatedDifference] = [-3087000000.00] [debit]: validating [jpm:FairValueOptionsOtherPerformingLoans] = [-916000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CarryingReportedAmountFairValueDisclosureMember, us-gaap:FairValueByMeasurementBasisAxis)} validating [jpm:FairValueOptionsLoansHeldAsAssets] = [71984000000.00] [debit]: validating [us-gaap:FairValueOptionLoansHeldAsAssetsAggregateAmountInNonaccrualStatus] = [4784000000.00] [debit]: validating [jpm:FairValueOptionsOtherPerformingLoans] = [66899000000.00] [debit]: ************** Calculation check returned partial ************** [jpm:FairValueOptionsLoansHeldAsAssets] = [debit]: [us-gaap:FairValueOptionLoansHeldAsAssetsAggregateAmountInNonaccrualStatus] = [debit] [ 1.0] 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[http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancialInstrumentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [4.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:LettersofCreditHedgedbyDerivativeTransactionsAmountElectedatFairValueMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:LettersofCreditHedgedbyDerivativeTransactionsAmountElectedatFairValueMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueOptionLoansHeldAsAssetsAggregateDifference] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:GuaranteeObligationsMaximumExposure] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:GuarantorObligationsNetofOtherCommitmentsCurrentCarryingValue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: Presentation: [240174011 - Disclosure - Fair Value Option - Aggregate Differences (Details)] [us-gaap:FairValueOptionQuantitativeDisclosuresTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueByMeasurementBasisAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueDisclosureItemAmountsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:PortionAtFairValueFairValueDisclosureMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CarryingReportedAmountFairValueDisclosureMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:EstimateOfFairValueFairValueDisclosureMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ChangeDuringPeriodFairValueDisclosureMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FairValueByAssetClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:TradingLoansMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:LoansMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueByLiabilityClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationByLiabilityClassDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:PrincipalProtectedDebtMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:NonPrincipalProtectedDebtMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancialInstrumentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:LettersofCreditHedgedbyDerivativeTransactionsAmountElectedatFairValueMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueOptionQuantitativeDisclosuresLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FairValueOptionAggregateDifferencesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueOptionLoansHeldAsAssetsAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueOptionLoansHeldAsAssetsAggregateAmountInNonaccrualStatus] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueOptionLoansHeldAsAssetsAggregateAmountInNonaccrualStatusAggregatedDifference] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueOptionLoansHeldAsAssets90DaysOrMorePastDue] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FairValueOptionLoansHeldAsAssets90DaysOrMorePastDueAggregateDifference] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:FairValueOptionsOtherPerformingLoans] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:FairValueOptionsLoansHeldAsAssets] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:OtherLongtermDebtCurrentAndNoncurrentAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:LongTermDebt] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueOptionAggregateDifferencesLongTermDebtInstruments] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:LongTermBeneficialInterestsAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:LongTermBeneficialInterests] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueOptionLoansHeldAsAssetsAggregateDifference] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:GuaranteeObligationsMaximumExposure] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:GuarantorObligationsNetofOtherCommitmentsCurrentCarryingValue] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: Period [(date: 2020-12-31)] [Not Classified] Fair Value Option, Disclosures [Table] Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding Loans Nonaccrual loans Contractual principal outstanding (Measurement Basis [Axis]) | 5253000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis], Measurement Basis [Axis]) | 3386000000 [ debit] USD Loans (Asset Class [Axis], Measurement Basis [Axis]) | 1867000000 [ debit] USD Fair value (Measurement Basis [Axis]) | 2062000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis]) | 555000000 [ debit] USD Loans (Asset Class [Axis]) | 1507000000 [ debit] USD Nonaccrual loans, Fair value over/(under) contractual principal outstanding Fair value over/(under) contractual principal outstanding (Measurement Basis [Axis]) | -3191000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis]) | -2831000000 [ debit] USD Loans (Asset Class [Axis]) | -360000000 [ debit] USD 90 or more days past due and government guaranteed Loans (Asset Class [Axis], Measurement Basis [Axis]) | 328000000 [ debit] USD Loans (Asset Class [Axis]) | 317000000 [ debit] USD 90 or more days past due and government guaranteed, Fair value over/(under) contractual principal outsta Loans (Asset Class [Axis]) | -11000000 [ debit] USD All other performing loans Contractual principal outstanding (Measurement Basis [Axis]) | 49939000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis], Measurement Basis [Axis]) | 7917000000 [ debit] USD Loans (Asset Class [Axis], Measurement Basis [Axis]) | 42022000000 [ debit] USD Fair value (Measurement Basis [Axis]) | 49089000000 [ debit] USD Fair value over/(under) contractual principal outstanding (Measurement Basis [Axis]) | -850000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis]) | 6439000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis]) | -1478000000 [ debit] USD Loans (Asset Class [Axis]) | 42650000000 [ debit] USD Loans (Asset Class [Axis]) | 628000000 [ debit] USD Total loans Contractual principal outstanding (Measurement Basis [Axis]) | 55520000000 [ debit] [tot] USD Fair value (Measurement Basis [Axis]) | 51468000000 [ debit] [tot] USD Fair value over/(under) contractual principal outstanding (Measurement Basis [Axis]) | -4052000000 [ debit] [tot] USD Long-term debt Total long-term debt Principal-protected debt (Liability Class [Axis], Measurement Basis [Axis]) | 40560000000 [credit] USD Fair value (Measurement Basis [Axis]) | 76817000000 [credit] USD Principal-protected debt (Liability Class [Axis], Measurement Basis [Axis]) | 40526000000 [credit] USD Nonprincipal-protected debt (Liability Class [Axis], Measurement Basis [Axis]) | 36291000000 [credit] USD Long-term debt, Fair value over/(under) contractual principal outstanding Principal-protected debt (Liability Class [Axis], Measurement Basis [Axis]) | -34000000 [credit] USD Long-term beneficial interests Total long-term beneficial interests Fair value (Measurement Basis [Axis]) | 41000000 [credit] USD Nonprincipal-protected debt (Liability Class [Axis], Measurement Basis [Axis]) | 41000000 [credit] USD Performing loans, ninety days or more past due | 0 [ debit] USD Contractual amount of lending-related commitments Lending-related commitments, fair value option elected (Financial Instrument [Axis]) | 18100000000 [credit] USD Contractual lending-related commitments, fair value Lending-related commitments, fair value option elected (Financial Instrument [Axis]) | -39000000 [credit] USD Period [(date: 2021-09-30)] [MRQ] Fair Value Option, Disclosures [Table] Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding Loans Nonaccrual loans Contractual principal outstanding (Measurement Basis [Axis]) | 4784000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis], Measurement Basis [Axis]) | 3591000000 [ debit] USD Loans (Asset Class [Axis], Measurement Basis [Axis]) | 1193000000 [ debit] USD Fair value (Measurement Basis [Axis]) | 1697000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis]) | 642000000 [ debit] USD Loans (Asset Class [Axis]) | 1055000000 [ debit] USD Nonaccrual loans, Fair value over/(under) contractual principal outstanding Fair value over/(under) contractual principal outstanding (Measurement Basis [Axis]) | -3087000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis]) | -2949000000 [ debit] USD Loans (Asset Class [Axis]) | -138000000 [ debit] USD 90 or more days past due and government guaranteed Loans (Asset Class [Axis], Measurement Basis [Axis]) | 301000000 [ debit] USD Loans (Asset Class [Axis]) | 289000000 [ debit] USD 90 or more days past due and government guaranteed, Fair value over/(under) contractual principal outsta Loans (Asset Class [Axis]) | -12000000 [ debit] USD All other performing loans Contractual principal outstanding (Measurement Basis [Axis]) | 66899000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis], Measurement Basis [Axis]) | 7950000000 [ debit] USD Loans (Asset Class [Axis], Measurement Basis [Axis]) | 58949000000 [ debit] USD Fair value (Measurement Basis [Axis]) | 65983000000 [ debit] USD Fair value over/(under) contractual principal outstanding (Measurement Basis [Axis]) | -916000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis]) | 6699000000 [ debit] USD Loans reported as trading assets (Asset Class [Axis]) | -1251000000 [ debit] USD Loans (Asset Class [Axis]) | 59284000000 [ debit] USD Loans (Asset Class [Axis]) | 335000000 [ debit] USD Total loans Contractual principal outstanding (Measurement Basis [Axis]) | 71984000000 [ debit] [tot] USD Fair value (Measurement Basis [Axis]) | 67969000000 [ debit] [tot] USD Fair value over/(under) contractual principal outstanding (Measurement Basis [Axis]) | -4015000000 [ debit] [tot] USD Long-term debt Total long-term debt Principal-protected debt (Liability Class [Axis], Measurement Basis [Axis]) | 37445000000 [credit] USD Fair value (Measurement Basis [Axis]) | 76499000000 [credit] USD Principal-protected debt (Liability Class [Axis], Measurement Basis [Axis]) | 35244000000 [credit] USD Nonprincipal-protected debt (Liability Class [Axis], Measurement Basis [Axis]) | 41255000000 [credit] USD Long-term debt, Fair value over/(under) contractual principal outstanding Principal-protected debt (Liability Class [Axis], Measurement Basis [Axis]) | -2201000000 [credit] USD Long-term beneficial interests Total long-term beneficial interests Fair value (Measurement Basis [Axis]) | 99000000 [credit] USD Nonprincipal-protected debt (Liability Class [Axis], Measurement Basis [Axis]) | 99000000 [credit] USD Performing loans, ninety days or more past due | 0 [ debit] USD Contractual amount of lending-related commitments Lending-related commitments, fair value option elected (Financial Instrument [Axis]) | 16900000000.00 [credit] USD Contractual lending-related commitments, fair value Lending-related commitments, fair value option elected (Financial Instrument [Axis]) | -2000000 [credit] USD Calculation: (date: 2020-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [305106000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [945537000000.00] [debit]: (date: 2020-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [139590000000.00] [debit]: (date: 2020-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [500841000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [140100000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetInProcessofActiveorSuspendedForeclosureMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [846000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [44500000000.00] [debit]: (date: 2020-12-31): {(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:LtvLessThan80PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11980000000.00] [debit]: (date: 2020-12-31): {(stpr:CA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [12302000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3234000000.00] [debit]: (date: 2020-12-31): {(stpr:TX, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8235000000.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3768000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:FinancialAssetEqualtoGreaterthan150DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1193000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [3000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [14000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [10000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [18000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [18000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [844000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [22000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [264000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:CO, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4092000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [904000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3717000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:OH, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4673000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:TX, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [14544000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(us-gaap:MortgagesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1694000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [57000000.00] [debit]: (date: 2020-12-31): {(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [28022000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [36000000.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:PA, srt:StatementGeographicalAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1924000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [118894000000.00] [debit]: (date: 2020-12-31): {(stpr:NY, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8824000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [108101000000.00] [debit]: (date: 2020-12-31): {(jpm:LTVGreaterthan125PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [6000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [10991000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76361000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [46169000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [12829000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [7367000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [4521000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [2058000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [742000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [2517000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [158000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [249713000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [514947000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8006000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:FL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [9562000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1319000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [1277000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [42000000.00] [debit]: (date: 2020-12-31): {(us-gaap:MunicipalBondsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1079000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [116990000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [119993000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [22002000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [25897000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [18334000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [15402000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [17349000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [19421000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [1587000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [1000000.00] [debit]: (date: 2020-12-31): {(jpm:LTV101to125PercentMember, us-gaap:LoanToValueAxis),(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [44000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [70792000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [15488000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [9189000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [5470000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [2323000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [611000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [786000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [36852000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [73000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76000000.00] [debit]: (date: 2020-12-31): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [35036000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [5048000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [2231000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [1660000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [553000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [175000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [535000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [24710000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [124000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [483000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:Ltv80To100PercentMember, us-gaap:LoanToValueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2177000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [141022000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [139783000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [1239000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [180583000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [406846000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [73078000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [427000000.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [19200000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [33053000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2865000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [13130000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmAdministeredMultiSellerConduitsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [23787000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:MA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5784000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [508707000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [960506000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:MI, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3553000000.00] [debit]: (date: 2020-12-31): {(us-gaap:LtvLessThan80PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [208238000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [223064000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [56576000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [31820000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [13900000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [20410000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [27978000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [49218000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [7902000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [15260000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [658000000.00] [debit]: (date: 2020-12-31): {(stpr:FL, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4668000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAssetGreaterthan30DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [40000000.00] [debit]: (date: 2020-12-31): {(stpr:NY, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [32287000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3318000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmSponsoredCreditCardSecuritizationTrustsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11962000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [143432000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [142057000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [1375000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:FL, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [13981000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:VieProgramTypeOtherMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [176000000.00] [debit]: (date: 2020-12-31): {(stpr:OH, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2163000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [109273000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [252245000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [38238000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [13347000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [9115000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [7357000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [4264000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [8787000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [170234000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [903000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetEqualToOrGreaterThan120DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [18000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [0.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [0.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [0.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [1000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [0.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [1000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [8000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [8000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2573000000.00] [debit]: (date: 2020-12-31): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [135674000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [379273000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [56000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1606000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [37619000000.00] [debit]: (date: 2020-12-31): {(stpr:WA, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [7917000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset30to89DaysPastDueandStillAccruingMemberMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1091000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [997000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [94000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [225302000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [56588000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [31859000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [13930000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [20450000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [28025000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [50736000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [7945000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [15769000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [217209000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [33190000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [11116000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [7455000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [6804000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [4089000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [8252000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [145524000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [779000000.00] [debit]: (date: 2020-12-31): {(stpr:CT, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5024000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [15000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:FinancialAssetEqualtoGreaterthan150DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [24000000.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [302127000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [601000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:CA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [73444000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAsset30to119DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [446000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [97000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [107000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [77000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [53000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [42000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [23000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [30000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [17000000.00] [debit]: (date: 2020-12-31): {(stpr:NJ, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [7227000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:NoFICOorLTVScoreAvailableMember, us-gaap:CreditScoreFicoAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2492000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAsset30to149DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1045000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [9000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [25000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [20000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [22000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [29000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [674000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [21000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [245000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1144000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:FinancialAsset30to149DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [16000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3003000000.00] [debit]: (date: 2020-12-31): {(stpr:LA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1808000000.00] [debit]: (date: 2020-12-31): {(jpm:LTV101to125PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [38000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:NJ, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5927000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76000000.00] [debit]: (date: 2020-12-31): {(stpr:AZ, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2465000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [15304000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [26129000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1931000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:PA, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4476000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8000000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [142709000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [36721000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [16530000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [8420000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [4079000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [1645000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [1964000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [73276000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [74000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [117052000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:CO, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8235000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [57870000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [71662000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:TX, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [13773000000.00] [debit]: (date: 2020-12-31): {(jpm:LTVGreaterthan125PercentMember, us-gaap:LoanToValueAxis),(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [12000000.00] [debit]: (date: 2020-12-31): {(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:Ltv80To100PercentMember, us-gaap:LoanToValueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [239000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [71917000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [21233000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [7341000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [2950000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [1756000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [1034000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [1178000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [36424000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [1000000.00] [debit]: (date: 2020-12-31): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [29846000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [4998000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [6027000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [5886000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [4184000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [3738000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [4523000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [489000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [1000000.00] [debit]: (date: 2020-12-31): {(stpr:NJ, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2646000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [20000000.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76825000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [46266000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [12936000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [7444000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [4575000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [2100000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [766000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [2555000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [183000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:NY, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11919000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:CA, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [20921000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [46915000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [7400000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [55759000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [33436000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [90147000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [17004000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [19870000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [12448000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [11218000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [13611000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [14898000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [1098000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [22000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:Ltv80To100PercentMember, us-gaap:LoanToValueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2146000000.00] [debit]: (date: 2021-09-30): {(stpr:TX, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8333000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [43139000000.00] [debit]: (date: 2021-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [143166000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [56658000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [65364000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [13286000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [8498000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [5493000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [2733000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [1141000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [784000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [33353000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [76000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [72000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [73000000.00] [debit]: (date: 2021-09-30): {(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [29540000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [141731000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [140730000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [1001000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1146000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4297000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:MA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [6009000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [35352000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [974260000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:CA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [70719000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [72903000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [0.00] [debit]: (date: 2021-09-30): {(stpr:WA, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8071000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:PA, srt:StatementGeographicalAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2076000000.00] [debit]: (date: 2021-09-30): {(stpr:OH, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2029000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [68112000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [16741000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [7060000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [4243000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [1496000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [1288000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [1104000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [36179000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [1000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [281143000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [34312000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [23266000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [8567000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [4654000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [4497000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [10504000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [194882000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [461000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:OH, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4566000000.00] [debit]: (date: 2021-09-30): {(stpr:NY, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [32221000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [131863000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [37819000000.00] [debit]: (date: 2021-09-30): {(stpr:AZ, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2103000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmSponsoredCreditCardSecuritizationTrustsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [10606000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAsset30to119DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [504000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [110000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [193000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [77000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [49000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [30000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [25000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [12000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [8000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [45264000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8004000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:CA, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [21211000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetEqualToOrGreaterThan120DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [19000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [0.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [4000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [0.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [1000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [0.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [1000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [5000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [8000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [528033000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [219717000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [50900000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [51577000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [21058000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [8958000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [13231000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [54691000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [6707000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [12595000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [72000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:FinancialAssetEqualtoGreaterthan150DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1219000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [0.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [0.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [7000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [5000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [13000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [927000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [5000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [262000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [184000000.00] [debit]: (date: 2021-09-30): {(jpm:LTV101to125PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [31000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:TX, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [13645000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [230185000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [22301000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [20154000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [7079000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [3229000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [4185000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [8930000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [163875000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [432000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [546000000.00] [debit]: (date: 2021-09-30): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [50958000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [12011000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [3112000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [1488000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [1425000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [312000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [1574000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [31007000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [29000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [133476000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [30027000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [15558000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [9736000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [4229000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [2429000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [1888000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [69532000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [77000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [77512000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [388506000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetEqualToOrGreaterThan30DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [126000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [298308000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:FinancialAsset30to149DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [23661000000.00] [debit]: (date: 2021-09-30): {(us-gaap:LtvLessThan80PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [205919000000.00] [debit]: (date: 2021-09-30): {(jpm:LTVGreaterthan125PercentMember, us-gaap:LoanToValueAxis),(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAsset30to149DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [735000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [11000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [13000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [17000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [17000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [10000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [479000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [16000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [172000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [90209000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [15893000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [16153000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [18216000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [9486000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [8240000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [21072000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [1141000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [8000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:PA, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4332000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [115155000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [221671000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [50911000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [51590000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [21082000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [8980000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [13254000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [56097000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [6728000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [13029000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2200000000.00] [debit]: (date: 2021-09-30): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [144280000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [7712000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmAdministeredMultiSellerConduitsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [21077000000.00] [debit]: (date: 2021-09-30): {(stpr:LA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1870000000.00] [debit]: (date: 2021-09-30): {(stpr:NJ, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [6884000000.00] [debit]: (date: 2021-09-30): {(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:Ltv80To100PercentMember, us-gaap:LoanToValueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [103000000.00] [debit]: (date: 2021-09-30): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [27958000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [3661000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [4460000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [5052000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [4344000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [3311000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [6606000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [522000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [2000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:TX, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [14752000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11860000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [291000000.00] [debit]: (date: 2021-09-30): {(jpm:LTV101to125PercentMember, us-gaap:LoanToValueAxis),(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [20000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2000000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [1300000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [639000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [55061000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [129416000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [375000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [79000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3922000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [118167000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [19554000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [20613000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [23268000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [13830000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [11551000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [27678000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [1663000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [10000000.00] [debit]: (date: 2021-09-30): {(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:LtvLessThan80PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [10054000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3012000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:MI, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3513000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:CO, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8496000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [278607000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [532786000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76637000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [35489000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [22114000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [8718000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [4516000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [2373000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [1019000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [2263000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [145000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1789000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [118343000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [49097000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [699000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [674000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [25000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3333000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [117563000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(us-gaap:MortgagesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1091000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [84000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [41000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11100000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:NoFICOorLTVScoreAvailableMember, us-gaap:CreditScoreFicoAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3311000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAssetGreaterthan30DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [31000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:FL, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [15439000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2587000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [203631000000.00] [debit]: (date: 2021-09-30): {(stpr:FL, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5125000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2485000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2084000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [12780000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [414443000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetInProcessofActiveorSuspendedForeclosureMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [693000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [32000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:NY, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11924000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76114000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [35379000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [21917000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [8641000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [4466000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [2343000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [993000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [2246000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [129000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1710000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:NJ, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5967000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [150000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:VieProgramTypeOtherMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2578000000.00] [debit]: (date: 2021-09-30): {(stpr:NY, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [7511000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset30to89DaysPastDueandStillAccruingMemberMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [736000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [679000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [57000000.00] [debit]: (date: 2021-09-30): {(jpm:LTVGreaterthan125PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [12000000.00] [debit]: (date: 2021-09-30): {(stpr:CT, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5188000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:FL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [9514000000.00] [debit]: (date: 2021-09-30): {(stpr:CA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [12137000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [143166000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [142083000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [1083000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [994000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [715000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [95657000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MunicipalBondsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [0.00] [debit]: (date: 2021-09-30): {(stpr:NJ, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2580000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:CO, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4322000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:FinancialAssetEqualtoGreaterthan150DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [20000000.00] [debit]: ************** Calculation check returned partial ************** [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [debit]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [1.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [2.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [3.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [4.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [5.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [6.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [7.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [8.00]: Definition: [240694047 - Disclosure - Loans - Consumer, Excluding Credit Card Loan Portfolio, Residential Real Estate (Details)] [us-gaap:AccountsNotesAndLoansReceivableLineItems] = [none]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfAccountsNotesLoansAndFinancingReceivableTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:ResidentialRealEstateMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:ResidentialRealEstateMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivablesPeriodPastDueAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [us-gaap:FinancingReceivablesPeriodPastDueDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:FinancialAsset30to149DaysPastDueMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:FinancialAssetEqualtoGreaterthan150DaysPastDueMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:FinancialAssetGreaterthan30DaysPastDueMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:FinancingReceivablesPeriodPastDueDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:FinancialAsset30to149DaysPastDueMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:FinancialAssetEqualtoGreaterthan150DaysPastDueMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:FinancialAssetGreaterthan30DaysPastDueMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [4.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:UsGovernmentAgencyInsuredLoansMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:UsGovernmentAgencyInsuredLoansMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:LienCategoryAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [5.00]: [us-gaap:LienCategoryDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:SeniorLienMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:LienCategoryDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:SeniorLienMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedinCurrentFiscalYear] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedinFiscalYearbeforeLatestFiscalYear] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedTwoYearsbeforeLatestFiscalYear] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [11.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedThreeYearsbeforeLatestFiscalYear] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [12.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedFourYearsbeforeLatestFiscalYear] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [13.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedFiveorMoreYearsbeforeLatestFiscalYear] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [14.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableRevolving] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [15.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableConvertedtoTermLoan] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [16.00]: [jpm:PercentageOfLoansThirtyPlusDaysPastDueToTotalRetainedLoans] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [17.00]: [jpm:FinancingReceivableRevolvingPercentageofSeniorLienstoTotalFinancingReceivables] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [18.00]: Presentation: [240694047 - Disclosure - Loans - Consumer, Excluding Credit Card Loan Portfolio, Residential Real Estate (Details)] [us-gaap:ScheduleOfAccountsNotesLoansAndFinancingReceivableTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ResidentialRealEstateMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablesPeriodPastDueAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FinancingReceivablesPeriodPastDueDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FinancialAsset30to149DaysPastDueMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:FinancialAssetEqualtoGreaterthan150DaysPastDueMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:FinancialAssetGreaterthan30DaysPastDueMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:UsGovernmentAgencyInsuredLoansMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:LienCategoryAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:LienCategoryDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:SeniorLienMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AccountsNotesAndLoansReceivableLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedinCurrentFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedinFiscalYearbeforeLatestFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedTwoYearsbeforeLatestFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [12.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedThreeYearsbeforeLatestFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [13.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedFourYearsbeforeLatestFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [14.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedFiveorMoreYearsbeforeLatestFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [15.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableRevolving] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [16.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableConvertedtoTermLoan] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [17.00]: [jpm:PercentageOfLoansThirtyPlusDaysPastDueToTotalRetainedLoans] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [18.00]: [jpm:FinancingReceivableRevolvingPercentageofSeniorLienstoTotalFinancingReceivables] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [19.00]: Period [(date: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Total retained loans | 945537000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 305106000000 [ debit] [tot] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Term loans originated in 2021/2020 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 56588000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 56576000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 9000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 3000000 [ debit] USD Term loans originated in 2020/2019 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 31859000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 31820000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 25000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 14000000 [ debit] USD Term loans originated in 2019/2018 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 13930000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 13900000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 20000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 10000000 [ debit] USD Term loans originated in 2018/2017 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 20450000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 20410000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 22000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 18000000 [ debit] USD Term loans originated in 2017/2016 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 28025000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 27978000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 29000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 18000000 [ debit] USD Term loans originated prior to 2017/2016 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 50736000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 49218000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 674000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 844000000 [ debit] USD Revolving loans within the revolving period Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 7945000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 7902000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 21000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 22000000 [ debit] USD Revolving loans converted to term loans Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 15769000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 15260000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 245000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 264000000 [ debit] USD Total retained loans | 960506000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 302127000000 [ debit] [tot] USD Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 225302000000 [ debit] [tot] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 223064000000 [ debit] [tot] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Financial Asset, P| 36000000 [ debit] [tot] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 1045000000 [ debit] [tot] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Financial Asset, P| 16000000 [ debit] [tot] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Class of Financing| 76000000 [ debit] [tot] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 1193000000 [ debit] [tot] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Financial Asset, P| 24000000 [ debit] [tot] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Financial Asset, P| 40000000 [ debit] [tot] USD % of 30 plus days past due to total retained loans, Term loans originated in 2021/2020 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2020/2019 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2019/2018 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2018/2017 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2017/2016 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated prior to 2017/2016 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.03 [ none] pure % of 30 plus days past due to total retained loans, Revolving loans within the revolving period Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.01 [ none] pure % of 30 plus days past due to total retained loans, Revolving loans converted to term loans Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.03 [ none] pure % of 30 plus days past due to total retained loans Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.01 [ none] pure Period [(date: 2021-09-30)] [MRQ] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Term loans originated in 2021/2020 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 50911000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 50900000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 11000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 0 [ debit] USD Term loans originated in 2020/2019 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 51590000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 51577000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 13000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 0 [ debit] USD Term loans originated in 2019/2018 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 21082000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 21058000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 17000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 7000000 [ debit] USD Term loans originated in 2018/2017 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 8980000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 8958000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 17000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 5000000 [ debit] USD Term loans originated in 2017/2016 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 13254000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 13231000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 10000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 13000000 [ debit] USD Term loans originated prior to 2017/2016 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 56097000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 54691000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 479000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 927000000 [ debit] USD Revolving loans within the revolving period Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 6728000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 6707000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 16000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 5000000 [ debit] USD Revolving loans converted to term loans Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 13029000000 [ debit] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 12595000000 [ debit] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 172000000 [ debit] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 262000000 [ debit] USD Total retained loans | 974260000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 298308000000 [ debit] [tot] USD Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 221671000000 [ debit] [tot] USD Current (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financing Receivable| 219717000000 [ debit] [tot] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Financial Asset, P| 41000000 [ debit] [tot] USD 30–149 days past due (Financial Asset, Period Past Due [Axis], Class of Financing Receivable [Axis], Financi| 735000000 [ debit] [tot] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Financial Asset, P| 11000000 [ debit] [tot] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Class of Financing| 72000000 [ debit] [tot] USD 150 or more days past due (Financial Asset, Period Past Due [Axis], Financing Receivable Portfolio Segment [| 1219000000 [ debit] [tot] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Financial Asset, P| 20000000 [ debit] [tot] USD U.S. government-guaranteed (Loans Insured or Guaranteed by Government Authorities [Axis], Financial Asset, P| 31000000 [ debit] [tot] USD % of 30 plus days past due to total retained loans, Term loans originated in 2021/2020 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2020/2019 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2019/2018 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2018/2017 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2017/2016 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated prior to 2017/2016 Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.02 [ none] pure % of 30 plus days past due to total retained loans, Revolving loans within the revolving period Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.00 [ none] pure % of 30 plus days past due to total retained loans, Revolving loans converted to term loans Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.03 [ none] pure % of 30 plus days past due to total retained loans Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 0.01 [ none] pure Percentage of total revolving loans that are senior lien loans Senior lien (Lien Category [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfolio Segm| 0.36 [ none] pure Definition: [240904064 - Disclosure - Variable Interest Entities - Consolidated VIE Assets and Liabilities (Details)] [us-gaap:VariableInterestEntityLineItems] = [none]: 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[jpm:BeneficialInterestLiabilityLongTerm] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: Presentation: [240904064 - Disclosure - Variable Interest Entities - Consolidated VIE Assets and Liabilities (Details)] [us-gaap:ScheduleOfVariableInterestEntitiesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityPrimaryBeneficiaryMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancialInstrumentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FirmSponsoredCreditCardSecuritizationTrustsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FirmAdministeredMultiSellerConduitsMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:MunicipalBondsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:MortgagesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:VieProgramTypeOtherMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:VariableInterestEntityLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:InformationOnAssetsAndLiabilitiesRelatedToVariableInterestEntitiesThatAreConsolidatedByFirmAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:TradingAssets] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:OtherAssets] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:Assets] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:BeneficialInterest] [NET] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:OtherLiabilities] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:Liabilities] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:BeneficialInterestLiabilityLongTerm] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(date: 2020-09-30)] [Not Classified] Schedule of Variable Interest Entities [Table] Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract] Loans | 945537000000 [ debit] USD Total assets | 3245061000000 [ debit] [tot] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Variable Interest Entities [Table] Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract] Trading assets | 503126000000 [ debit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 1934000000 [ debit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 1930000000 [ debit] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 0 [ debit] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 2000000 [ debit] USD Mortgage securitization entities (Financial Instrument [Axis]) | 0 [ debit] USD Other (Financial Instrument [Axis]) | 2000000 [ debit] USD Loans | 960506000000 [ debit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 37619000000 [ debit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 0 [ debit] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 11962000000 [ debit] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 23787000000 [ debit] USD Mortgage securitization entities (Financial Instrument [Axis]) | 1694000000 [ debit] USD Other (Financial Instrument [Axis]) | 176000000 [ debit] USD Other | 151539000000 [ debit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 681000000 [ debit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 2000000 [ debit] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 148000000 [ debit] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 188000000 [ debit] USD Mortgage securitization entities (Financial Instrument [Axis]) | 94000000 [ debit] USD Other (Financial Instrument [Axis]) | 249000000 [ debit] USD Total assets | 3384757000000 [ debit] [tot] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 40234000000 [ debit] [tot] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 1932000000 [ debit] [tot] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 12110000000 [ debit] [tot] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 23977000000 [ debit] [tot] USD Mortgage securitization entities (Financial Instrument [Axis]) | 1788000000 [ debit] [tot] USD Other (Financial Instrument [Axis]) | 427000000 [ debit] [tot] USD Beneficial interests in VIE assets | 17578000000 [credit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 17578000000 [credit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 1902000000 [credit] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 4943000000 [credit] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 10523000000 [credit] USD Mortgage securitization entities (Financial Instrument [Axis]) | 210000000 [credit] USD Other (Financial Instrument [Axis]) | 0 [credit] USD Other VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 233000000 [credit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 0 [credit] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 3000000 [credit] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 33000000 [credit] USD Mortgage securitization entities (Financial Instrument [Axis]) | 108000000 [credit] USD Other (Financial Instrument [Axis]) | 89000000 [credit] USD Total liabilities | 3105403000000 [credit] [tot] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 17811000000 [credit] [tot] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 1902000000 [credit] [tot] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 4946000000 [credit] [tot] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 10556000000 [credit] [tot] USD Mortgage securitization entities (Financial Instrument [Axis]) | 318000000 [credit] [tot] USD Other (Financial Instrument [Axis]) | 89000000 [credit] [tot] USD Beneficial interests in VIE assets, long term VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 5200000000 [credit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Variable Interest Entities [Table] Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract] Trading assets | 515901000000 [ debit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 2011000000 [ debit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 2009000000 [ debit] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 0 [ debit] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 2000000 [ debit] USD Mortgage securitization entities (Financial Instrument [Axis]) | 0 [ debit] USD Other (Financial Instrument [Axis]) | 0 [ debit] USD Loans | 974260000000 [ debit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 35352000000 [ debit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 0 [ debit] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 10606000000 [ debit] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 21077000000 [ debit] USD Mortgage securitization entities (Financial Instrument [Axis]) | 1091000000 [ debit] USD Other (Financial Instrument [Axis]) | 2578000000 [ debit] USD Other | 175104000000 [ debit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 516000000 [ debit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 4000000 [ debit] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 97000000 [ debit] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 76000000 [ debit] USD Mortgage securitization entities (Financial Instrument [Axis]) | 47000000 [ debit] USD Other (Financial Instrument [Axis]) | 292000000 [ debit] USD Total assets | 3757576000000 [ debit] [tot] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 37879000000 [ debit] [tot] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 2013000000 [ debit] [tot] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 10703000000 [ debit] [tot] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 21155000000 [ debit] [tot] USD Mortgage securitization entities (Financial Instrument [Axis]) | 1138000000 [ debit] [tot] USD Other (Financial Instrument [Axis]) | 2870000000 [ debit] [tot] USD Beneficial interests in VIE assets | 13257000000 [credit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 13257000000 [credit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 1976000000 [credit] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 2396000000 [credit] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 8612000000 [credit] USD Mortgage securitization entities (Financial Instrument [Axis]) | 216000000 [credit] USD Other (Financial Instrument [Axis]) | 57000000 [credit] USD Other VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 234000000 [credit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 0 [credit] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 1000000 [credit] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 37000000 [credit] USD Mortgage securitization entities (Financial Instrument [Axis]) | 90000000 [credit] USD Other (Financial Instrument [Axis]) | 106000000 [credit] USD Total liabilities | 3467535000000 [credit] [tot] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 13491000000 [credit] [tot] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 1976000000 [credit] [tot] USD Firm-sponsored credit card trusts (Financial Instrument [Axis]) | 2397000000 [credit] [tot] USD Firm-administered multi-seller conduits (Financial Instrument [Axis]) | 8649000000 [credit] [tot] USD Mortgage securitization entities (Financial Instrument [Axis]) | 306000000 [credit] [tot] USD Other (Financial Instrument [Axis]) | 163000000 [credit] [tot] USD Beneficial interests in VIE assets, long term VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 2700000000 [credit] USD Definition: [240754053 - Disclosure - Loans - Credit Card Loan Portfolio, Delinquency Information (Details)] [us-gaap:AccountsNotesAndLoansReceivableLineItems] = [none]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfAccountsNotesLoansAndFinancingReceivableTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:CreditCardReceivablesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:CreditCardReceivablesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivablesPeriodPastDueAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:FinancingReceivablesPeriodPastDueDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:FinancialAsset30to89DaysPastDueandStillAccruingMemberMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FinancingReceivablesPeriodPastDueDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:FinancialAsset30to89DaysPastDueandStillAccruingMemberMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableRevolving] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableConvertedtoTermLoan] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [jpm:PercentageOfLoansThirtyPlusDaysPastDueToTotalRetainedLoans] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:PercentageofLoansNinetyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableRevolving] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [jpm:PercentageofLoansNinetyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableConvertedtoTermLoan] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [jpm:PercentageOfLoansNinetyPlusDaysPastDueToTotalRetainedLoans] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: Presentation: [240754053 - Disclosure - Loans - Credit Card Loan Portfolio, Delinquency Information (Details)] [us-gaap:ScheduleOfAccountsNotesLoansAndFinancingReceivableTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditCardReceivablesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablesPeriodPastDueAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivablesPeriodPastDueDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FinancialAsset30to89DaysPastDueandStillAccruingMemberMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:AccountsNotesAndLoansReceivableLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableRevolving] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableConvertedtoTermLoan] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:PercentageOfLoansThirtyPlusDaysPastDueToTotalRetainedLoans] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:PercentageofLoansNinetyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableRevolving] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:PercentageofLoansNinetyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableConvertedtoTermLoan] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [jpm:PercentageOfLoansNinetyPlusDaysPastDueToTotalRetainedLoans] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: Period [(date: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Total retained loans | 945537000000 [ debit] [tot] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Revolving loans within the revolving period Credit card (Financing Receivable Portfolio Segment [Axis]) | 142057000000 [ debit] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 139783000000 [ debit] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 997000000 [ debit] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 1277000000 [ debit] USD Revolving loans converted to term loans Credit card (Financing Receivable Portfolio Segment [Axis]) | 1375000000 [ debit] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 1239000000 [ debit] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 94000000 [ debit] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 42000000 [ debit] USD Total retained loans | 960506000000 [ debit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 143432000000 [ debit] [tot] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 141022000000 [ debit] [tot] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 1091000000 [ debit] [tot] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 1319000000 [ debit] [tot] USD % of 30 plus days past due to total retained loans, Revolving loans within the revolving period Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.02 [ none] pure % of 30 plus days past due to total retained loans, Revolving loans converted to term loans Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.10 [ none] pure % of 30 plus days past due to total retained loans Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.02 [ none] pure % of 90 plus days past due to total retained loans, Revolving loans within the revolving period Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.01 [ none] pure % of 90 plus days past due to total retained loans, Revolving loans converted to term loans Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.03 [ none] pure % of 90 plus days past due to total retained loans Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.01 [ none] pure Period [(date: 2021-09-30)] [MRQ] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Revolving loans within the revolving period Credit card (Financing Receivable Portfolio Segment [Axis]) | 142083000000 [ debit] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 140730000000 [ debit] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 679000000 [ debit] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 674000000 [ debit] USD Revolving loans converted to term loans Credit card (Financing Receivable Portfolio Segment [Axis]) | 1083000000 [ debit] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 1001000000 [ debit] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 57000000 [ debit] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 25000000 [ debit] USD Total retained loans | 974260000000 [ debit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 143166000000 [ debit] [tot] USD Current and less than 30 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 141731000000 [ debit] [tot] USD 30–89 days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 736000000 [ debit] [tot] USD 90 or more days past due and still accruing (Financial Asset, Period Past Due [Axis]) | 699000000 [ debit] [tot] USD % of 30 plus days past due to total retained loans, Revolving loans within the revolving period Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.01 [ none] pure % of 30 plus days past due to total retained loans, Revolving loans converted to term loans Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.08 [ none] pure % of 30 plus days past due to total retained loans Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.01 [ none] pure % of 90 plus days past due to total retained loans, Revolving loans within the revolving period Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.00 [ none] pure % of 90 plus days past due to total retained loans, Revolving loans converted to term loans Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.02 [ none] pure % of 90 plus days past due to total retained loans Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.00 [ none] pure Calculation: (date: 2020-12-31): {(us-gaap:CreditDefaultSwapMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [533900000000.00] [credit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [573984000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsLessThanOneYear] = [125338000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsFromOneToFiveYears] = [404167000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesMoreThanFiveYears] = [44479000000.00] [credit]: (date: 2020-12-31): {(us-gaap:ExternalCreditRatingNonInvestmentGradeMember, us-gaap:UnderlyingAssetClassAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [138299000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsLessThanOneYear] = [31809000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsFromOneToFiveYears] = [97337000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesMoreThanFiveYears] = [9153000000.00] [credit]: (date: 2020-12-31): {(jpm:TotalCreditDerivativesMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [573984000000.00] [credit]: (date: 2020-12-31): {(us-gaap:ExternalCreditRatingInvestmentGradeMember, us-gaap:UnderlyingAssetClassAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [435685000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsLessThanOneYear] = [93529000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsFromOneToFiveYears] = [306830000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesMoreThanFiveYears] = [35326000000.00] [credit]: (date: 2020-12-31): {(us-gaap:OtherCreditDerivativesMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [40084000000.00] [credit]: (date: 2020-12-31): {(us-gaap:HybridInstrumentMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:HybridInstrumentMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [0.00] [credit]: (date: 2021-09-30): {(jpm:TotalCreditDerivativesMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [638394000000.00] [credit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [638394000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsLessThanOneYear] = [147740000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsFromOneToFiveYears] = [387760000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesMoreThanFiveYears] = [102894000000.00] [credit]: (date: 2021-09-30): {(us-gaap:ExternalCreditRatingInvestmentGradeMember, us-gaap:UnderlyingAssetClassAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [486348000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsLessThanOneYear] = [116560000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsFromOneToFiveYears] = [291195000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesMoreThanFiveYears] = [78593000000.00] [credit]: (date: 2021-09-30): {(us-gaap:CreditDefaultSwapMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [577311000000.00] [credit]: (date: 2021-09-30): {(us-gaap:OtherCreditDerivativesMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [61083000000.00] [credit]: (date: 2021-09-30): {(us-gaap:ExternalCreditRatingNonInvestmentGradeMember, us-gaap:UnderlyingAssetClassAxis)} validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [152046000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsLessThanOneYear] = [31180000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsFromOneToFiveYears] = [96565000000.00] [credit]: validating [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesMoreThanFiveYears] = [24301000000.00] [credit]: validating [us-gaap:CreditRiskDerivativesAtFairValueNet] = [5949000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeAssetsAtFairValue] = [9325000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeLiabilitiesAtFairValue] = [3376000000.00] [credit]: (date: 2020-12-31): {(us-gaap:ExternalCreditRatingNonInvestmentGradeMember, us-gaap:UnderlyingAssetClassAxis)} validating [us-gaap:CreditRiskDerivativesAtFairValueNet] = [1411000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeAssetsAtFairValue] = [3953000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeLiabilitiesAtFairValue] = [2542000000.00] [credit]: (date: 2020-12-31): {(us-gaap:ExternalCreditRatingInvestmentGradeMember, us-gaap:UnderlyingAssetClassAxis)} validating [us-gaap:CreditRiskDerivativesAtFairValueNet] = [4538000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeAssetsAtFairValue] = [5372000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeLiabilitiesAtFairValue] = [834000000.00] [credit]: validating [us-gaap:CreditRiskDerivativesAtFairValueNet] = [4623000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeAssetsAtFairValue] = [7106000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeLiabilitiesAtFairValue] = [2483000000.00] [credit]: (date: 2021-09-30): {(us-gaap:ExternalCreditRatingInvestmentGradeMember, us-gaap:UnderlyingAssetClassAxis)} validating [us-gaap:CreditRiskDerivativesAtFairValueNet] = [3399000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeAssetsAtFairValue] = [3996000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeLiabilitiesAtFairValue] = [597000000.00] [credit]: (date: 2021-09-30): {(us-gaap:ExternalCreditRatingNonInvestmentGradeMember, us-gaap:UnderlyingAssetClassAxis)} validating [us-gaap:CreditRiskDerivativesAtFairValueNet] = [1224000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeAssetsAtFairValue] = [3110000000.00] [debit]: validating [us-gaap:CreditRiskDerivativeLiabilitiesAtFairValue] = [1886000000.00] [credit]: Definition: [240314023 - Disclosure - Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details)] [us-gaap:CreditDerivativesLineItems] = [none]: [jpm:ProtectionSoldCreditDerivativesAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsLessThanOneYear] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsFromOneToFiveYears] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesMoreThanFiveYears] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:CreditRiskDerivativeAssetsAtFairValue] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:CreditRiskDerivativeLiabilitiesAtFairValue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:CreditRiskDerivativesAtFairValueNet] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:ScheduleOfCreditDerivativesTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:UnderlyingAssetClassAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:UnderlyingAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:ExternalCreditRatingInvestmentGradeMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ExternalCreditRatingNonInvestmentGradeMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:UnderlyingAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:ExternalCreditRatingInvestmentGradeMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ExternalCreditRatingNonInvestmentGradeMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: Presentation: [240314023 - Disclosure - Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details)] [us-gaap:ScheduleOfCreditDerivativesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:UnderlyingAssetClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:UnderlyingAssetClassDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ExternalCreditRatingInvestmentGradeMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ExternalCreditRatingNonInvestmentGradeMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CreditDerivativesLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:ProtectionSoldCreditDerivativesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsLessThanOneYear] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsFromOneToFiveYears] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesMoreThanFiveYears] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:CreditDerivativeMaximumExposureUndiscounted] [NEGATED,TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:CreditRiskDerivativeAssetsAtFairValue] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:CreditRiskDerivativeLiabilitiesAtFairValue] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:CreditRiskDerivativesAtFairValueNet] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: Period [(date: 2020-12-31)] [Not Classified] Schedule of Credit Derivatives [Table] Protection sold credit derivatives ratings/maturity profile Protection sold credit derivatives ratings/maturity profile - less than 1 year | -125338000000 [credit] USD Investment-grade (Underlying Asset Class [Axis]) | 93529000000 [credit] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 31809000000 [credit] USD Protection sold credit derivatives ratings/maturity profile - from 1-5 years | -404167000000 [credit] USD Investment-grade (Underlying Asset Class [Axis]) | 306830000000 [credit] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 97337000000 [credit] USD Protection sold credit derivatives ratings/maturity profile - more than 5 years | -44479000000 [credit] USD Investment-grade (Underlying Asset Class [Axis]) | 35326000000 [credit] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 9153000000 [credit] USD Total notional amount | -573984000000 [credit] [tot] USD Investment-grade (Underlying Asset Class [Axis]) | 435685000000 [credit] [tot] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 138299000000 [credit] [tot] USD Fair value of receivables | 9325000000 [ debit] USD Investment-grade (Underlying Asset Class [Axis]) | 5372000000 [ debit] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 3953000000 [ debit] USD Fair value of payables | -3376000000 [credit] USD Investment-grade (Underlying Asset Class [Axis]) | 834000000 [credit] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 2542000000 [credit] USD Net fair value | 5949000000 [ debit] [tot] USD Investment-grade (Underlying Asset Class [Axis]) | 4538000000 [ debit] [tot] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 1411000000 [ debit] [tot] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Credit Derivatives [Table] Protection sold credit derivatives ratings/maturity profile Protection sold credit derivatives ratings/maturity profile - less than 1 year | -147740000000 [credit] USD Investment-grade (Underlying Asset Class [Axis]) | 116560000000 [credit] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 31180000000 [credit] USD Protection sold credit derivatives ratings/maturity profile - from 1-5 years | -387760000000 [credit] USD Investment-grade (Underlying Asset Class [Axis]) | 291195000000 [credit] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 96565000000 [credit] USD Protection sold credit derivatives ratings/maturity profile - more than 5 years | -102894000000 [credit] USD Investment-grade (Underlying Asset Class [Axis]) | 78593000000 [credit] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 24301000000 [credit] USD Total notional amount | -638394000000 [credit] [tot] USD Investment-grade (Underlying Asset Class [Axis]) | 486348000000 [credit] [tot] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 152046000000 [credit] [tot] USD Fair value of receivables | 7106000000 [ debit] USD Investment-grade (Underlying Asset Class [Axis]) | 3996000000 [ debit] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 3110000000 [ debit] USD Fair value of payables | -2483000000 [credit] USD Investment-grade (Underlying Asset Class [Axis]) | 597000000 [credit] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 1886000000 [credit] USD Net fair value | 4623000000 [ debit] [tot] USD Investment-grade (Underlying Asset Class [Axis]) | 3399000000 [ debit] [tot] USD Noninvestment-grade (Underlying Asset Class [Axis]) | 1224000000 [ debit] [tot] USD Definition: [240094005 - Disclosure - Fair Value Measurement - Level 3 Analysis (Details)] [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems] = [none]: [jpm:Level3AnalysisSupplementalDataAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:AssetsFairValueDisclosure] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPeriodIncreaseDecrease] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationLiabilityTransfersIntoLevel3] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersIntoLevel3] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationLiabilityTransfersOutOfLevel3] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersOutOfLevel3] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityGainLossIncludedInEarnings] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FairValueByMeasurementFrequencyAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FairValueMeasurementFrequencyDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:FairValueMeasurementsRecurringMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueMeasurementFrequencyDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:FairValueMeasurementsRecurringMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueByFairValueHierarchyLevelAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:FairValueMeasurementsFairValueHierarchyDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:FairValueInputsLevel3Member] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueMeasurementsFairValueHierarchyDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:FairValueInputsLevel3Member] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DerivativeInstrumentRiskAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:InterestRateContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:EquityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:InterestRateContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:EquityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FairValueByAssetClassAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [4.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:MortgageServicingRightsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DerivativeFinancialInstrumentsAssetsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:LoansReceivableNotForTradingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:MortgageServicingRightsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DerivativeFinancialInstrumentsAssetsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:LoansReceivableNotForTradingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FairValueByLiabilityClassAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [5.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationByLiabilityClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:DebtAndEquityInstrumentsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DerivativeFinancialInstrumentsLiabilitiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:LongTermDebtMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationByLiabilityClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:DebtAndEquityInstrumentsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DerivativeFinancialInstrumentsLiabilitiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:LongTermDebtMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: Presentation: [240094005 - Disclosure - Fair Value Measurement - Level 3 Analysis (Details)] [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueByMeasurementFrequencyAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueMeasurementFrequencyDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueMeasurementsRecurringMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueByFairValueHierarchyLevelAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueMeasurementsFairValueHierarchyDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueInputsLevel3Member] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativeInstrumentRiskAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DerivativeContractTypeDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestRateContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:EquityContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueByAssetClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:MortgageServicingRightsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativeFinancialInstrumentsAssetsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:LoansReceivableNotForTradingMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FairValueByLiabilityClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationByLiabilityClassDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:DebtAndEquityInstrumentsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativeFinancialInstrumentsLiabilitiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:LongTermDebtMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:Level3AnalysisSupplementalDataAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AssetsFairValueDisclosure] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPeriodIncreaseDecrease] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationLiabilityTransfersIntoLevel3] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersIntoLevel3] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationLiabilityTransfersOutOfLevel3] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersOutOfLevel3] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityGainLossIncludedInEarnings] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Fair Value, Recurring and Nonrecurring [Table] Level 3 Analysis - Supplemental Data [Abstract] Transfers from level 2 into level 3, liabilities Total debt and equity instruments (Liability Class [Axis]) | 3000000 [credit] USD Long-term debt (Liability Class [Axis]) | 78000000 [credit] USD Transfers from level 2 into level 3, assets Nontrading loans (Asset Class [Axis]) | 316000000 [ debit] USD Transfers from level 3 into level 2, liabilities Derivative payables (Liability Class [Axis], Measurement Frequency [Axis]) | 965000000 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | 4000000 [ debit] USD Long-term debt (Liability Class [Axis]) | 88000000 [ debit] USD Transfers from level 3 into level 2, assets Nontrading loans (Asset Class [Axis]) | 169000000 [credit] USD Realized/unrealized gains (losses), assets Level 3 (Fair Value Hierarchy and NAV [Axis]) | -744000000 [credit] USD Realized/unrealized gains (losses), liabilities Level 3 (Fair Value Hierarchy and NAV [Axis]) | -763000000 [credit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Fair Value, Recurring and Nonrecurring [Table] Level 3 Analysis - Supplemental Data [Abstract] Transfers from level 2 into level 3, liabilities Derivative payables (Liability Class [Axis], Measurement Frequency [Axis]) | 2700000000 [credit] USD Long-term debt (Liability Class [Axis], Measurement Frequency [Axis]) | 1100000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 96000000 [credit] USD Long-term debt (Liability Class [Axis]) | 1056000000 [credit] USD Transfers from level 2 into level 3, assets Equity (Derivative Instrument [Axis], Asset Class [Axis], Measurement Frequency [Axis]) | 2200000000 [ debit] USD Nontrading loans (Asset Class [Axis], Measurement Frequency [Axis]) | 2300000000 [ debit] USD Nontrading loans (Asset Class [Axis]) | 2312000000 [ debit] USD Transfers from level 3 into level 2, liabilities Derivative payables (Liability Class [Axis], Measurement Frequency [Axis]) | 1900000000 [ debit] USD Long-term debt (Liability Class [Axis], Measurement Frequency [Axis]) | 1100000000 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | 8000000 [ debit] USD Long-term debt (Liability Class [Axis]) | 1121000000 [ debit] USD Transfers from level 3 into level 2, assets Equity (Derivative Instrument [Axis], Asset Class [Axis], Measurement Frequency [Axis]) | 1700000000 [credit] USD Nontrading loans (Asset Class [Axis]) | 522000000 [credit] USD Realized/unrealized gains (losses), assets Level 3 (Fair Value Hierarchy and NAV [Axis]) | 374000000 [credit] USD Realized/unrealized gains (losses), liabilities Level 3 (Fair Value Hierarchy and NAV [Axis]) | 845000000 [credit] USD Period [(date: 2020-12-31)] [Not Classified] Fair Value, Recurring and Nonrecurring [Table] Level 3 Analysis - Supplemental Data [Abstract] Assets fair value Recurring (Measurement Frequency [Axis]) | 1243209000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 16410000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Fair Value, Recurring and Nonrecurring [Table] Level 3 Analysis - Supplemental Data [Abstract] Increase (decrease) in level 3 assets Recurring (Measurement Frequency [Axis]) | 1200000000 [ none] USD MSRs (Asset Class [Axis], Measurement Frequency [Axis]) | 802000000 [ none] USD Transfers from level 2 into level 3, liabilities Total debt and equity instruments (Liability Class [Axis]) | 3000000 [credit] USD Long-term debt (Liability Class [Axis]) | 11000000 [credit] USD Transfers from level 2 into level 3, assets Nontrading loans (Asset Class [Axis]) | 427000000 [ debit] USD Transfers from level 3 into level 2, liabilities Total debt and equity instruments (Liability Class [Axis]) | 1000000 [ debit] USD Long-term debt (Liability Class [Axis]) | 246000000 [ debit] USD Transfers from level 3 into level 2, assets Nontrading loans (Asset Class [Axis]) | 105000000 [credit] USD Realized/unrealized gains (losses), assets Level 3 (Fair Value Hierarchy and NAV [Axis]) | 1300000000 [credit] USD Realized/unrealized gains (losses), liabilities Level 3 (Fair Value Hierarchy and NAV [Axis]) | 928000000 [credit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Fair Value, Recurring and Nonrecurring [Table] Level 3 Analysis - Supplemental Data [Abstract] Increase (decrease) in level 3 assets Recurring (Measurement Frequency [Axis]) | 697000000 [ none] USD MSRs (Asset Class [Axis], Measurement Frequency [Axis]) | 2100000000 [ none] USD Derivative receivables (Asset Class [Axis], Measurement Frequency [Axis]) | -444000000 [ none] USD Equity (Derivative Instrument [Axis], Asset Class [Axis], Measurement Frequency [Axis]) | -443000000 [ none] USD Transfers from level 2 into level 3, liabilities Total debt and equity instruments (Liability Class [Axis], Measurement Frequency [Axis]) | 882000000 [credit] USD Derivative payables (Liability Class [Axis], Measurement Frequency [Axis]) | 704000000 [credit] USD Total debt and equity instruments (Liability Class [Axis]) | 62000000 [credit] USD Long-term debt (Liability Class [Axis]) | 29000000 [credit] USD Transfers from level 2 into level 3, assets Equity (Derivative Instrument [Axis], Asset Class [Axis], Measurement Frequency [Axis]) | 937000000 [ debit] USD Nontrading loans (Asset Class [Axis], Measurement Frequency [Axis]) | 1000000000 [ debit] USD Nontrading loans (Asset Class [Axis]) | 1027000000 [ debit] USD Transfers from level 3 into level 2, liabilities Total debt and equity instruments (Liability Class [Axis], Measurement Frequency [Axis]) | 1100000000 [ debit] USD Derivative payables (Liability Class [Axis], Measurement Frequency [Axis]) | 1600000000 [ debit] USD Long-term debt (Liability Class [Axis], Measurement Frequency [Axis]) | 736000000 [ debit] USD Total debt and equity instruments (Liability Class [Axis]) | 13000000 [ debit] USD Long-term debt (Liability Class [Axis]) | 736000000 [ debit] USD Transfers from level 3 into level 2, assets Equity (Derivative Instrument [Axis], Asset Class [Axis], Measurement Frequency [Axis]) | 1700000000 [credit] USD Nontrading loans (Asset Class [Axis], Measurement Frequency [Axis]) | 673000000 [credit] USD Nontrading loans (Asset Class [Axis]) | 673000000 [credit] USD Realized/unrealized gains (losses), assets Level 3 (Fair Value Hierarchy and NAV [Axis]) | 1000000000 [credit] USD Realized/unrealized gains (losses), liabilities Level 3 (Fair Value Hierarchy and NAV [Axis]) | 988000000 [credit] USD Period [(date: 2021-09-30)] [MRQ] Fair Value, Recurring and Nonrecurring [Table] Level 3 Analysis - Supplemental Data [Abstract] Assets fair value Recurring (Measurement Frequency [Axis]) | 1193119000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 17107000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 17100000000 [ debit] USD Calculation: validating [us-gaap:Deposits] = [2144257000000.00] [credit]: validating [us-gaap:DepositsForeign] = [374514000000.00] [credit]: validating [us-gaap:NoninterestBearingDepositLiabilitiesForeign] = [23435000000.00] [credit]: validating [us-gaap:InterestBearingDepositLiabilitiesForeign] = [351079000000.00] [credit]: validating [us-gaap:DepositsDomestic] = [1769743000000.00] [credit]: validating [us-gaap:InterestBearingDepositLiabilitiesDomestic] = [1197032000000.00] [credit]: validating [us-gaap:NoninterestBearingDepositLiabilitiesDomestic] = [572711000000.00] [credit]: validating [us-gaap:Deposits] = [2402353000000.00] [credit]: validating [us-gaap:DepositsForeign] = [401823000000.00] [credit]: validating [us-gaap:NoninterestBearingDepositLiabilitiesForeign] = [28589000000.00] [credit]: validating [us-gaap:InterestBearingDepositLiabilitiesForeign] = [373234000000.00] [credit]: validating [us-gaap:DepositsDomestic] = [2000530000000.00] [credit]: validating [us-gaap:InterestBearingDepositLiabilitiesDomestic] = [1344092000000.00] [credit]: validating [us-gaap:NoninterestBearingDepositLiabilitiesDomestic] = [656438000000.00] [credit]: Definition: [241054075 - Disclosure - Deposits - Noninterest and Interest-bearing (Details)] [jpm:DepositsLineItems] = [none]: [us-gaap:DepositsDomesticAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:NoninterestBearingDepositLiabilitiesDomestic] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:InterestBearingDepositLiabilitiesDomestic] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:InterestBearingDomesticDepositTimeDeposits] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:DepositsDomestic] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [jpm:DepositsTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FairValueByMeasurementBasisAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:PortionAtFairValueFairValueDisclosureMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:FairValueDisclosureItemAmountsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:PortionAtFairValueFairValueDisclosureMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:EstimateOfFairValueFairValueDisclosureMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:DepositsForeignAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:NoninterestBearingDepositLiabilitiesForeign] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:InterestBearingDepositLiabilitiesForeign] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:InterestBearingForeignDepositTimeDeposits] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:DepositsForeign] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:Deposits] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: Presentation: [241054075 - Disclosure - Deposits - Noninterest and Interest-bearing (Details)] [jpm:DepositsTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueByMeasurementBasisAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueDisclosureItemAmountsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:PortionAtFairValueFairValueDisclosureMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:EstimateOfFairValueFairValueDisclosureMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:DepositsLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DepositsDomesticAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:NoninterestBearingDepositLiabilitiesDomestic] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestBearingDepositLiabilitiesDomestic] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:InterestBearingDomesticDepositTimeDeposits] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DepositsDomestic] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:DepositsForeignAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:NoninterestBearingDepositLiabilitiesForeign] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestBearingDepositLiabilitiesForeign] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:InterestBearingForeignDepositTimeDeposits] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DepositsForeign] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:Deposits] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(date: 2020-12-31)] [Not Classified] Deposits [Table] U.S. offices Noninterest-bearing (included $9,186 and $9,873 at fair value) | 572711000000 [credit] USD Fair value (Measurement Basis [Axis]) | 9873000000 [credit] USD Interest-bearing (included $630 and $2,567 at fair value) | 1197032000000 [credit] USD Interest-bearing, fair value Fair value (Measurement Basis [Axis]) | 2567000000 [credit] USD Total deposits in U.S. offices | 1769743000000 [credit] [tot] USD Non-U.S. offices Noninterest-bearing (included $1,788 and $1,486 at fair value) | 23435000000 [credit] USD Fair value (Measurement Basis [Axis]) | 1486000000 [credit] USD Interest-bearing (included $204 and $558 at fair value) | 351079000000 [credit] USD Interest-bearing, fair value Fair value (Measurement Basis [Axis]) | 558000000 [credit] USD Total deposits in non-U.S. offices | 374514000000 [credit] [tot] USD Total deposits | 2144257000000 [credit] [tot] USD Period [(date: 2021-09-30)] [MRQ] Deposits [Table] U.S. offices Noninterest-bearing (included $9,186 and $9,873 at fair value) | 656438000000 [credit] USD Fair value (Measurement Basis [Axis]) | 9186000000 [credit] USD Interest-bearing (included $630 and $2,567 at fair value) | 1344092000000 [credit] USD Interest-bearing, fair value Fair value (Measurement Basis [Axis]) | 630000000 [credit] USD Total deposits in U.S. offices | 2000530000000 [credit] [tot] USD Non-U.S. offices Noninterest-bearing (included $1,788 and $1,486 at fair value) | 28589000000 [credit] USD Fair value (Measurement Basis [Axis]) | 1788000000 [credit] USD Interest-bearing (included $204 and $558 at fair value) | 373234000000 [credit] USD Interest-bearing, fair value Fair value (Measurement Basis [Axis]) | 204000000 [credit] USD Total deposits in non-U.S. offices | 401823000000 [credit] [tot] USD Total deposits | 2402353000000 [credit] [tot] USD Definition: [241374090 - Disclosure - Litigation (Details)] [us-gaap:LossContingenciesLineItems] = [none]: [us-gaap:LossContingencyRangeOfPossibleLossPortionNotAccrued] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:LossContingenciesTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:LossContingenciesByNatureOfContingencyAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:LossContingencyNatureDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:ThreatenedOrPendingLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:AmrapaliLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:FederalRepublicofNigeriaLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:ForeignExchangeInvestigationsandLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:InterchangeLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [jpm:MetalsAndUSTreasuriesInvestigationsAndLitigationAndRelatedInquiriesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:WendelInvestissementLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:LossContingencyNatureDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:ThreatenedOrPendingLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:AmrapaliLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:FederalRepublicofNigeriaLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:ForeignExchangeInvestigationsandLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:InterchangeLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [jpm:MetalsAndUSTreasuriesInvestigationsAndLitigationAndRelatedInquiriesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:WendelInvestissementLitigationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [srt:RangeAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [srt:RangeMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [srt:MinimumMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:MaximumMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [srt:RangeMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [srt:MinimumMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:MaximumMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [dei:LegalEntityAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [dei:EntityDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:JPMorganIndiaPrivateLimitedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:VisaDefendantsandMastercardandCertainBanksMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:JpmorganChaseBankNAMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [dei:EntityDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:JPMorganIndiaPrivateLimitedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:VisaDefendantsandMastercardandCertainBanksMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:JpmorganChaseBankNAMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [srt:CounterpartyNameAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [4.00]: [srt:RepurchaseAgreementCounterpartyNameDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:FederalGovernmentofNigeriaandTwoMajorInternationalOilCompaniesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:FederalRepublicofNigeriaMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [srt:RepurchaseAgreementCounterpartyNameDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:FederalGovernmentofNigeriaandTwoMajorInternationalOilCompaniesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:FederalRepublicofNigeriaMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:LossContingencyNumberOfOffshoreFundsFormerlyManaged] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:LossContingencyDamagesSoughtValue] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:IncreaseDecreaseInClientFundsHeld] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:LossContingencyExemptionOfDisqualificationPeriod] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [jpm:LossContingencyDisqualificationPeriod] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:LossContingencyNumberOfDefendants] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:LitigationSettlementAmountAwardedToOtherParty] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:LossContingencyClaimsSettledNumber] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:PaymentsForLegalSettlements] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [jpm:LossContingencyDeferredProsecutionAgreementClaimsSettledNumberOfCountsOfWireFraud] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: [jpm:LossContingencyDeferredProsecutionAgreementDismissalPeriod] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [11.00]: [us-gaap:LossContingencyNewClaimsFiledNumber] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [12.00]: [us-gaap:LitigationSettlementExpense] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [13.00]: Presentation: [241374090 - Disclosure - Litigation (Details)] [us-gaap:LossContingenciesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:LossContingenciesByNatureOfContingencyAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:LossContingencyNatureDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ThreatenedOrPendingLitigationMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:AmrapaliLitigationMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:FederalRepublicofNigeriaLitigationMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:ForeignExchangeInvestigationsandLitigationMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:InterchangeLitigationMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:MetalsAndUSTreasuriesInvestigationsAndLitigationAndRelatedInquiriesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:WendelInvestissementLitigationMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [srt:RangeAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [srt:RangeMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:MinimumMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:MaximumMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [dei:LegalEntityAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [dei:EntityDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:JPMorganIndiaPrivateLimitedMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:VisaDefendantsandMastercardandCertainBanksMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:JpmorganChaseBankNAMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [srt:CounterpartyNameAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [srt:RepurchaseAgreementCounterpartyNameDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FederalGovernmentofNigeriaandTwoMajorInternationalOilCompaniesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FederalRepublicofNigeriaMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:LossContingenciesLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:LossContingencyRangeOfPossibleLossPortionNotAccrued] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:LossContingencyNumberOfOffshoreFundsFormerlyManaged] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:LossContingencyDamagesSoughtValue] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:IncreaseDecreaseInClientFundsHeld] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:LossContingencyExemptionOfDisqualificationPeriod] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:LossContingencyDisqualificationPeriod] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:LossContingencyNumberOfDefendants] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:LitigationSettlementAmountAwardedToOtherParty] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:LossContingencyClaimsSettledNumber] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:PaymentsForLegalSettlements] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [jpm:LossContingencyDeferredProsecutionAgreementClaimsSettledNumberOfCountsOfWireFraud] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [jpm:LossContingencyDeferredProsecutionAgreementDismissalPeriod] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [12.00]: [us-gaap:LossContingencyNewClaimsFiledNumber] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [13.00]: [us-gaap:LitigationSettlementExpense] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [14.00]: Period [(startDate: 2012-01-01, endDate: 2012-12-31)] [Not Classified] Loss Contingencies [Table] Settlement amount The Defendants (Legal Entity [Axis], Loss Contingency Nature [Axis]) | 5300000000 [credit] USD Number of claims settled Interchange Litigation (Loss Contingency Nature [Axis]) | two [ none] Period [(startDate: 2010-01-01, endDate: 2012-12-31)] [Not Classified] Loss Contingencies [Table] Number of offshore funds formerly managed by JPMorgan Chase entities JPMorgan India Private Limited (Legal Entity [Axis], Loss Contingency Nature [Axis]) | two [ none] Period [(startDate: 2011-01-01, endDate: 2013-12-31)] [Not Classified] Loss Contingencies [Table] Amount paid out of monies in account following settlement of dispute Federal Government of Nigeria and Two Major International Oil Companies (Counterparty Name [Axis], Loss Cont| -1100000000 [credit] USD Period [(startDate: 2017-01-01, endDate: 2017-01-31)] [Not Classified] Loss Contingencies [Table] Loss contingency, exemption of disqualification period Foreign Exchange Investigations and Litigation (Loss Contingency Nature [Axis]) | five-year [ none] Loss contingency disqualification period Foreign Exchange Investigations and Litigation (Loss Contingency Nature [Axis]) | ten-year [ none] Period [(startDate: 2017-11-01, endDate: 2017-11-30)] [Not Classified] Loss Contingencies [Table] Amount of claim Federal Republic of Nigeria (Counterparty Name [Axis], Loss Contingency Nature [Axis]) | 875000000 [ debit] USD Period [(startDate: 2018-09-01, endDate: 2018-09-30)] [Not Classified] Loss Contingencies [Table] Settlement amount The Defendants (Legal Entity [Axis], Loss Contingency Nature [Axis]) | 900000000 [credit] USD Period [(startDate: 2019-12-01, endDate: 2019-12-31)] [Not Classified] Loss Contingencies [Table] Payments for legal settlement The Defendants (Legal Entity [Axis], Loss Contingency Nature [Axis]) | 700000000 [credit] USD Period [(startDate: 2020-05-01, endDate: 2020-05-31)] [Not Classified] Loss Contingencies [Table] Amount of claim JPMorgan India Private Limited (Legal Entity [Axis], Loss Contingency Nature [Axis]) | 25000000 [ debit] USD Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Loss Contingencies [Table] Legal expense | 524000000 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Loss Contingencies [Table] Legal expense | 839000000 [ debit] USD Period [(startDate: 2020-10-01, endDate: 2020-10-31)] [Not Classified] Loss Contingencies [Table] Number of claims filed Metals and U.S. Treasuries Investigations and Litigation and Related Inquiries (Loss Contingency Nature [Axi| two [ none] Period [(startDate: 2020-01-01, endDate: 2020-12-31)] [Not Classified] Loss Contingencies [Table] Number of other defendants that agreed in principle to settle class action Foreign Exchange Investigations and Litigation (Loss Contingency Nature [Axis]) | 11 [ none] defendant Settlement amount Foreign Exchange Investigations and Litigation (Loss Contingency Nature [Axis]) | 10000000 [credit] USD Period [(startDate: 2021-08-01, endDate: 2021-08-31)] [Not Classified] Loss Contingencies [Table] Amount of claim JPMorgan India Private Limited (Legal Entity [Axis], Loss Contingency Nature [Axis]) | 31500000 [ debit] USD Period [(startDate: 2021-09-01, endDate: 2021-09-30)] [Not Classified] Loss Contingencies [Table] Payments for legal settlement JPMorgan Chase Bank, N.A. (Legal Entity [Axis], Loss Contingency Nature [Axis]) | 25000000 [credit] EUR Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Loss Contingencies [Table] Legal expense | 76000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Loss Contingencies [Table] Settlement amount Metals and U.S. Treasuries Investigations and Litigation and Related Inquiries (Loss Contingency Nature [Axi| 920000000 [credit] USD Number of claims settled Metals and U.S. Treasuries Investigations and Litigation and Related Inquiries (Loss Contingency Nature [Axi| three [ none] Number of counts of wire fraud charged Metals and U.S. Treasuries Investigations and Litigation and Related Inquiries (Loss Contingency Nature [Axi| two [ none] Period after which criminal information will be dismissed with full compliance with all obligations Metals and U.S. Treasuries Investigations and Litigation and Related Inquiries (Loss Contingency Nature [Axi| three years [ none] Legal expense | 289000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Loss Contingencies [Table] Loss contingency range of possible loss Minimum (Statistical Measurement [Axis], Loss Contingency Nature [Axis]) | 0 [ debit] USD Maximum (Statistical Measurement [Axis], Loss Contingency Nature [Axis]) | 1500000000 [ debit] USD Presentation: [230483007 - Disclosure - Employee Share-based Incentives (Tables)] [us-gaap:DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract] = [none]: [us-gaap:ScheduleOfEmployeeServiceShareBasedCompensationAllocationOfRecognizedPeriodCostsTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Share-based Payment Arrangement [Abstract] Noncash compensation expense related to employee stock-based incentive plans | The Firm recognized the following noncash compensation expense related to its various employee share-based incentive plans in its Consolidated statements of income.Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Cost of prior grants of RSUs, performance share units (“PSUs”), stock appreciation rights ("SARs") and stock options that are amortized over their applicable vesting periods$283 $249 $919 $859 Accrual of estimated costs of share-based awards to be granted in future periods, predominantly those to full-career eligible employees335 272 1,346 1,108 Total noncash compensation expense related to employee share-based incentive plans$618 $521 $2,265 $1,967 Calculation: validating [us-gaap:PensionAndOtherPostretirementBenefitExpense] = [266000000.00] [debit]: validating [us-gaap:DefinedBenefitPlanNetPeriodicBenefitCost] = [-74000000.00] [debit]: validating [us-gaap:DefinedContributionPlanCostRecognized] = [340000000.00] [debit]: validating [us-gaap:PensionAndOtherPostretirementBenefitExpense] = [742000000.00] [debit]: validating [us-gaap:DefinedBenefitPlanNetPeriodicBenefitCost] = [-218000000.00] [debit]: validating [us-gaap:DefinedContributionPlanCostRecognized] = [960000000.00] [debit]: validating [us-gaap:PensionAndOtherPostretirementBenefitExpense] = [262000000.00] [debit]: validating [us-gaap:DefinedBenefitPlanNetPeriodicBenefitCost] = [-65000000.00] [debit]: validating [us-gaap:DefinedContributionPlanCostRecognized] = [327000000.00] [debit]: validating [us-gaap:PensionAndOtherPostretirementBenefitExpense] = [814000000.00] [debit]: validating [us-gaap:DefinedBenefitPlanNetPeriodicBenefitCost] = [-184000000.00] [debit]: validating [us-gaap:DefinedContributionPlanCostRecognized] = [998000000.00] [debit]: Definition: [240454031 - Disclosure - Pension and Other Postretirement Employee Benefit Plans - Net Periodic Benefit Costs (Details)] [us-gaap:DefinedBenefitPlanDisclosureLineItems] = [none]: [us-gaap:DefinedBenefitPlanNetPeriodicBenefitCostAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DefinedBenefitPlanServiceCost] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:DefinedBenefitPlanInterestCost] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:DefinedBenefitPlanExpectedReturnOnPlanAssets] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:DefinedBenefitPlanAmortizationAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:DefinedBenefitPlanAmortizationOfGainsLosses] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:DefinedBenefitPlanNetPeriodicBenefitCostMaterialPlans] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:ScheduleOfDefinedBenefitPlansDisclosuresTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:RetirementPlanTypeAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:RetirementPlanTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:PensionPlansDefinedBenefitMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:OtherPostretirementBenefitPlansDefinedBenefitMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:RetirementPlanTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:PensionPlansDefinedBenefitMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:OtherPostretirementBenefitPlansDefinedBenefitMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:RetirementPlanSponsorLocationAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:RetirementPlanSponsorLocationDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:DomesticPlanMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [country:US] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:RetirementPlanSponsorLocationDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:DomesticPlanMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [country:US] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:OtherDefinedBenefitPlansNetPeriodicBenefitCostImmaterialPlans] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:DefinedBenefitPlanNetPeriodicBenefitCost] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:DefinedContributionPlanCostRecognized] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:PensionAndOtherPostretirementBenefitExpense] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: Presentation: [240454031 - Disclosure - Pension and Other Postretirement Employee Benefit Plans - Net Periodic Benefit Costs (Details)] [us-gaap:ScheduleOfDefinedBenefitPlansDisclosuresTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:RetirementPlanTypeAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:RetirementPlanTypeDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:PensionPlansDefinedBenefitMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OtherPostretirementBenefitPlansDefinedBenefitMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:RetirementPlanSponsorLocationAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:RetirementPlanSponsorLocationDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DomesticPlanMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [country:US] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DefinedBenefitPlanDisclosureLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DefinedBenefitPlanNetPeriodicBenefitCostAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DefinedBenefitPlanServiceCost] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DefinedBenefitPlanInterestCost] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DefinedBenefitPlanExpectedReturnOnPlanAssets] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:DefinedBenefitPlanAmortizationAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:DefinedBenefitPlanAmortizationOfGainsLosses] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:DefinedBenefitPlanNetPeriodicBenefitCostMaterialPlans] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:OtherDefinedBenefitPlansNetPeriodicBenefitCostImmaterialPlans] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DefinedBenefitPlanNetPeriodicBenefitCost] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DefinedContributionPlanCostRecognized] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:PensionAndOtherPostretirementBenefitExpense] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Schedule of Defined Benefit Plans Disclosures [Table] Components of net periodic benefit cost, U.S. defined benefit pension plans Benefits earned during the period U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 0 [ debit] USD Interest cost on benefit obligations U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 105000000 [ debit] USD Expected return on plan assets U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 158000000 [credit] USD Amortization: Net (gain)/loss U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | -2000000 [credit] USD Net periodic defined benefit plan cost/(credit), U.S. defined benefit pension plans U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | -51000000 [ debit] [tot] USD Other defined benefit pension and OPEB plans OPEB plans (Retirement Plan Type [Axis]) | -23000000 [ debit] USD Total net periodic defined benefit plan cost/(credit) | -74000000 [ debit] [tot] USD Total defined contribution plans | 340000000 [ debit] USD Total pension and OPEB cost included in noninterest expense | 266000000 [ debit] [tot] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Defined Benefit Plans Disclosures [Table] Components of net periodic benefit cost, U.S. defined benefit pension plans Benefits earned during the period U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 1000000 [ debit] USD Interest cost on benefit obligations U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 316000000 [ debit] USD Expected return on plan assets U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 475000000 [credit] USD Amortization: Net (gain)/loss U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | -5000000 [credit] USD Net periodic defined benefit plan cost/(credit), U.S. defined benefit pension plans U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | -153000000 [ debit] [tot] USD Other defined benefit pension and OPEB plans OPEB plans (Retirement Plan Type [Axis]) | -65000000 [ debit] USD Total net periodic defined benefit plan cost/(credit) | -218000000 [ debit] [tot] USD Total defined contribution plans | 960000000 [ debit] USD Total pension and OPEB cost included in noninterest expense | 742000000 [ debit] [tot] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Defined Benefit Plans Disclosures [Table] Components of net periodic benefit cost, U.S. defined benefit pension plans Benefits earned during the period U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 0 [ debit] USD Interest cost on benefit obligations U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 85000000 [ debit] USD Expected return on plan assets U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 129000000 [credit] USD Amortization: Net (gain)/loss U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | -3000000 [credit] USD Net periodic defined benefit plan cost/(credit), U.S. defined benefit pension plans U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | -41000000 [ debit] [tot] USD Other defined benefit pension and OPEB plans OPEB plans (Retirement Plan Type [Axis]) | -24000000 [ debit] USD Total net periodic defined benefit plan cost/(credit) | -65000000 [ debit] [tot] USD Total defined contribution plans | 327000000 [ debit] USD Total pension and OPEB cost included in noninterest expense | 262000000 [ debit] [tot] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Defined Benefit Plans Disclosures [Table] Components of net periodic benefit cost, U.S. defined benefit pension plans Benefits earned during the period U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 1000000 [ debit] USD Interest cost on benefit obligations U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 256000000 [ debit] USD Expected return on plan assets U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | 387000000 [credit] USD Amortization: Net (gain)/loss U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | -8000000 [credit] USD Net periodic defined benefit plan cost/(credit), U.S. defined benefit pension plans U.S. (Retirement Plan Sponsor Location [Axis], Retirement Plan Type [Axis]) | -122000000 [ debit] [tot] USD Other defined benefit pension and OPEB plans OPEB plans (Retirement Plan Type [Axis]) | -62000000 [ debit] USD Total net periodic defined benefit plan cost/(credit) | -184000000 [ debit] [tot] USD Total defined contribution plans | 998000000 [ debit] USD Total pension and OPEB cost included in noninterest expense | 814000000 [ debit] [tot] USD Definition: [240164010 - Disclosure - Fair Value Option - Changes in Fair Value Under the Fair Value Option (Details)] [us-gaap:FairValueOptionQuantitativeDisclosuresLineItems] = [none]: [us-gaap:FairValueOptionPartialElectionDisclosuresAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueOptionChangesInFairValueGainLoss1] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] 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[http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [stpr:IL] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [stpr:NJ] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [stpr:OH] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [stpr:PA] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [stpr:CO] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [stpr:MI] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [jpm:OtherGeographicalAreasMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: [jpm:PercentageOfLoansWithFicoScoresOf660OrGreaterToTotalRetainedLoans] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:PercentageOfLoansWithFicoScoresLessThan660ToTotalRetainedLoans] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:PercentageofLoanswithNoFICOScoreAvailable] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: Presentation: [240764054 - Disclosure - Loans - Credit Card Loan Portfolio, Other Credit Quality Indicators (Details)] [us-gaap:ScheduleOfAccountsNotesLoansAndFinancingReceivableTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditCardReceivablesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:StatementGeographicalAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [srt:SegmentGeographicalDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [stpr:CA] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [stpr:TX] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [stpr:NY] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [stpr:FL] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [stpr:IL] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [stpr:NJ] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [stpr:OH] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [stpr:PA] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [stpr:CO] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [stpr:MI] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [jpm:OtherGeographicalAreasMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [us-gaap:AccountsNotesAndLoansReceivableLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:PercentageOfLoansWithFicoScoresOf660OrGreaterToTotalRetainedLoans] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:PercentageOfLoansWithFicoScoresLessThan660ToTotalRetainedLoans] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:PercentageofLoanswithNoFICOScoreAvailable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: Period [(date: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Retained loans | 945537000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Retained loans | 960506000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 143432000000 [ debit] USD California (Geographical [Axis]) | 20921000000 [ debit] USD Texas (Geographical [Axis]) | 14544000000 [ debit] USD New York (Geographical [Axis]) | 11919000000 [ debit] USD Florida (Geographical [Axis]) | 9562000000 [ debit] USD Illinois (Geographical [Axis]) | 8006000000 [ debit] USD New Jersey (Geographical [Axis]) | 5927000000 [ debit] USD Ohio (Geographical [Axis]) | 4673000000 [ debit] USD Pennsylvania (Geographical [Axis]) | 4476000000 [ debit] USD Colorado (Geographical [Axis]) | 4092000000 [ debit] USD Michigan (Geographical [Axis]) | 3553000000 [ debit] USD All other (Geographical [Axis]) | 55759000000 [ debit] USD Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Equal to or greater than 6 Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.86 [ none] pure Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Less than 660 Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.14 [ none] pure Percentage of portfolio based on carrying value with estimated refreshed FICO scores, No FICO available Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.00 [ none] pure Period [(date: 2021-09-30)] [MRQ] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Retained loans | 974260000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 143166000000 [ debit] USD California (Geographical [Axis]) | 21211000000 [ debit] USD Texas (Geographical [Axis]) | 14752000000 [ debit] USD New York (Geographical [Axis]) | 11924000000 [ debit] USD Florida (Geographical [Axis]) | 9514000000 [ debit] USD Illinois (Geographical [Axis]) | 8004000000 [ debit] USD New Jersey (Geographical [Axis]) | 5967000000 [ debit] USD Ohio (Geographical [Axis]) | 4566000000 [ debit] USD Pennsylvania (Geographical [Axis]) | 4332000000 [ debit] USD Colorado (Geographical [Axis]) | 4322000000 [ debit] USD Michigan (Geographical [Axis]) | 3513000000 [ debit] USD All other (Geographical [Axis]) | 55061000000 [ debit] USD Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Equal to or greater than 6 Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.88 [ none] pure Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Less than 660 Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.12 [ none] pure Percentage of portfolio based on carrying value with estimated refreshed FICO scores, No FICO available Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.00 [ none] pure Calculation: validating [us-gaap:InterestIncomeExpenseAfterProvisionForLoanLoss] = [12402000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [13013000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [611000000.00] [debit]: validating [us-gaap:InterestIncomeExpenseAfterProvisionForLoanLoss] = [21936000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [41305000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [19369000000.00] [debit]: validating [us-gaap:InterestIncomeExpenseAfterProvisionForLoanLoss] = [14607000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [13080000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-1527000000.00] [debit]: validating [us-gaap:InterestIncomeExpenseAfterProvisionForLoanLoss] = [46678000000.00] [credit]: validating [us-gaap:InterestIncomeExpenseNet] = [38710000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-7968000000.00] [debit]: validating [us-gaap:InterestExpense] = [1687000000.00] [debit]: validating [us-gaap:InterestExpenseDeposits] = [245000000.00] [debit]: validating [us-gaap:InterestExpenseFederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchase] = [105000000.00] [debit]: validating [us-gaap:InterestExpenseShortTermBorrowings] = [60000000.00] [debit]: validating [us-gaap:InterestExpenseTradingLiabilities] = [-51000000.00] [debit]: validating [us-gaap:InterestExpenseLongTermDebt] = [1293000000.00] [debit]: validating [us-gaap:InterestExpenseBeneficialInterestsIssuedByConsolidatedVariableInterestEntities] = [35000000.00] [debit]: validating [us-gaap:InterestExpense] = [8668000000.00] [debit]: validating [us-gaap:InterestExpenseDeposits] = [2169000000.00] [debit]: validating [us-gaap:InterestExpenseFederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchase] = [1023000000.00] [debit]: validating [us-gaap:InterestExpenseShortTermBorrowings] = [335000000.00] [debit]: validating [us-gaap:InterestExpenseTradingLiabilities] = [278000000.00] [debit]: validating [us-gaap:InterestExpenseLongTermDebt] = [4679000000.00] [debit]: validating [us-gaap:InterestExpenseBeneficialInterestsIssuedByConsolidatedVariableInterestEntities] = [184000000.00] [debit]: validating [us-gaap:InterestExpense] = [1400000000.00] [debit]: validating [us-gaap:InterestExpenseDeposits] = [126000000.00] [debit]: validating [us-gaap:InterestExpenseFederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchase] = [119000000.00] [debit]: validating [us-gaap:InterestExpenseShortTermBorrowings] = [31000000.00] [debit]: validating [us-gaap:InterestExpenseTradingLiabilities] = [52000000.00] [debit]: validating [us-gaap:InterestExpenseLongTermDebt] = [1054000000.00] [debit]: validating [us-gaap:InterestExpenseBeneficialInterestsIssuedByConsolidatedVariableInterestEntities] = [18000000.00] [debit]: validating [us-gaap:InterestExpense] = [4135000000.00] [debit]: validating [us-gaap:InterestExpenseDeposits] = [404000000.00] [debit]: validating [us-gaap:InterestExpenseFederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchase] = [194000000.00] [debit]: validating [us-gaap:InterestExpenseShortTermBorrowings] = [97000000.00] [debit]: validating [us-gaap:InterestExpenseTradingLiabilities] = [130000000.00] [debit]: validating [us-gaap:InterestExpenseLongTermDebt] = [3244000000.00] [debit]: validating [us-gaap:InterestExpenseBeneficialInterestsIssuedByConsolidatedVariableInterestEntities] = [66000000.00] [debit]: validating [us-gaap:InterestIncomeOperating] = [14700000000.00] [credit]: validating [us-gaap:InterestAndFeeIncomeLoansAndLeases] = [10215000000.00] [credit]: validating [us-gaap:InvestmentIncomeInterest] = [2110000000.00] [credit]: validating [us-gaap:InterestIncomeSecuritiesTaxable] = [1816000000.00] [credit]: validating [us-gaap:InterestIncomeSecuritiesTaxExempt] = [294000000.00] [credit]: validating [jpm:InterestIncomeTradingAssets] = [1850000000.00] [credit]: validating [us-gaap:InterestIncomeFederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResell] = [401000000.00] [credit]: validating [jpm:InterestIncomeSecuritiesBorrowed] = [-128000000.00] [credit]: validating [us-gaap:InterestIncomeDepositsWithFinancialInstitutions] = [69000000.00] [credit]: validating [us-gaap:InterestIncomeOther] = [183000000.00] [credit]: validating [us-gaap:InterestIncomeOperating] = [49973000000.00] [credit]: validating [us-gaap:InterestAndFeeIncomeLoansAndLeases] = [33409000000.00] [credit]: validating [us-gaap:InvestmentIncomeInterest] = [7104000000.00] [credit]: validating [us-gaap:InterestIncomeSecuritiesTaxable] = [6203000000.00] [credit]: validating [us-gaap:InterestIncomeSecuritiesTaxExempt] = [901000000.00] [credit]: validating [jpm:InterestIncomeTradingAssets] = [5980000000.00] [credit]: validating [us-gaap:InterestIncomeFederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResell] = [2097000000.00] [credit]: validating [jpm:InterestIncomeSecuritiesBorrowed] = [-151000000.00] [credit]: validating [us-gaap:InterestIncomeDepositsWithFinancialInstitutions] = [708000000.00] [credit]: validating [us-gaap:InterestIncomeOther] = [826000000.00] [credit]: validating [us-gaap:InterestIncomeOperating] = [14480000000.00] [credit]: validating [us-gaap:InterestAndFeeIncomeLoansAndLeases] = [10445000000.00] [credit]: validating [us-gaap:InvestmentIncomeInterest] = [1815000000.00] [credit]: validating [us-gaap:InterestIncomeSecuritiesTaxable] = [1553000000.00] [credit]: validating [us-gaap:InterestIncomeSecuritiesTaxExempt] = [262000000.00] [credit]: validating [jpm:InterestIncomeTradingAssets] = [1682000000.00] [credit]: validating [us-gaap:InterestIncomeFederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResell] = [231000000.00] [credit]: validating [jpm:InterestIncomeSecuritiesBorrowed] = [-73000000.00] [credit]: validating [us-gaap:InterestIncomeDepositsWithFinancialInstitutions] = [174000000.00] [credit]: validating [us-gaap:InterestIncomeOther] = [206000000.00] [credit]: validating [us-gaap:InterestIncomeOperating] = [42845000000.00] [credit]: validating [us-gaap:InterestAndFeeIncomeLoansAndLeases] = [30777000000.00] [credit]: validating [us-gaap:InvestmentIncomeInterest] = [5544000000.00] [credit]: validating [us-gaap:InterestIncomeSecuritiesTaxable] = [4735000000.00] [credit]: validating [us-gaap:InterestIncomeSecuritiesTaxExempt] = [809000000.00] [credit]: validating [jpm:InterestIncomeTradingAssets] = [5175000000.00] [credit]: validating [us-gaap:InterestIncomeFederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResell] = [639000000.00] [credit]: validating [jpm:InterestIncomeSecuritiesBorrowed] = [-240000000.00] [credit]: validating [us-gaap:InterestIncomeDepositsWithFinancialInstitutions] = [342000000.00] [credit]: validating [us-gaap:InterestIncomeOther] = [608000000.00] [credit]: Presentation: [240424030 - Disclosure - Interest Income and Interest Expense (Details)] [us-gaap:InterestIncomeExpenseNetAbstract] = [none]: [us-gaap:InterestAndDividendIncomeOperatingAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestAndFeeIncomeLoansAndLeases] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestIncomeSecuritiesTaxable] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:InterestIncomeSecuritiesTaxExempt] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:InvestmentIncomeInterest] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:InterestIncomeTradingAssets] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:InterestIncomeFederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResell] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:InterestIncomeSecuritiesBorrowed] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:InterestIncomeDepositsWithFinancialInstitutions] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:InterestIncomeOther] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:InterestIncomeOperating] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [us-gaap:InterestExpenseAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:InterestExpenseDeposits] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestExpenseFederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchase] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:InterestExpenseShortTermBorrowings] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:InterestExpenseTradingLiabilities] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:InterestExpenseLongTermDebt] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:InterestExpenseBeneficialInterestsIssuedByConsolidatedVariableInterestEntities] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:InterestExpense] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:InterestIncomeExpenseNet] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ProvisionForLoanLeaseAndOtherLosses] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:InterestIncomeExpenseAfterProvisionForLoanLoss] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Interest Income (Expense), Net [Abstract] Interest income Loans | 10215000000 [credit] USD Taxable securities | 1816000000 [credit] USD Non-taxable securities | 294000000 [credit] USD Total investment securities | 2110000000 [credit] [tot] USD Trading assets - debt instruments | 1850000000 [credit] USD Federal funds sold and securities purchased under resale agreements | 401000000 [credit] USD Securities borrowed | -128000000 [credit] USD Deposits with banks | 69000000 [credit] USD All other interest-earning assets | 183000000 [credit] USD Total interest income | 14700000000 [credit] [tot] USD Interest expense Interest-bearing deposits | 245000000 [ debit] USD Federal funds purchased and securities loaned or sold under repurchase agreements | 105000000 [ debit] USD Short-term borrowings | 60000000 [ debit] USD Trading liabilities – debt and all other interest-bearing liabilities | -51000000 [ debit] USD Long-term debt | 1293000000 [ debit] USD Beneficial interest issued by consolidated VIEs | 35000000 [ debit] USD Total interest expense | 1687000000 [ debit] [tot] USD Net interest income | 13013000000 [credit] [tot] USD Provision for credit losses | 611000000 [ debit] USD Net interest income after provision for credit losses | 12402000000 [credit] [tot] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Interest Income (Expense), Net [Abstract] Interest income Loans | 33409000000 [credit] USD Taxable securities | 6203000000 [credit] USD Non-taxable securities | 901000000 [credit] USD Total investment securities | 7104000000 [credit] [tot] USD Trading assets - debt instruments | 5980000000 [credit] USD Federal funds sold and securities purchased under resale agreements | 2097000000 [credit] USD Securities borrowed | -151000000 [credit] USD Deposits with banks | 708000000 [credit] USD All other interest-earning assets | 826000000 [credit] USD Total interest income | 49973000000 [credit] [tot] USD Interest expense Interest-bearing deposits | 2169000000 [ debit] USD Federal funds purchased and securities loaned or sold under repurchase agreements | 1023000000 [ debit] USD Short-term borrowings | 335000000 [ debit] USD Trading liabilities – debt and all other interest-bearing liabilities | 278000000 [ debit] USD Long-term debt | 4679000000 [ debit] USD Beneficial interest issued by consolidated VIEs | 184000000 [ debit] USD Total interest expense | 8668000000 [ debit] [tot] USD Net interest income | 41305000000 [credit] [tot] USD Provision for credit losses | 19369000000 [ debit] USD Net interest income after provision for credit losses | 21936000000 [credit] [tot] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Interest Income (Expense), Net [Abstract] Interest income Loans | 10445000000 [credit] USD Taxable securities | 1553000000 [credit] USD Non-taxable securities | 262000000 [credit] USD Total investment securities | 1815000000 [credit] [tot] USD Trading assets - debt instruments | 1682000000 [credit] USD Federal funds sold and securities purchased under resale agreements | 231000000 [credit] USD Securities borrowed | -73000000 [credit] USD Deposits with banks | 174000000 [credit] USD All other interest-earning assets | 206000000 [credit] USD Total interest income | 14480000000 [credit] [tot] USD Interest expense Interest-bearing deposits | 126000000 [ debit] USD Federal funds purchased and securities loaned or sold under repurchase agreements | 119000000 [ debit] USD Short-term borrowings | 31000000 [ debit] USD Trading liabilities – debt and all other interest-bearing liabilities | 52000000 [ debit] USD Long-term debt | 1054000000 [ debit] USD Beneficial interest issued by consolidated VIEs | 18000000 [ debit] USD Total interest expense | 1400000000 [ debit] [tot] USD Net interest income | 13080000000 [credit] [tot] USD Provision for credit losses | -1527000000 [ debit] USD Net interest income after provision for credit losses | 14607000000 [credit] [tot] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Interest Income (Expense), Net [Abstract] Interest income Loans | 30777000000 [credit] USD Taxable securities | 4735000000 [credit] USD Non-taxable securities | 809000000 [credit] USD Total investment securities | 5544000000 [credit] [tot] USD Trading assets - debt instruments | 5175000000 [credit] USD Federal funds sold and securities purchased under resale agreements | 639000000 [credit] USD Securities borrowed | -240000000 [credit] USD Deposits with banks | 342000000 [credit] USD All other interest-earning assets | 608000000 [credit] USD Total interest income | 42845000000 [credit] [tot] USD Interest expense Interest-bearing deposits | 404000000 [ debit] USD Federal funds purchased and securities loaned or sold under repurchase agreements | 194000000 [ debit] USD Short-term borrowings | 97000000 [ debit] USD Trading liabilities – debt and all other interest-bearing liabilities | 130000000 [ debit] USD Long-term debt | 3244000000 [ debit] USD Beneficial interest issued by consolidated VIEs | 66000000 [ debit] USD Total interest expense | 4135000000 [ debit] [tot] USD Net interest income | 38710000000 [credit] [tot] USD Provision for credit losses | -7968000000 [ debit] USD Net interest income after provision for credit losses | 46678000000 [credit] [tot] USD Definition: [240294021 - Disclosure - Derivative Instruments - Impact on Statements of Income, Risk Management Derivatives (Details)] [us-gaap:DerivativeInstrumentsGainLossLineItems] = [none]: [us-gaap:GainLossOnDerivativeInstrumentsNetPretaxAbstract] = [none] 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[(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Derivative Instruments, Gain (Loss) [Table] Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract] Derivatives gains/(losses) recorded in income Not designated as hedges (Hedging Designation [Axis]) | 823000000 [credit] USD Interest rate (Derivative Instrument [Axis], Hedging Designation [Axis]) | 822000000 [credit] USD Credit (Derivative Instrument [Axis], Hedging Designation [Axis]) | -81000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 82000000 [credit] USD Presentation: [211381025 - Disclosure - Business Segments] [us-gaap:SegmentReportingAbstract] = [none]: [us-gaap:SegmentReportingDisclosureTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Segment Reporting [Abstract] Business Segments | Business segments The Firm is managed on an LOB basis. There are four major reportable business segments - Consumer & Community Banking, Corporate & Investment Bank, Commercial Banking and Asset & Wealth Management. In addition, there is a Corporate segment. The business segments are determined based on the products and services provided, or the type of customer served, and they reflect the manner in which financial information is currently evaluated by the Firm’s Operating Committee. Segment results are presented on a managed basis. Refer to Segment results below, and Note 32 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of JPMorgan Chase’s business segments. Segment results The following table provides a summary of the Firm’s segment results as of or for the three and nine months ended September 30, 2021 and 2020, on a managed basis. The Firm’s definition of managed basis starts with the reported U.S. GAAP results and includes certain reclassifications to present total net revenue for the Firm (and each of the reportable business segments) on an FTE basis. Accordingly, revenue from investments that receive tax credits and tax-exempt securities is presented in the managed results on a basis comparable to taxable investments and securities. Refer to Note 32 of JPMorgan Chase’s 2020 Form 10-K for additional information on the Firm’s managed basis. Capital allocation The amount of capital assigned to each segment is referred to as equity. Periodically, the assumptions and methodologies used to allocate capital are reassessed and as a result, the capital allocated to the LOBs may change. Refer to Line of business equity on page 98 of JPMorgan Chase’s 2020 Form 10-K for additional information on capital allocation. Segment results and reconciliation(a) As of or for the three months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 4,138 $ 4,863 $ 9,061 $ 8,118 $ 988 $ 761 $ 3,312 $ 2,739 Net interest income 8,383 8,032 3,335 3,428 1,532 1,524 988 815 Total net revenue 12,521 12,895 12,396 11,546 2,520 2,285 4,300 3,554 Provision for credit losses (459) 795 (638) (81) (363) (147) (60) (52) Noninterest expense 7,238 6,912 5,871 5,832 1,032 969 2,762 2,443 Income/(loss) before income tax expense/(benefit) 5,742 5,188 7,163 5,795 1,851 1,463 1,598 1,163 Income tax expense/(benefit) 1,401 1,317 1,601 1,486 444 377 404 287 Net income/(loss) $ 4,341 $ 3,871 $ 5,562 $ 4,309 $ 1,407 $ 1,086 $ 1,194 $ 876 Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) 227,670 228,583 221,702 187,858 ROE 34 % 29 % 26 % 21 % 22 % 19 % 33 % 32 % Overhead ratio 58 54 47 51 41 42 64 69 As of or for the three months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (242) $ 343 $ (690) $ (582) (b) $ 16,567 $ 16,242 (b) Net interest income (1,054) (682) (104) (104) 13,080 13,013 Total net revenue (1,296) (339) (794) (686) 29,647 29,255 Provision for credit losses (7) 96 — — (1,527) 611 Noninterest expense 160 719 — — 17,063 16,875 Income/(loss) before income tax expense/(benefit) (1,449) (1,154) (794) (686) 14,111 11,769 Income tax expense/(benefit) (632) (455) (794) (686) (b) 2,424 2,326 (b) Net income/(loss) $ (817) $ (699) $ — $ — $ 11,687 $ 9,443 Average equity $ 82,556 $ 72,297 $ — $ — $ 253,556 $ 236,797 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) ROE NM NM NM NM 18 % 15 % Overhead ratio NM NM NM NM 58 58 (b) (a)Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. Segment results and reconciliation(a) As of or for the nine months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 13,452 $ 13,182 $ 30,061 $ 27,318 $ 2,855 $ 2,192 $ 9,623 $ 7,843 Net interest income 24,346 25,358 10,154 10,614 4,541 4,658 2,861 2,530 Total net revenue 37,798 38,540 40,215 37,932 7,396 6,850 12,484 10,373 Provision for credit losses (5,929) 12,395 (1,048) 3,307 (858) 3,294 (191) 265 Noninterest expense 21,502 20,948 19,498 18,599 2,982 2,848 7,922 7,201 Income/(loss) before income tax expense/(benefit) 22,225 5,197 21,765 16,026 5,272 708 4,753 2,907 Income tax expense/(benefit) 5,522 1,305 5,478 4,281 1,277 164 1,162 701 Net income/(loss) $ 16,703 $ 3,892 $ 16,287 $ 11,745 $ 3,995 $ 544 $ 3,591 $ 2,206 Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) 227,670 228,583 221,702 187,858 ROE 44 % 9 % 25 % 19 % 21 % 2 % 33 % 27 % Overhead ratio 57 54 48 49 40 42 63 69 As of or for the nine months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (68) $ 607 $ (2,241) $ (1,831) (b) $ 53,682 $ 49,311 (b) Net interest income (2,870) (1,534) (322) (321) 38,710 41,305 Total net revenue (2,938) (927) (2,563) (2,152) 92,392 90,616 Provision for credit losses 58 108 — — (7,968) 19,369 Noninterest expense 1,551 1,012 — — 53,455 50,608 Income/(loss) before income tax expense/(benefit) (4,547) (2,047) (2,563) (2,152) 46,905 20,639 Income tax expense/(benefit) (1,906) (655) (2,563) (2,152) (b) 8,970 3,644 (b) Net income/(loss) $ (2,641) $ (1,392) $ — $ — $ 37,935 $ 16,995 Average equity $ 79,011 $ 70,751 $ — $ — $ 250,011 $ 235,251 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) ROE NM NM NM NM 20 % 9 % Overhead ratio NM NM NM NM 58 56 (b) (a)Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. The Firm is managed on an LOB basis. There are four major reportable business segments - Consumer & Community Banking, Corporate & Investment Bank, Commercial Banking and Asset & Wealth Management. In addition, there is a Corporate segment. The business segments are determined based on the products and services provided, or the type of customer served, and they reflect the manner in which financial information is currently evaluated by the Firm’s Operating Committee. Segment results are presented on a managed basis. Refer to Segment results below, and Note 32 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of JPMorgan Chase’s business segments. Segment results The following table provides a summary of the Firm’s segment results as of or for the three and nine months ended September 30, 2021 and 2020, on a managed basis. The Firm’s definition of managed basis starts with the reported U.S. GAAP results and includes certain reclassifications to present total net revenue for the Firm (and each of the reportable business segments) on an FTE basis. Accordingly, revenue from investments that receive tax credits and tax-exempt securities is presented in the managed results on a basis comparable to taxable investments and securities. Refer to Note 32 of JPMorgan Chase’s 2020 Form 10-K for additional information on the Firm’s managed basis. Capital allocation The amount of capital assigned to each segment is referred to as equity. Periodically, the assumptions and methodologies used to allocate capital are reassessed and as a result, the capital allocated to the LOBs may change. Refer to Line of business equity on page 98 of JPMorgan Chase’s 2020 Form 10-K for additional information on capital allocation. The Firm is managed on an LOB basis. There are four major reportable business segments - Consumer & Community Banking, Corporate & Investment Bank, Commercial Banking and Asset & Wealth Management. In addition, there is a Corporate segment. The business segments are determined based on the products and services provided, or the type of customer served, and they reflect the manner in which financial information is currently evaluated by the Firm’s Operating Committee. Segment results are presented on a managed basis. Refer to Segment results below, and Note 32 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of JPMorgan Chase’s business segments. Segment results The following table provides a summary of the Firm’s segment results as of or for the three and nine months ended September 30, 2021 and 2020, on a managed basis. The Firm’s definition of managed basis starts with the reported U.S. GAAP results and includes certain reclassifications to present total net revenue for the Firm The Firm is managed on an LOB basis. There are four major reportable business segments - Consumer & Community Banking, Corporate & Investment Bank, Commercial Banking and Asset & Wealth Management. In addition, there is a Corporate segment. The business segments are determined based on the products and services provided, or the type of customer served, and they reflect the manner in which financial information is currently evaluated by the Firm’s Operating Committee. Segment results are presented on a managed basis. Refer to Segment results below, and Note 32 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of JPMorgan Chase’s business segments. The Firm is managed on an LOB basis. There are four major reportable business segments - Consumer & Community Banking, Corporate & Investment Bank, Commercial Banking and Asset & Wealth Management. In addition, there is a Corporate segment. The business segments are determined based on the products and services provided, or the type of customer served, and they reflect the manner in which financial information is currently evaluated by the Firm’s Operating Committee. Segment results are presented on a managed basis. Refer to Segment results below, and Note 32 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of JPMorgan Chase’s business segments. Segment results Segment results The following table provides a summary of the Firm’s segment results as of or for the three and nine months ended September 30, 2021 and 2020, on a managed basis. The Firm’s definition of managed basis starts with the reported U.S. GAAP results and includes certain reclassifications to present total net revenue for the Firm The following table provides a summary of the Firm’s segment results as of or for the three and nine months ended September 30, 2021 and 2020, on a managed basis. The Firm’s definition of managed basis starts with the reported U.S. GAAP results and includes certain reclassifications to present total net revenue for the Firm (and each of the reportable business segments) on an FTE basis. Accordingly, revenue from investments that receive tax credits and tax-exempt securities is presented in the managed results on a basis comparable to taxable investments and securities. Refer to Note 32 of JPMorgan Chase’s 2020 Form 10-K for additional information on the Firm’s managed basis. Capital allocation The amount of capital assigned to each segment is referred to as equity. Periodically, the assumptions and methodologies used to allocate capital are reassessed and as a result, the capital allocated to the LOBs may change. Refer to Line of business equity on page 98 of JPMorgan Chase’s 2020 Form 10-K for additional information on capital allocation. (and each of the reportable business segments) on an FTE basis. Accordingly, revenue from investments that receive tax credits and tax-exempt securities is presented in the managed results on a basis comparable to taxable investments and securities. Refer to Note 32 of JPMorgan Chase’s 2020 Form 10-K for additional information on the Firm’s managed basis. (and each of the reportable business segments) on an FTE basis. Accordingly, revenue from investments that receive tax credits and tax-exempt securities is presented in the managed results on a basis comparable to taxable investments and securities. Refer to Note 32 of JPMorgan Chase’s 2020 Form 10-K for additional information on the Firm’s managed basis. Capital allocation Capital allocation The amount of capital assigned to each segment is referred to as equity. Periodically, the assumptions and methodologies used to allocate capital are reassessed and as a result, the capital allocated to the LOBs may change. Refer to Line of business equity on page 98 of JPMorgan Chase’s 2020 Form 10-K for additional information on capital allocation. The amount of capital assigned to each segment is referred to as equity. Periodically, the assumptions and methodologies used to allocate capital are reassessed and as a result, the capital allocated to the LOBs may change. Refer to Line of business equity on page 98 of JPMorgan Chase’s 2020 Form 10-K for additional information on capital allocation. Segment results and reconciliation(a) As of or for the three months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 4,138 $ 4,863 $ 9,061 $ 8,118 $ 988 $ 761 $ 3,312 $ 2,739 Net interest income 8,383 8,032 3,335 3,428 1,532 1,524 988 815 Total net revenue 12,521 12,895 12,396 11,546 2,520 2,285 4,300 3,554 Provision for credit losses (459) 795 (638) (81) (363) (147) (60) (52) Noninterest expense 7,238 6,912 5,871 5,832 1,032 969 2,762 2,443 Income/(loss) before income tax expense/(benefit) 5,742 5,188 7,163 5,795 1,851 1,463 1,598 1,163 Income tax expense/(benefit) 1,401 1,317 1,601 1,486 444 377 404 287 Net income/(loss) $ 4,341 $ 3,871 $ 5,562 $ 4,309 $ 1,407 $ 1,086 $ 1,194 $ 876 Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) 227,670 228,583 221,702 187,858 ROE 34 % 29 % 26 % 21 % 22 % 19 % 33 % 32 % Overhead ratio 58 54 47 51 41 42 64 69 Segment results and reconciliation(a) Segment results and reconciliation (a) As of or for the three months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 4,138 $ 4,863 $ 9,061 $ 8,118 $ 988 $ 761 $ 3,312 $ 2,739 Net interest income 8,383 8,032 3,335 3,428 1,532 1,524 988 815 Total net revenue 12,521 12,895 12,396 11,546 2,520 2,285 4,300 3,554 Provision for credit losses Provision for credit losses (459) 795 (638) (81) (363) (147) (60) (52) Noninterest expense 7,238 6,912 5,871 5,832 1,032 969 2,762 2,443 Income/(loss) before income tax expense/(benefit) Income/(loss) before income tax expense/(benefit) 5,742 5,188 7,163 5,795 1,851 1,463 1,598 1,163 Income tax expense/(benefit) 1,401 1,317 1,601 1,486 444 377 404 287 Net income/(loss) $ 4,341 $ 3,871 $ 5,562 $ 4,309 $ 1,407 $ 1,086 $ 1,194 $ 876 Average equity Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) (b) 227,670 228,583 221,702 187,858 ROE ROE 34 % 29 % 26 % 21 % 22 % 19 % 33 % 32 % Overhead ratio 58 54 47 51 41 42 64 69 As of or for the three months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (242) $ 343 $ (690) $ (582) (b) $ 16,567 $ 16,242 (b) Net interest income (1,054) (682) (104) (104) 13,080 13,013 Total net revenue (1,296) (339) (794) (686) 29,647 29,255 Provision for credit losses (7) 96 — — (1,527) 611 Noninterest expense 160 719 — — 17,063 16,875 Income/(loss) before income tax expense/(benefit) (1,449) (1,154) (794) (686) 14,111 11,769 Income tax expense/(benefit) (632) (455) (794) (686) (b) 2,424 2,326 (b) Net income/(loss) $ (817) $ (699) $ — $ — $ 11,687 $ 9,443 Average equity $ 82,556 $ 72,297 $ — $ — $ 253,556 $ 236,797 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) ROE NM NM NM NM 18 % 15 % Overhead ratio NM NM NM NM 58 58 (b) As of or for the three months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Reconciling Items (a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (242) $ 343 $ (690) $ (582) (b) (b) $ 16,567 $ 16,242 (b) (b) Net interest income (1,054) (682) (104) (104) 13,080 13,013 Total net revenue (1,296) (339) (794) (686) 29,647 29,255 Provision for credit losses Provision for credit losses (7) 96 — — (1,527) 611 Noninterest expense 160 719 — — 17,063 16,875 Income/(loss) before income tax expense/(benefit) Income/(loss) before income tax expense/(benefit) (1,449) (1,154) (794) (686) 14,111 11,769 Income tax expense/(benefit) (632) (455) (794) (686) (b) (b) 2,424 2,326 (b) (b) Net income/(loss) $ (817) $ (699) $ — $ — $ 11,687 $ 9,443 Average equity Average equity $ 82,556 $ 72,297 $ — $ — $ 253,556 $ 236,797 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) (b) ROE ROE NM NM NM NM 18 % 15 % Overhead ratio NM NM NM NM 58 58 (b) (b) (a)Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (a) Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. Segment results and reconciliation(a) As of or for the nine months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 13,452 $ 13,182 $ 30,061 $ 27,318 $ 2,855 $ 2,192 $ 9,623 $ 7,843 Net interest income 24,346 25,358 10,154 10,614 4,541 4,658 2,861 2,530 Total net revenue 37,798 38,540 40,215 37,932 7,396 6,850 12,484 10,373 Provision for credit losses (5,929) 12,395 (1,048) 3,307 (858) 3,294 (191) 265 Noninterest expense 21,502 20,948 19,498 18,599 2,982 2,848 7,922 7,201 Income/(loss) before income tax expense/(benefit) 22,225 5,197 21,765 16,026 5,272 708 4,753 2,907 Income tax expense/(benefit) 5,522 1,305 5,478 4,281 1,277 164 1,162 701 Net income/(loss) $ 16,703 $ 3,892 $ 16,287 $ 11,745 $ 3,995 $ 544 $ 3,591 $ 2,206 Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) 227,670 228,583 221,702 187,858 ROE 44 % 9 % 25 % 19 % 21 % 2 % 33 % 27 % Overhead ratio 57 54 48 49 40 42 63 69 Segment results and reconciliation(a) Segment results and reconciliation (a) As of or for the nine months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 13,452 $ 13,182 $ 30,061 $ 27,318 $ 2,855 $ 2,192 $ 9,623 $ 7,843 Net interest income 24,346 25,358 10,154 10,614 4,541 4,658 2,861 2,530 Total net revenue 37,798 38,540 40,215 37,932 7,396 6,850 12,484 10,373 Provision for credit losses Provision for credit losses (5,929) 12,395 (1,048) 3,307 (858) 3,294 (191) 265 Noninterest expense 21,502 20,948 19,498 18,599 2,982 2,848 7,922 7,201 Income/(loss) before income tax expense/(benefit) Income/(loss) before income tax expense/(benefit) 22,225 5,197 21,765 16,026 5,272 708 4,753 2,907 Income tax expense/(benefit) 5,522 1,305 5,478 4,281 1,277 164 1,162 701 Net income/(loss) $ 16,703 $ 3,892 $ 16,287 $ 11,745 $ 3,995 $ 544 $ 3,591 $ 2,206 Average equity Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) (b) 227,670 228,583 221,702 187,858 ROE ROE 44 % 9 % 25 % 19 % 21 % 2 % 33 % 27 % Overhead ratio 57 54 48 49 40 42 63 69 As of or for the nine months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (68) $ 607 $ (2,241) $ (1,831) (b) $ 53,682 $ 49,311 (b) Net interest income (2,870) (1,534) (322) (321) 38,710 41,305 Total net revenue (2,938) (927) (2,563) (2,152) 92,392 90,616 Provision for credit losses 58 108 — — (7,968) 19,369 Noninterest expense 1,551 1,012 — — 53,455 50,608 Income/(loss) before income tax expense/(benefit) (4,547) (2,047) (2,563) (2,152) 46,905 20,639 Income tax expense/(benefit) (1,906) (655) (2,563) (2,152) (b) 8,970 3,644 (b) Net income/(loss) $ (2,641) $ (1,392) $ — $ — $ 37,935 $ 16,995 Average equity $ 79,011 $ 70,751 $ — $ — $ 250,011 $ 235,251 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) ROE NM NM NM NM 20 % 9 % Overhead ratio NM NM NM NM 58 56 (b) As of or for the nine months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Reconciling Items (a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (68) $ 607 $ (2,241) $ (1,831) (b) (b) $ 53,682 $ 49,311 (b) (b) Net interest income (2,870) (1,534) (322) (321) 38,710 41,305 Total net revenue (2,938) (927) (2,563) (2,152) 92,392 90,616 Provision for credit losses Provision for credit losses 58 108 — — (7,968) 19,369 Noninterest expense 1,551 1,012 — — 53,455 50,608 Income/(loss) before income tax expense/(benefit) Income/(loss) before income tax expense/(benefit) (4,547) (2,047) (2,563) (2,152) 46,905 20,639 Income tax expense/(benefit) (1,906) (655) (2,563) (2,152) (b) (b) 8,970 3,644 (b) (b) Net income/(loss) $ (2,641) $ (1,392) $ — $ — $ 37,935 $ 16,995 Average equity Average equity $ 79,011 $ 70,751 $ — $ — $ 250,011 $ 235,251 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) (b) ROE ROE NM NM NM NM 20 % 9 % Overhead ratio NM NM NM NM 58 56 (b) (b) (a)Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (a) Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Segment results and reconcilia As of or for the three months |Consumer & Comm| |Corporate & Inv| |Commercial Bank| |Asset & Wealth 2021 | 2020| | 2021| 2020| | 2021| 2020| | 2021| 2020 Noninterest revenue | $| 4,138| $| 4,863| | $| 9,061| $| 8,118| | $| 988| $| 761| | $| 3,312| $| 2,739 Net interest income | 8,383| 8,032| | 3,335| 3,428| | 1,532| 1,524| | 988| 815 Total net revenue | 12,521| 12,895| | 12,396| 11,546| | 2,520| 2,285| | 4,300| 3,554 Provision for credit losses | (459)| 795| | (638)| (81)| | (363)| (147)| | (60)| (52) Noninterest expense | 7,238| 6,912| | 5,871| 5,832| | 1,032| 969| | 2,762| 2,443 Income/(loss) before income ta| 5,742| 5,188| | 7,163| 5,795| | 1,851| 1,463| | 1,598| 1,163 Income tax expense/(benefit) | 1,401| 1,317| | 1,601| 1,486| | 444| 377| | 404| 287 Net income/(loss) | $| 4,341| $| 3,871| | $| 5,562| $| 4,309| | $| 1,407| $| 1,086| | $| 1,194| $| 876 Average equity | $| 50,000| $| 52,000| | $| 83,000| $| 80,000| | $| 24,000| $| 22,000| | $| 14,000| $| 10,500 Total assets | 493,169| 487,063| | 1,355,752| 1,088,282| (b)| 227,670| 228,583| | 221,702| 187,858 ROE | 34| %| 29| %| | 26| %| 21| %| | 22| %| 19| %| | 33| %| 32| % Overhead ratio | 58| 54| | | 47| | 51| | | 41| | 42| | | 64| | 69| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of or for the three months | Corporate| |Reconciling Ite| | Total| 2021 | 2020| | 2021| 2020| | 2021| 2020| Noninterest revenue | $| (242)| $| 343| | $| (690)| $| (582)| (b)| $| 16,567| $| 16,242| (b) Net interest income | (1,054)| (682)| | (104)| (104)| | 13,080| 13,013| Total net revenue | (1,296)| (339)| | (794)| (686)| | 29,647| 29,255| Provision for credit losses | (7)| 96| | —| —| | (1,527)| 611| Noninterest expense | 160| 719| | —| —| | 17,063| 16,875| Income/(loss) before income ta| (1,449)| (1,154)| | (794)| (686)| | 14,111| 11,769| Income tax expense/(benefit) | (632)| (455)| | (794)| (686)| (b)| 2,424| 2,326| (b) Net income/(loss) | $| (817)| $| (699)| | $| —| $| —| | $| 11,687| $| 9,443| Average equity | $| 82,556| $| 72,297| | $| —| $| —| | $| 253,556| $| 236,797| Total assets | 1,459,283| 1,253,275| | NA| NA| | 3,757,576| 3,245,061| (b) ROE | NM| NM| | NM| NM| | 18| %| 15| %| Overhead ratio | NM| NM| | NM| NM| | 58| | 58| | (b) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Segment results and reconcilia As of or for the nine months e|Consumer & Comm| |Corporate & Inv| |Commercial Bank| |Asset & Wealth 2021 | 2020| | 2021| 2020| | 2021| 2020| | 2021| 2020 Noninterest revenue | $| 13,452| $| 13,182| | $| 30,061| $| 27,318| | $| 2,855| $| 2,192| | $| 9,623| $| 7,843 Net interest income | 24,346| 25,358| | 10,154| 10,614| | 4,541| 4,658| | 2,861| 2,530 Total net revenue | 37,798| 38,540| | 40,215| 37,932| | 7,396| 6,850| | 12,484| 10,373 Provision for credit losses | (5,929)| 12,395| | (1,048)| 3,307| | (858)| 3,294| | (191)| 265 Noninterest expense | 21,502| 20,948| | 19,498| 18,599| | 2,982| 2,848| | 7,922| 7,201 Income/(loss) before income ta| 22,225| 5,197| | 21,765| 16,026| | 5,272| 708| | 4,753| 2,907 Income tax expense/(benefit) | 5,522| 1,305| | 5,478| 4,281| | 1,277| 164| | 1,162| 701 Net income/(loss) | $| 16,703| $| 3,892| | $| 16,287| $| 11,745| | $| 3,995| $| 544| | $| 3,591| $| 2,206 Average equity | $| 50,000| $| 52,000| | $| 83,000| $| 80,000| | $| 24,000| $| 22,000| | $| 14,000| $| 10,500 Total assets | 493,169| 487,063| | 1,355,752| 1,088,282| (b)| 227,670| 228,583| | 221,702| 187,858 ROE | 44| %| 9| %| | 25| %| 19| %| | 21| %| 2| %| | 33| %| 27| % Overhead ratio | 57| | 54| | | 48| | 49| | | 40| | 42| | | 63| | 69| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of or for the nine months e| Corporate| |Reconciling Ite| | Total| 2021 | 2020| | 2021| 2020| | 2021| 2020| Noninterest revenue | $| (68)| $| 607| | $| (2,241)| $| (1,831)| (b)| $| 53,682| $| 49,311| (b) Net interest income | (2,870)| (1,534)| | (322)| (321)| | 38,710| 41,305| Total net revenue | (2,938)| (927)| | (2,563)| (2,152)| | 92,392| 90,616| Provision for credit losses | 58| 108| | —| —| | (7,968)| 19,369| Noninterest expense | 1,551| 1,012| | —| —| | 53,455| 50,608| Income/(loss) before income ta| (4,547)| (2,047)| | (2,563)| (2,152)| | 46,905| 20,639| Income tax expense/(benefit) | (1,906)| (655)| | (2,563)| (2,152)| (b)| 8,970| 3,644| (b) Net income/(loss) | $| (2,641)| $| (1,392)| | $| —| $| —| | $| 37,935| $| 16,995| Average equity | $| 79,011| $| 70,751| | $| —| $| —| | $| 250,011| $| 235,251| Total assets | 1,459,283| 1,253,275| | NA| NA| | 3,757,576| 3,245,061| (b) ROE | NM| NM| | NM| NM| | 20| %| 9| %| Overhead ratio | NM| NM| | NM| NM| | 58| | 56| | (b) Definition: [100040005 - 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AFS (Financial Instrument [Axis]) | 32227000000 [ debit] USD Other assets (Financial Instrument [Axis]) | 3739000000 [ debit] USD Available-for-sale securities, amortized cost, net of allowance for credit losses | 381729000000 [ debit] USD Loans | 44474000000 [ debit] USD Recurring (Measurement Frequency [Axis]) | 44474000000 [ debit] USD Other assets Other assets (Asset Class [Axis], Measurement Frequency [Axis]) | 13827000000 [ debit] USD Liabilities Deposits Recurring (Measurement Frequency [Axis]) | 14484000000 [credit] USD Federal funds purchased and securities loaned or sold under repurchase agreements Recurring (Measurement Frequency [Axis]) | 155735000000 [credit] USD Short-term borrowings Recurring (Measurement Frequency [Axis]) | 16893000000 [credit] USD Accounts payable and other liabilities Recurring (Measurement Frequency [Axis]) | 3476000000 [credit] USD Beneficial interests issued by consolidated VIEs Recurring (Measurement Frequency [Axis]) | 41000000 [credit] USD Long-term debt Recurring (Measurement Frequency [Axis]) | 76817000000 [credit] USD Stockholders' equity Preferred stock, par value (in dollars per share) | 1 [ none] USD/shares Preferred stock, shares authorized (in shares) | 200000000 [ none] shares Preferred stock, shares issued (in shares) | 3006250 [ none] shares Common stock, par value (in dollars per share) | 1 [ none] USD/shares Common stock, shares authorized (in shares) | 9000000000 [ none] shares Common stock, shares issued (in shares) | 4104933895 [ none] shares Treasury stock, at cost (in shares) | 1055499435 [ none] shares Period [(date: 2021-09-30)] [MRQ] Statement [Table] Assets Federal funds sold and securities purchased under resale agreements Recurring (Measurement Frequency [Axis]) | 273158000000 [ debit] USD Securities borrowed Recurring (Measurement Frequency [Axis]) | 72833000000 [ debit] USD Assets pledged | 122400000000 [ debit] USD Trading assets (Financial Instrument [Axis]) | 104047000000 [ debit] USD Investment securities - AFS (Financial Instrument [Axis]) | 13621000000 [ debit] USD Other assets (Financial Instrument [Axis]) | 4740000000 [ debit] USD Available-for-sale securities, amortized cost, net of allowance for credit losses | 249733000000 [ debit] USD Loans | 60628000000 [ debit] USD Recurring (Measurement Frequency [Axis]) | 60628000000 [ debit] USD Other assets Other assets (Asset Class [Axis], Measurement Frequency [Axis]) | 14471000000 [ debit] USD Liabilities Deposits Recurring (Measurement Frequency [Axis]) | 11808000000 [credit] USD Federal funds purchased and securities loaned or sold under repurchase agreements Recurring (Measurement Frequency [Axis]) | 187439000000 [credit] USD Short-term borrowings Recurring (Measurement Frequency [Axis]) | 20033000000 [credit] USD Accounts payable and other liabilities Recurring (Measurement Frequency [Axis]) | 5340000000 [credit] USD Beneficial interests issued by consolidated VIEs Recurring (Measurement Frequency [Axis]) | 99000000 [credit] USD Long-term debt Recurring (Measurement Frequency [Axis]) | 76499000000 [credit] USD Stockholders' equity Preferred stock, par value (in dollars per share) | 1 [ none] USD/shares Preferred stock, shares authorized (in shares) | 200000000 [ none] shares Preferred stock, shares issued (in shares) | 3483750 [ none] shares Common stock, par value (in dollars per share) | 1 [ none] USD/shares Common stock, shares authorized (in shares) | 9000000000 [ none] shares Common stock, shares issued (in shares) | 4104933895 [ none] shares Treasury stock, at cost (in shares) | 1149667834 [ none] shares Presentation: [211271022 - Disclosure - Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments] [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsGuaranteesAndOtherCommitmentsAbstract] = [none]: [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsGuaranteesAndOtherCommitmentsTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract] Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments | Off–balance sheet lending-related financial instruments, guarantees, and other commitments JPMorgan Chase provides lending-related financial instruments (e.g., commitments and guarantees) to address the financing needs of its customers and clients. The contractual amount of these financial instruments represents the maximum possible credit risk to the Firm should the customer or client draw upon the commitment or the Firm be required to fulfill its obligation under the guarantee, and should the customer or client subsequently fail to perform according to the terms of the contract. Most of these commitments and guarantees have historically been refinanced, extended, cancelled, or expired without being drawn or a default occurring. As a result, the total contractual amount of these instruments is not, in the Firm’s view, representative of its expected future credit exposure or funding requirements. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of lending-related commitments and guarantees, and the Firm’s related accounting policies. To provide for expected credit losses in wholesale and certain consumer lending-related commitments, an allowance for credit losses on lending-related commitments is maintained. Refer to Note 12 for further information regarding the allowance for credit losses on lending-related commitments. The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at September 30, 2021, and December 31, 2020. The amounts in the table below for credit card, home equity and certain scored business banking lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card and certain scored business banking lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. The Firm may reduce or close HELOCs when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. Off–balance sheet lending-related financial instruments, guarantees and other commitments Contractual amount Carrying value(i) September 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 By remaining maturity (in millions) Expires in 1 year or less Expires after 1 year through 3 years Expires after 3 years through 5 years Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Residential real estate(a) $ 26,748 $ 2,030 $ 5,313 $ 10,451 $ 44,542 $ 46,047 $ 130 $ 148 Auto and other 11,255 — — 887 12,142 11,272 — — Total consumer, excluding credit card 38,003 2,030 5,313 11,338 56,684 57,319 130 148 Credit card(b) 710,610 — — — 710,610 658,506 — — Total consumer(b)(c) 748,613 2,030 5,313 11,338 767,294 715,825 130 148 Wholesale: Other unfunded commitments to extend credit(d) 114,200 184,046 143,335 25,311 466,892 415,828 2,087 2,148 Standby letters of credit and other financial guarantees(d) 13,549 8,709 4,114 1,571 27,943 30,982 614 443 Other letters of credit(d) 3,936 372 93 — 4,401 3,053 10 14 Total wholesale(c) 131,685 193,127 147,542 26,882 499,236 449,863 2,711 2,605 Total lending-related $ 880,298 $ 195,157 $ 152,855 $ 38,220 $ 1,266,530 $ 1,165,688 $ 2,841 $ 2,753 Other guarantees and commitments Securities lending indemnification agreements and guarantees(e) $ 306,562 $ — $ — $ — $ 306,562 $ 250,418 $ — $ — Derivatives qualifying as guarantees 2,828 420 11,693 39,870 54,811 54,415 390 322 Unsettled resale and securities borrowed agreements 150,495 6,839 — — 157,334 102,355 (h) 1 2 Unsettled repurchase and securities loaned agreements 136,019 583 — — 136,602 104,901 — (1) Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 61 84 Loans sold with recourse NA NA NA NA 807 889 20 23 Exchange & clearing house guarantees and commitments(f) 119,331 — — — 119,331 142,003 — — Other guarantees and commitments(g) 6,787 2,886 323 1,747 11,743 9,639 (h) 51 52 (a)Includes certain commitments to purchase loans from correspondents. (b)Also includes commercial card lending-related commitments primarily in CB and CIB. (c)Predominantly all consumer and wholesale lending-related commitments are in the U.S. (d)At September 30, 2021, and December 31, 2020, reflected the contractual amount net of risk participations totaling $48 million and $72 million, respectively, for other unfunded commitments to extend credit; $7.9 billion and $8.5 billion, respectively, for standby letters of credit and other financial guarantees; and $609 million and $357 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (e)At September 30, 2021, and December 31, 2020, collateral held by the Firm in support of securities lending indemnification agreements was $324.0 billion and $264.3 billion, respectively. Securities lending collateral primarily consists of cash, G7 government securities, and securities issued by U.S. GSEs and government agencies. (f)At September 30, 2021, and December 31, 2020, includes guarantees to the Fixed Income Clearing Corporation under the sponsored member repo program and commitments and guarantees associated with the Firm’s membership in certain clearing houses. (g)At September 30, 2021, and December 31, 2020, primarily includes unfunded commitments to purchase secondary market loans, unfunded commitments related to certain tax-oriented equity investments, and other equity investment commitments, (h)Prior-period amounts have been revised to conform with the current presentation. (i)For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, and lending-related commitments for which the fair value option was elected, the carrying value represents the fair value. Other unfunded commitments to extend credit Other unfunded commitments to extend credit generally consist of commitments for working capital and general corporate purposes, extensions of credit to support commercial paper facilities and bond financings in the event that those obligations cannot be remarketed to new investors, as well as committed liquidity facilities to clearing organizations. The Firm also issues commitments under multipurpose facilities which could be drawn upon in several forms, including the issuance of a standby letter of credit. Standby letters of credit and other financial guarantees Standby letters of credit and other financial guarantees are conditional lending commitments issued by the Firm to guarantee the performance of a client or customer to a third party under certain arrangements, such as commercial paper facilities, bond financings, acquisition financings, trade financings and similar transactions. The following table summarizes the contractual amount and carrying value of standby letters of credit and other financial guarantees and other letters of credit arrangements as of September 30, 2021, and December 31, 2020. Standby letters of credit, other financial guarantees and other letters of credit September 30, 2021 December 31, 2020 (in millions) Standby letters of credit and other financial guarantees Other letters of credit Standby letters of credit and other financial guarantees Other letters of credit Investment-grade(a) $ 19,823 $ 3,502 $ 22,850 $ 2,263 Noninvestment-grade(a) 8,120 899 8,132 790 Total contractual amount $ 27,943 $ 4,401 $ 30,982 $ 3,053 Allowance for lending-related commitments $ 78 $ 10 $ 80 $ 14 Guarantee liability 536 — 363 — Total carrying value $ 614 $ 10 $ 443 $ 14 Commitments with collateral $ 15,071 $ 929 $ 17,238 $ 498 (a)The ratings scale is based on the Firm’s internal risk ratings. Refer to Note 11 for further information on internal risk ratings. Derivatives qualifying as guarantees The Firm transacts in certain derivative contracts that have the characteristics of a guarantee under U.S. GAAP. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K for further information on these derivatives. The following table summarizes the derivatives qualifying as guarantees as of September 30, 2021, and December 31, 2020. (in millions) September 30, 2021 December 31, 2020 Notional amounts Derivative guarantees $ 54,811 $ 54,415 Stable value contracts with contractually limited exposure 29,741 27,752 Maximum exposure of stable value contracts with contractually limited exposure 2,878 2,803 Fair value Derivative payables 390 322 In addition to derivative contracts that meet the characteristics of a guarantee, the Firm is both a purchaser and seller of credit protection in the credit derivatives market. Refer to Note 4 for a further discussion of credit derivatives. Merchant charge-backs Under the rules of payment networks, the Firm, in its role as a merchant acquirer, retains a contingent liability for disputed processed credit and debit card transactions that result in a charge-back to the merchant. If a dispute is resolved in the cardholder’s favor, Merchant Services will (through the cardholder’s issuing bank) credit or refund the amount to the cardholder and will charge back the transaction to the merchant. If Merchant Services is unable to collect the amount from the merchant, Merchant Services will bear the loss for the amount credited or refunded to the cardholder. Merchant Services mitigates this risk by withholding future settlements, retaining cash reserve accounts or obtaining other collateral. In addition, Merchant Services recognizes a valuation allowance that covers the payment or performance risk to the Firm related to charge-backs. Loan sales- and securitization-related indemnifications In connection with the Firm’s mortgage loan sale and securitization activities with GSEs the Firm has made representations and warranties that the loans sold meet certain requirements, and that may require the Firm to repurchase mortgage loans and/or indemnify the loan purchaser if such representations and warranties are breached by the Firm. The liability related to repurchase demands associated with private label securitizations is separately evaluated by the Firm in establishing its litigation reserves. Refer to Note 24 of this Form 10-Q and Note 30 of JPMorgan Chase’s 2020 Form 10-K for additional information regarding litigation. Sponsored member repo program The Firm acts as a sponsoring member to clear eligible overnight resale and repurchase agreements through the Government Securities Division of the Fixed Income Clearing Corporation (“FICC”) on behalf of clients that become sponsored members under the FICC’s rules. The Firm also guarantees to the FICC the prompt and full payment and performance of its sponsored member clients’ respective obligations under the FICC’s rules. The Firm minimizes its liability under these overnight guarantees by obtaining a security interest in the cash or high-quality securities collateral that the clients place with the clearing house therefore the Firm expects the risk of loss to be remote. The Firm’s maximum possible exposure, without taking into consideration the associated collateral, is included in the Exchange & clearing house guarantees and commitments line on page 173. Refer to Note 11 of JPMorgan Chase’s 2020 Form 10-K for additional information on credit risk mitigation practices on resale agreements and the types of collateral pledged under repurchase agreements. Guarantees of subsidiaries The Parent Company has guaranteed certain long-term debt and structured notes of its subsidiaries, including JPMorgan Chase Financial Company LLC (“JPMFC”), a 100%-owned finance subsidiary. All securities issued by JPMFC are fully and unconditionally guaranteed by the Parent Company and no other subsidiary of the Parent Company guarantees these securities. These guarantees, which rank on a parity with the Firm’s unsecured and unsubordinated indebtedness, are not included in the table on page 173 of this Note. Refer to Note 20 of JPMorgan Chase’s 2020 Form 10-K for additional information. financial instruments, guarantees, and other financial instruments, guarantees, and other commitments commitments JPMorgan Chase provides lending-related financial instruments (e.g., commitments and guarantees) to address the financing needs of its customers and clients. The contractual amount of these financial instruments represents the maximum possible credit risk to the Firm should the customer or client draw upon the commitment or the Firm be required to fulfill its obligation under the guarantee, and should the customer or client subsequently fail to perform according to the terms of the contract. Most of these commitments and guarantees have historically been refinanced, extended, cancelled, or expired without being drawn or a default occurring. As a result, the total contractual amount of these instruments is not, in the Firm’s view, representative of its expected future credit exposure or funding requirements. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of lending-related commitments and guarantees, and the Firm’s related accounting policies. To provide for expected credit losses in wholesale and certain consumer lending-related commitments, an allowance for credit losses on lending-related commitments is maintained. Refer to Note 12 for further information regarding the allowance for credit losses on lending-related commitments. The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at September 30, 2021, and December 31, 2020. The amounts in the table below for credit card, home equity and certain scored business banking lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card and certain scored business banking lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. The Firm may reduce or close HELOCs when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. JPMorgan Chase provides lending-related financial instruments (e.g., commitments and guarantees) to address the financing needs of its customers and clients. The contractual amount of these financial instruments represents the maximum possible credit risk to the Firm should the customer or client draw upon the commitment or the Firm be required to fulfill its obligation under the guarantee, and should the customer or client subsequently fail to perform according to the terms of the contract. Most of these commitments and guarantees have historically been refinanced, extended, cancelled, or expired without being drawn or a default occurring. As a result, the total contractual amount of these instruments is not, in the Firm’s view, representative of its expected future credit exposure or funding requirements. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of lending-related commitments and guarantees, and the Firm’s related accounting policies. To provide for expected credit losses in wholesale and certain consumer lending-related commitments, an allowance for credit losses on lending-related commitments is maintained. Refer to Note 12 for further information regarding the allowance for credit losses on lending-related commitments. JPMorgan Chase provides lending-related financial instruments (e.g., commitments and guarantees) to address the financing needs of its customers and clients. The contractual amount of these financial instruments represents the maximum possible credit risk to the Firm should the customer or client draw upon the commitment or the Firm be required to fulfill its obligation under the guarantee, and should the customer or client subsequently fail to perform according to the terms of the contract. Most of these commitments and guarantees have historically been refinanced, extended, cancelled, or expired without being drawn or a default occurring. As a result, the total contractual amount of these instruments is not, in the Firm’s view, representative of its expected future credit exposure or funding requirements. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of lending-related commitments and guarantees, and the Firm’s related accounting policies. JPMorgan Chase provides lending-related financial instruments (e.g., commitments and guarantees) to address the financing needs of its customers and clients. The contractual amount of these financial instruments represents the maximum possible credit risk to the Firm should the customer or client draw upon the commitment or the Firm be required to fulfill its obligation under the guarantee, and should the customer or client subsequently fail to perform according to the terms of the contract. Most of these commitments and guarantees have historically been refinanced, extended, cancelled, or expired without being drawn or a default occurring. As a result, the total contractual amount of these instruments is not, in the Firm’s view, representative of its expected future credit exposure or funding requirements. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of lending-related commitments and guarantees, and the Firm’s related accounting policies. To provide for expected credit losses in wholesale and certain consumer lending-related commitments, an allowance for credit losses on lending-related commitments is maintained. Refer to Note 12 for further information regarding the allowance for credit losses on lending-related commitments. To provide for expected credit losses in wholesale and certain consumer lending-related commitments, an allowance for credit losses on lending-related commitments is maintained. Refer to Note 12 for further information regarding the allowance for credit losses on lending-related commitments. The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at September 30, 2021, and December 31, 2020. The amounts in the table below for credit card, home equity and certain scored business banking lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card and certain scored business banking lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. The Firm may reduce or close HELOCs when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at September 30, 2021, and December 31, 2020. The amounts in the table below for credit card, home equity and certain scored business banking lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card and certain scored business banking lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. The Firm may reduce or close HELOCs when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at September 30, 2021, and December 31, 2020. The amounts in the table below for credit card, home equity and certain scored business banking lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card and certain scored business banking lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. The Firm may reduce or close HELOCs when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. Off–balance sheet lending-related financial instruments, guarantees and other commitments Contractual amount Carrying value(i) September 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 By remaining maturity (in millions) Expires in 1 year or less Expires after 1 year through 3 years Expires after 3 years through 5 years Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Residential real estate(a) $ 26,748 $ 2,030 $ 5,313 $ 10,451 $ 44,542 $ 46,047 $ 130 $ 148 Auto and other 11,255 — — 887 12,142 11,272 — — Total consumer, excluding credit card 38,003 2,030 5,313 11,338 56,684 57,319 130 148 Credit card(b) 710,610 — — — 710,610 658,506 — — Total consumer(b)(c) 748,613 2,030 5,313 11,338 767,294 715,825 130 148 Wholesale: Other unfunded commitments to extend credit(d) 114,200 184,046 143,335 25,311 466,892 415,828 2,087 2,148 Standby letters of credit and other financial guarantees(d) 13,549 8,709 4,114 1,571 27,943 30,982 614 443 Other letters of credit(d) 3,936 372 93 — 4,401 3,053 10 14 Total wholesale(c) 131,685 193,127 147,542 26,882 499,236 449,863 2,711 2,605 Total lending-related $ 880,298 $ 195,157 $ 152,855 $ 38,220 $ 1,266,530 $ 1,165,688 $ 2,841 $ 2,753 Other guarantees and commitments Securities lending indemnification agreements and guarantees(e) $ 306,562 $ — $ — $ — $ 306,562 $ 250,418 $ — $ — Derivatives qualifying as guarantees 2,828 420 11,693 39,870 54,811 54,415 390 322 Unsettled resale and securities borrowed agreements 150,495 6,839 — — 157,334 102,355 (h) 1 2 Unsettled repurchase and securities loaned agreements 136,019 583 — — 136,602 104,901 — (1) Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 61 84 Loans sold with recourse NA NA NA NA 807 889 20 23 Exchange & clearing house guarantees and commitments(f) 119,331 — — — 119,331 142,003 — — Other guarantees and commitments(g) 6,787 2,886 323 1,747 11,743 9,639 (h) 51 52 Off–balance sheet lending-related financial instruments, guarantees and other commitments Contractual amount Carrying value(i) Carrying value (i) September 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 By remaining maturity (in millions) Expires in 1 year or less Expires after 1 year through 3 years Expires after 3 years through 5 years Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Residential real estate(a) Residential real estate (a) $ 26,748 $ 2,030 $ 5,313 $ 10,451 $ 44,542 $ 46,047 $ 130 $ 148 Auto and other 11,255 — — 887 12,142 11,272 — — Total consumer, excluding credit card 38,003 2,030 5,313 11,338 56,684 57,319 130 148 Credit card(b) Credit card (b) 710,610 — — — 710,610 658,506 — — Total consumer(b)(c) Total consumer (b)(c) 748,613 2,030 5,313 11,338 767,294 715,825 130 148 Wholesale: Other unfunded commitments to extend credit(d) Other unfunded commitments to extend credit (d) 114,200 184,046 143,335 25,311 466,892 415,828 2,087 2,148 Standby letters of credit and other financial guarantees(d) Standby letters of credit and other financial guarantees (d) 13,549 8,709 4,114 1,571 27,943 30,982 614 443 Other letters of credit(d) Other letters of credit (d) 3,936 372 93 — 4,401 3,053 10 14 Total wholesale(c) Total wholesale (c) 131,685 193,127 147,542 26,882 499,236 449,863 2,711 2,605 Total lending-related $ 880,298 $ 195,157 $ 152,855 $ 38,220 $ 1,266,530 $ 1,165,688 $ 2,841 $ 2,753 Other guarantees and commitments Securities lending indemnification agreements and guarantees(e) Securities lending indemnification agreements and guarantees (e) $ 306,562 $ — $ — $ — $ 306,562 $ 250,418 $ — $ — Derivatives qualifying as guarantees 2,828 420 11,693 39,870 54,811 54,415 390 322 Unsettled resale and securities borrowed agreements 150,495 6,839 — — 157,334 102,355 (h) (h) 1 2 Unsettled repurchase and securities loaned agreements 136,019 583 — — 136,602 104,901 — (1) Loan sale and securitization-related indemnifications: Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 61 84 Loans sold with recourse NA NA NA NA 807 889 20 23 Exchange & clearing house guarantees and commitments(f) Exchange & clearing house guarantees and commitments (f) 119,331 — — — 119,331 142,003 — — Other guarantees and commitments(g) Other guarantees and commitments (g) 6,787 2,886 323 1,747 11,743 9,639 (h) (h) 51 52 (a)Includes certain commitments to purchase loans from correspondents. (a) Includes certain commitments to purchase loans from correspondents. (b)Also includes commercial card lending-related commitments primarily in CB and CIB. (b) Also includes commercial card lending-related commitments primarily in CB and CIB. (c)Predominantly all consumer and wholesale lending-related commitments are in the U.S. (c) Predominantly all consumer and wholesale lending-related commitments are in the U.S. (d)At September 30, 2021, and December 31, 2020, reflected the contractual amount net of risk participations totaling $48 million and $72 million, respectively, for other unfunded commitments to extend credit; $7.9 billion and $8.5 billion, respectively, for standby letters of credit and other financial guarantees; and $609 million and $357 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (d) At September 30, 2021, and December 31, 2020, reflected the contractual amount net of risk participations totaling $48 million and $72 million, respectively, for other unfunded commitments to extend credit; $7.9 billion and $8.5 billion, respectively, for standby letters of credit and other financial guarantees; and $609 million and $357 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (e)At September 30, 2021, and December 31, 2020, collateral held by the Firm in support of securities lending indemnification agreements was $324.0 billion and $264.3 billion, respectively. Securities lending collateral primarily consists of cash, G7 government securities, and securities issued by U.S. GSEs and government agencies. (e) At September 30, 2021, and December 31, 2020, collateral held by the Firm in support of securities lending indemnification agreements was $324.0 billion and $264.3 billion, respectively. Securities lending collateral primarily consists of cash, G7 government securities, and securities issued by U.S. GSEs and government agencies. (f)At September 30, 2021, and December 31, 2020, includes guarantees to the Fixed Income Clearing Corporation under the sponsored member repo program and commitments and guarantees associated with the Firm’s membership in certain clearing houses. (f) At September 30, 2021, and December 31, 2020, includes guarantees to the Fixed Income Clearing Corporation under the sponsored member repo program and commitments and guarantees associated with the Firm’s membership in certain clearing houses. (g)At September 30, 2021, and December 31, 2020, primarily includes unfunded commitments to purchase secondary market loans, unfunded commitments related to certain tax-oriented equity investments, and other equity investment commitments, (g) At September 30, 2021, and December 31, 2020, primarily includes unfunded commitments to purchase secondary market loans, unfunded commitments related to certain tax-oriented equity investments, and other equity investment commitments, (h)Prior-period amounts have been revised to conform with the current presentation. (h) Prior-period amounts have been revised to conform with the current presentation. (i)For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, and lending-related commitments for which the fair value option was elected, the carrying value represents the fair value. (i) For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, and lending-related commitments for which the fair value option was elected, the carrying value represents the fair value. Other unfunded commitments to extend credit Other unfunded commitments to extend credit generally consist of commitments for working capital and general corporate purposes, extensions of credit to support commercial paper facilities and bond financings in the event that those obligations cannot be remarketed to new investors, as well as committed liquidity facilities to clearing organizations. The Firm also issues commitments under multipurpose facilities which could be drawn upon in several forms, including the issuance of a standby letter of credit. Standby letters of credit and other financial guarantees Standby letters of credit and other financial guarantees are conditional lending commitments issued by the Firm to guarantee the performance of a client or customer to a Other unfunded commitments to extend credit Other unfunded commitments to extend credit generally consist of commitments for working capital and general corporate purposes, extensions of credit to support commercial paper facilities and bond financings in the event that those obligations cannot be remarketed to new investors, as well as committed liquidity facilities to clearing organizations. The Firm also issues commitments under Other unfunded commitments to extend credit Other unfunded commitments to extend credit Other unfunded commitments to extend credit generally consist of commitments for working capital and general corporate purposes, extensions of credit to support commercial paper facilities and bond financings in the event that those obligations cannot be remarketed to new investors, as well as committed liquidity facilities to clearing organizations. The Firm also issues commitments under Other unfunded commitments to extend credit generally consist of commitments for working capital and general corporate purposes, extensions of credit to support commercial paper facilities and bond financings in the event that those obligations cannot be remarketed to new investors, as well as committed liquidity facilities to clearing organizations. The Firm also issues commitments under multipurpose facilities which could be drawn upon in several forms, including the issuance of a standby letter of credit. Standby letters of credit and other financial guarantees Standby letters of credit and other financial guarantees are conditional lending commitments issued by the Firm to guarantee the performance of a client or customer to a multipurpose facilities which could be drawn upon in several forms, including the issuance of a standby letter of credit. multipurpose facilities which could be drawn upon in several forms, including the issuance of a standby letter of credit. Standby letters of credit and other financial guarantees Standby letters of credit and other financial guarantees Standby letters of credit and other financial guarantees are conditional lending commitments issued by the Firm to guarantee the performance of a client or customer to a Standby letters of credit and other financial guarantees are conditional lending commitments issued by the Firm to guarantee the performance of a client or customer to a third party under certain arrangements, such as commercial paper facilities, bond financings, acquisition financings, trade financings and similar transactions. third party under certain arrangements, such as commercial paper facilities, bond financings, acquisition financings, trade financings and similar transactions. third party under certain arrangements, such as commercial paper facilities, bond financings, acquisition financings, trade financings and similar transactions. third party under certain arrangements, such as commercial paper facilities, bond financings, acquisition financings, trade financings and similar transactions. The following table summarizes the contractual amount and carrying value of standby letters of credit and other financial guarantees and other letters of credit arrangements as of September 30, 2021, and December 31, 2020. The following table summarizes the contractual amount and carrying value of standby letters of credit and other financial guarantees and other letters of credit arrangements as of September 30, 2021, and December 31, 2020. Standby letters of credit, other financial guarantees and other letters of credit Standby letters of credit, other financial guarantees and other letters of credit September 30, 2021 December 31, 2020 (in millions) Standby letters of credit and other financial guarantees Other letters of credit Standby letters of credit and other financial guarantees Other letters of credit Investment-grade(a) $ 19,823 $ 3,502 $ 22,850 $ 2,263 Noninvestment-grade(a) 8,120 899 8,132 790 Total contractual amount $ 27,943 $ 4,401 $ 30,982 $ 3,053 Allowance for lending-related commitments $ 78 $ 10 $ 80 $ 14 Guarantee liability 536 — 363 — Total carrying value $ 614 $ 10 $ 443 $ 14 Commitments with collateral $ 15,071 $ 929 $ 17,238 $ 498 September 30, 2021 December 31, 2020 (in millions) Standby letters of credit and other financial guarantees Other letters of credit Standby letters of credit and other financial guarantees Other letters of credit Investment-grade(a) Investment-grade (a) $ 19,823 $ 3,502 $ 22,850 $ 2,263 Noninvestment-grade(a) Noninvestment-grade (a) 8,120 899 8,132 790 Total contractual amount $ 27,943 $ 4,401 $ 30,982 $ 3,053 Allowance for lending-related commitments $ 78 $ 10 $ 80 $ 14 Guarantee liability 536 — 363 — Total carrying value $ 614 $ 10 $ 443 $ 14 Commitments with collateral $ 15,071 $ 929 $ 17,238 $ 498 (a)The ratings scale is based on the Firm’s internal risk ratings. Refer to Note 11 for further information on internal risk ratings. (a) The ratings scale is based on the Firm’s internal risk ratings. Refer to Note 11 for further information on internal risk ratings. Derivatives qualifying as guarantees The Firm transacts in certain derivative contracts that have the characteristics of a guarantee under U.S. GAAP. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K for further information on these derivatives. The following table summarizes the derivatives qualifying as guarantees as of September 30, 2021, and December 31, 2020. (in millions) September 30, 2021 December 31, 2020 Notional amounts Derivative guarantees $ 54,811 $ 54,415 Stable value contracts with contractually limited exposure 29,741 27,752 Maximum exposure of stable value contracts with contractually limited exposure 2,878 2,803 Fair value Derivative payables 390 322 In addition to derivative contracts that meet the characteristics of a guarantee, the Firm is both a purchaser and seller of credit protection in the credit derivatives market. Refer to Note 4 for a further discussion of credit derivatives. Merchant charge-backs Under the rules of payment networks, the Firm, in its role as a merchant acquirer, retains a contingent liability for disputed processed credit and debit card transactions that result in a charge-back to the merchant. If a dispute is resolved in the cardholder’s favor, Merchant Services will (through the cardholder’s issuing bank) credit or refund the amount to the cardholder and will charge back the transaction to the merchant. If Merchant Services is unable to collect the amount from the merchant, Merchant Services will bear the loss for the amount credited or refunded to the cardholder. Merchant Services mitigates this risk by withholding future settlements, retaining cash reserve accounts or obtaining other collateral. In addition, Merchant Services recognizes a valuation allowance that covers the payment or performance risk to the Firm related to charge-backs. Derivatives qualifying as guarantees The Firm transacts in certain derivative contracts that have the characteristics of a guarantee under U.S. GAAP. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K for further information on these derivatives. The following table summarizes the derivatives qualifying as guarantees as of September 30, 2021, and December 31, 2020. (in millions) September 30, 2021 December 31, 2020 Notional amounts Derivative guarantees $ 54,811 $ 54,415 Stable value contracts with contractually limited exposure 29,741 27,752 Maximum exposure of stable value contracts with contractually limited exposure 2,878 2,803 Fair value Derivative payables 390 322 In addition to derivative contracts that meet the characteristics of a guarantee, the Firm is both a purchaser and seller of credit protection in the credit derivatives market. Refer to Note 4 for a further discussion of credit derivatives. Derivatives qualifying as guarantees Derivatives qualifying as guarantees The Firm transacts in certain derivative contracts that have the characteristics of a guarantee under U.S. GAAP. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K for further information on these derivatives. The Firm transacts in certain derivative contracts that have the characteristics of a guarantee under U.S. GAAP. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K for further information on these derivatives. The following table summarizes the derivatives qualifying as guarantees as of September 30, 2021, and December 31, 2020. The following table summarizes the derivatives qualifying as guarantees as of September 30, 2021, and December 31, 2020. (in millions) September 30, 2021 December 31, 2020 Notional amounts Derivative guarantees $ 54,811 $ 54,415 Stable value contracts with contractually limited exposure 29,741 27,752 Maximum exposure of stable value contracts with contractually limited exposure 2,878 2,803 Fair value Derivative payables 390 322 (in millions) September 30, 2021 December 31, 2020 Notional amounts Derivative guarantees $ 54,811 $ 54,415 Stable value contracts with contractually limited exposure Stable value contracts with contractually limited exposure 29,741 27,752 Maximum exposure of stable value contracts with contractually limited exposure Maximum exposure of stable value contracts with contractually limited exposure 2,878 2,803 Fair value Derivative payables Derivative payables 390 322 In addition to derivative contracts that meet the characteristics of a guarantee, the Firm is both a purchaser and seller of credit protection in the credit derivatives market. Refer to Note 4 for a further discussion of credit derivatives. In addition to derivative contracts that meet the characteristics of a guarantee, the Firm is both a purchaser and seller of credit protection in the credit derivatives market. Refer to Note 4 for a further discussion of credit derivatives. Merchant charge-backs Under the rules of payment networks, the Firm, in its role as a merchant acquirer, retains a contingent liability for disputed processed credit and debit card transactions that result in a charge-back to the merchant. If a dispute is resolved in the cardholder’s favor, Merchant Services will (through the cardholder’s issuing bank) credit or refund the amount to the cardholder and will charge back the transaction to the merchant. If Merchant Services is unable to collect the amount from the merchant, Merchant Services will bear the loss for the amount credited or refunded to the cardholder. Merchant Services mitigates this risk by withholding future settlements, retaining cash reserve accounts or obtaining other collateral. In addition, Merchant Services recognizes a valuation allowance that covers the payment or performance risk to the Firm related to charge-backs. Merchant charge-backs Merchant charge-backs Under the rules of payment networks, the Firm, in its role as a merchant acquirer, retains a contingent liability for disputed processed credit and debit card transactions that result in a charge-back to the merchant. If a dispute is resolved in the cardholder’s favor, Merchant Services will (through the cardholder’s issuing bank) credit or refund the amount to the cardholder and will charge back the transaction to the merchant. If Merchant Services is unable to collect the amount from the merchant, Merchant Services will bear the loss for the amount credited or refunded to the cardholder. Merchant Services mitigates this risk by withholding future settlements, retaining cash reserve accounts or obtaining other collateral. In addition, Merchant Services recognizes a valuation allowance that covers the payment or performance risk to the Firm related to charge-backs. Under the rules of payment networks, the Firm, in its role as a merchant acquirer, retains a contingent liability for disputed processed credit and debit card transactions that result in a charge-back to the merchant. If a dispute is resolved in the cardholder’s favor, Merchant Services will (through the cardholder’s issuing bank) credit or refund the amount to the cardholder and will charge back the transaction to the merchant. If Merchant Services is unable to collect the amount from the merchant, Merchant Services will bear the loss for the amount credited or refunded to the cardholder. Merchant Services mitigates this risk by withholding future settlements, retaining cash reserve accounts or obtaining other collateral. In addition, Merchant Services recognizes a valuation allowance that covers the payment or performance risk to the Firm related to charge-backs. Loan sales- and securitization-related indemnifications Loan sales- and securitization-related indemnifications In connection with the Firm’s mortgage loan sale and securitization activities with GSEs the Firm has made representations and warranties that the loans sold meet certain requirements, and that may require the Firm to repurchase mortgage loans and/or indemnify the loan purchaser if such representations and warranties are breached by the Firm. In connection with the Firm’s mortgage loan sale and securitization activities with GSEs the Firm has made representations and warranties that the loans sold meet certain requirements, and that may require the Firm to repurchase mortgage loans and/or indemnify the loan purchaser if such representations and warranties are breached by the Firm. The liability related to repurchase demands associated with private label securitizations is separately evaluated by the Firm in establishing its litigation reserves. Refer to Note 24 of this Form 10-Q and Note 30 of JPMorgan Chase’s 2020 Form 10-K for additional information regarding litigation. The liability related to repurchase demands associated with private label securitizations is separately evaluated by the Firm in establishing its litigation reserves. Refer to Note 24 of this Form 10-Q and Note 30 of JPMorgan Chase’s 2020 Form 10-K for additional information regarding litigation. Sponsored member repo program Sponsored member repo program The Firm acts as a sponsoring member to clear eligible overnight resale and repurchase agreements through the Government Securities Division of the Fixed Income Clearing Corporation (“FICC”) on behalf of clients that become sponsored members under the FICC’s rules. The Firm also guarantees to the FICC the prompt and full payment and performance of its sponsored member clients’ respective obligations under the FICC’s rules. The Firm minimizes its liability under these overnight guarantees by obtaining a security interest in the cash or high-quality securities collateral that the clients place with the clearing house therefore the Firm expects the risk of loss to be remote. The Firm’s maximum possible exposure, without taking into consideration the associated collateral, is included in the Exchange & clearing house guarantees and commitments line on page 173. Refer to Note 11 of JPMorgan Chase’s 2020 Form 10-K for additional information on credit risk mitigation practices on resale agreements and the types of collateral pledged under repurchase agreements. The Firm acts as a sponsoring member to clear eligible overnight resale and repurchase agreements through the Government Securities Division of the Fixed Income Clearing Corporation (“FICC”) on behalf of clients that become sponsored members under the FICC’s rules. The Firm also guarantees to the FICC the prompt and full payment and performance of its sponsored member clients’ respective obligations under the FICC’s rules. The Firm minimizes its liability under these overnight guarantees by obtaining a security interest in the cash or high-quality securities collateral that the clients place with the clearing house therefore the Firm expects the risk of loss to be remote. The Firm’s maximum possible exposure, without taking into consideration the associated collateral, is included in the Exchange & clearing house guarantees and commitments line on page 173. Refer to Note 11 of JPMorgan Chase’s 2020 Form 10-K for additional information on credit risk mitigation practices on resale agreements and the types of collateral pledged under repurchase agreements. Guarantees of subsidiaries Guarantees of subsidiaries The Parent Company has guaranteed certain long-term debt and structured notes of its subsidiaries, including JPMorgan Chase Financial Company LLC (“JPMFC”), a 100%-owned finance subsidiary. All securities issued by JPMFC are fully and unconditionally guaranteed by the Parent Company and no other subsidiary of the Parent Company guarantees these securities. These guarantees, which rank on a parity with the Firm’s unsecured and unsubordinated indebtedness, are not included in the table on page 173 of this Note. Refer to Note 20 of JPMorgan Chase’s 2020 Form 10-K for additional information. The Parent Company has guaranteed certain long-term debt and structured notes of its subsidiaries, including JPMorgan Chase Financial Company LLC (“JPMFC”), a 100%-owned finance subsidiary. All securities issued by JPMFC are fully and unconditionally guaranteed by the Parent Company and no other subsidiary of the Parent Company guarantees these securities. These guarantees, which rank on a parity with the Firm’s unsecured and unsubordinated indebtedness, are not included in the table on page 173 of this Note. Refer to Note 20 of JPMorgan Chase’s 2020 Form 10-K for additional information. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Off–balance sheet lending-rela| |Contractual amo| |Carrying value( |September 30, 2| | Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020 By remaining maturity (in mill|Expires in 1 ye|Expires after 1|Expires after 3|Expires after 5| Total| | Total| | | Lending-related | | | | | | | | | | Consumer, excluding credit car| | | | | | | | | | Residential real estate(a) | $| 26,748| | $| 2,030| | $| 5,313| | $| 10,451| | $| 44,542| | | $| 46,047| | | $| 130| | $| 148| Auto and other | 11,255| | —| | —| | 887| | 12,142| | | 11,272| | | —| | —| Total consumer, excluding cred| 38,003| | 2,030| | 5,313| | 11,338| | 56,684| | | 57,319| | | 130| | 148| Credit card(b) | 710,610| | —| | —| | —| | 710,610| | | 658,506| | | —| | —| Total consumer(b)(c) | 748,613| | 2,030| | 5,313| | 11,338| | 767,294| | | 715,825| | | 130| | 148| Wholesale: | | | | | | | | | | Other unfunded commitments to | 114,200| | 184,046| | 143,335| | 25,311| | 466,892| | | 415,828| | | 2,087| | 2,148| Standby letters of credit and | 13,549| | 8,709| | 4,114| | 1,571| | 27,943| | | 30,982| | | 614| | 443| Other letters of credit(d) | 3,936| | 372| | 93| | —| | 4,401| | | 3,053| | | 10| | 14| Total wholesale(c) | 131,685| | 193,127| | 147,542| | 26,882| | 499,236| | | 449,863| | | 2,711| | 2,605| Total lending-related | $| 880,298| | $| 195,157| | $| 152,855| | $| 38,220| | $| 1,266,530| | | $| 1,165,688| | | $| 2,841| | $| 2,753| Other guarantees and commitmen| | | | | | | | | | Securities lending indemnifica| $| 306,562| | $| —| | $| —| | $| —| | $| 306,562| | | $| 250,418| | | $| —| | $| —| Derivatives qualifying as guar| 2,828| | 420| | 11,693| | 39,870| | 54,811| | | 54,415| | | 390| | 322| Unsettled resale and securitie| 150,495| | 6,839| | —| | —| | 157,334| | | 102,355| | (h)| 1| | 2| Unsettled repurchase and secur| 136,019| | 583| | —| | —| | 136,602| | | 104,901| | | —| | (1)| Loan sale and securitization-r| | | | | | | | | | Mortgage repurchase liability | NA| NA| NA| NA| NA| | NA| | 61| | 84| Loans sold with recourse | NA| NA| NA| NA| 807| | | 889| | | 20| | 23| Exchange & clearing house guar| 119,331| | —| | —| | —| | 119,331| | | 142,003| | | —| | —| Other guarantees and commitmen| 6,787| | 2,886| | 323| | 1,747| | 11,743| | | 9,639| | (h)| 51| | 52| | | | | | | | | | | | | | | | | | | | | | | | |September 30, 2| |December 31, 20 (in millions) |Standby letters| |Other letters o| |Standby letters| |Other letters o Investment-grade(a) | $| 19,823| | | $| 3,502| | | $| 22,850| | | $| 2,263| Noninvestment-grade(a) | 8,120| | | 899| | | 8,132| | | 790| Total contractual amount | $| 27,943| | | $| 4,401| | | $| 30,982| | | $| 3,053| | | | | | | | Allowance for lending-related | $| 78| | | $| 10| | | $| 80| | | $| 14| Guarantee liability | 536| | | —| | | 363| | | —| Total carrying value | $| 614| | | $| 10| | | $| 443| | | $| 14| | | | | | | | 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Measurement Frequency [Axis]) | 155000000 [ debit] USD Period [(date: 2020-09-30)] [Not Classified] Fair Value, Recurring and Nonrecurring [Table] Total assets measured at fair value on a nonrecurring basis Nonrecurring (Measurement Frequency [Axis]) | 3458000000 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 1725000000 [ debit] USD Loans (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 1714000000 [ debit] USD Other assets (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 11000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 1733000000 [ debit] USD Loans (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 788000000 [ debit] USD Other assets (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 945000000 [ debit] USD Loans (Asset Class [Axis], Measurement Frequency [Axis]) | 2502000000 [ debit] USD Other assets (Asset Class [Axis], Measurement Frequency [Axis]) | 956000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Loans (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Other assets (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Total liabilities measured at fair value on a nonrecurring basis Nonrecurring (Measurement Frequency [Axis]) | 3000000 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 0 [credit] USD Accounts payable and other liabilities (Liability Class [Axis], Fair Value Hierarchy and NAV [Axis], Measure| 0 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 3000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis], Fair Value Hierarchy and NAV [Axis], Measure| 3000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis], Measurement Frequency [Axis]) | 3000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Accounts payable and other liabilities (Liability Class [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Equity securities adjusted based on the measurement alternative | 2329000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Fair Value, Recurring and Nonrecurring [Table] Equity securities adjusted based on the measurement alternative | 2400000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Fair Value, Recurring and Nonrecurring [Table] Total nonrecurring fair value gains/(losses) Nonrecurring (Measurement Frequency [Axis]) | 74000000 [credit] USD Loans (Asset Class [Axis], Measurement Frequency [Axis]) | -10000000 [credit] USD Other assets (Asset Class [Axis], Measurement Frequency [Axis]) | 84000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis], Measurement Frequency [Axis]) | 0 [credit] USD Net gains as a result of measurement alternative | 100000000 [credit] USD Other assets (Asset Class [Axis], Measurement Frequency [Axis]) | 90000000 [credit] USD Net losses as a result of measurement alternative | -10000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Fair Value, Recurring and Nonrecurring [Table] Fair value inputs, liquidation value discount Minimum (Statistical Measurement [Axis], Valuation Approach and Technique [Axis], Asset Class [Axis]) | 0.12 [ none] pure Maximum (Statistical Measurement [Axis], Asset Class [Axis]) | 0.45 [ none] pure Weighted average (Statistical Measurement [Axis], Asset Class [Axis]) | 0.25 [ none] pure Total nonrecurring fair value gains/(losses) Nonrecurring (Measurement Frequency [Axis]) | 143000000 [credit] USD Loans (Asset Class [Axis], Measurement Frequency [Axis]) | -40000000 [credit] USD Other assets (Asset Class [Axis], Measurement Frequency [Axis]) | 177000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis], Measurement Frequency [Axis]) | 6000000 [credit] USD Net gains as a result of measurement alternative | 216000000 [credit] USD Other assets (Asset Class [Axis], Measurement Frequency [Axis]) | 197000000 [credit] USD Net losses as a result of measurement alternative | -18000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Fair Value, Recurring and Nonrecurring [Table] Total assets measured at fair value on a nonrecurring basis Nonrecurring (Measurement Frequency [Axis]) | 2698000000 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 1182000000 [ debit] USD Loans (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 1175000000 [ debit] USD Other assets (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 7000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 1516000000 [ debit] USD Loans (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 314000000 [ debit] USD Residential mortgage (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Ax| 208000000 [ debit] USD Other assets (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 1202000000 [ debit] USD Other assets (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 1200000000 [ debit] USD Loans (Asset Class [Axis], Measurement Frequency [Axis]) | 1489000000 [ debit] USD Other assets (Asset Class [Axis], Measurement Frequency [Axis]) | 1209000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Loans (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Other assets (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Total liabilities measured at fair value on a nonrecurring basis Nonrecurring (Measurement Frequency [Axis]) | 2000000 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 0 [credit] USD Accounts payable and other liabilities (Liability Class [Axis], Fair Value Hierarchy and NAV [Axis], Measure| 0 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 2000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis], Fair Value Hierarchy and NAV [Axis], Measure| 2000000 [credit] USD Accounts payable and other liabilities (Liability Class [Axis], Measurement Frequency [Axis]) | 2000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Accounts payable and other liabilities (Liability Class [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Equity securities adjusted based on the measurement alternative | 3207000000 [ debit] USD Other assets (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis], Measurement Frequency [Axis]) | 1100000000 [ debit] USD Calculation: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [550058000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [514947000000.00] [debit]: validating [us-gaap:LoansReceivableHeldForSaleNetNotPartOfDisposalGroup] = [5784000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [29327000000.00] [debit]: validating [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [1012853000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [960506000000.00] [debit]: validating [us-gaap:LoansReceivableHeldForSaleNetNotPartOfDisposalGroup] = [7873000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [44474000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [144216000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [143432000000.00] [debit]: validating [us-gaap:LoansReceivableHeldForSaleNetNotPartOfDisposalGroup] = [784000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [0.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [318579000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [302127000000.00] [debit]: validating [us-gaap:LoansReceivableHeldForSaleNetNotPartOfDisposalGroup] = [1305000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [15147000000.00] [debit]: validating [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [1044615000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [974260000000.00] [debit]: validating [us-gaap:LoansReceivableHeldForSaleNetNotPartOfDisposalGroup] = [9727000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [60628000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [328164000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [298308000000.00] [debit]: validating [us-gaap:LoansReceivableHeldForSaleNetNotPartOfDisposalGroup] = [1407000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [28449000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [573285000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [532786000000.00] [debit]: validating [us-gaap:LoansReceivableHeldForSaleNetNotPartOfDisposalGroup] = [8320000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [32179000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [143166000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [143166000000.00] [debit]: validating [us-gaap:LoansReceivableHeldForSaleNetNotPartOfDisposalGroup] = [0.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [0.00] [debit]: Definition: [240664044 - Disclosure - Loans - By Portfolio Segment (Details)] [us-gaap:AccountsNotesAndLoansReceivableLineItems] = [none]: [us-gaap:NotesReceivableNetAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:LoansReceivableHeldForSaleNetNotPartOfDisposalGroup] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:LoansReceivableFairValueDisclosure] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:ScheduleOfAccountsNotesLoansAndFinancingReceivableTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditCardReceivablesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:CommercialPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditCardReceivablesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:CommercialPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FinancingReceivableAccruedInterestBeforeAllowanceForCreditLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancingReceivableAccruedInterestWriteoff] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: Presentation: [240664044 - Disclosure - Loans - By Portfolio Segment (Details)] [us-gaap:ScheduleOfAccountsNotesLoansAndFinancingReceivableTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditCardReceivablesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CommercialPortfolioSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:AccountsNotesAndLoansReceivableLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:NotesReceivableNetAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:LoansReceivableHeldForSaleNetNotPartOfDisposalGroup] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:LoansReceivableFairValueDisclosure] [NET] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FinancingReceivableAccruedInterestBeforeAllowanceForCreditLoss] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableAccruedInterestWriteoff] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Loan balances by portfolio segment: Accrued interest receivables written off | 34000000 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Loan balances by portfolio segment: Accrued interest receivables written off | 82000000 [ debit] USD Period [(date: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Loan balances by portfolio segment: Retained loans | 945537000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 305106000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 500841000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Loan balances by portfolio segment: Retained loans | 960506000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 302127000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 143432000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 514947000000 [ debit] USD Held-for-sale | 7873000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 1305000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 784000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 5784000000 [ debit] USD At fair value | 44474000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 15147000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 29327000000 [ debit] USD Total | 1012853000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 318579000000 [ debit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 144216000000 [ debit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 550058000000 [ debit] [tot] USD Accrued interest receivables | 2900000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Loan balances by portfolio segment: Accrued interest receivables written off | 10000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Loan balances by portfolio segment: Accrued interest receivables written off | 30000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Loan balances by portfolio segment: Retained loans | 974260000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 298308000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 143166000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 532786000000 [ debit] USD Held-for-sale | 9727000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 1407000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 8320000000 [ debit] USD At fair value | 60628000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 28449000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 32179000000 [ debit] USD Total | 1044615000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 328164000000 [ debit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 143166000000 [ debit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 573285000000 [ debit] [tot] USD Accrued interest receivables | 2700000000 [ debit] USD Presentation: [240994071 - Disclosure - Goodwill and Mortgage Servicing Rights - Goodwill Changes During Period (Details)] [us-gaap:GoodwillAndIntangibleAssetsDisclosureAbstract] = [none]: [us-gaap:GoodwillRollForward] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:Goodwill] [PERIOD-START] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ChangesInGoodwillDuringPeriodAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:GoodwillAcquiredDuringPeriod] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:GoodwillOtherIncreaseDecrease] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:Goodwill] [PERIOD-END] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:GoodwillImpairmentLoss] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Goodwill and Intangible Assets Disclosure [Abstract] Goodwill [Roll Forward] Balance at beginning of period | 47811000000 [ debit] [beg] USD Changes during the period from: Business combinations | 0 [ debit] USD Other | 8000000 [ debit] USD Balance at end of period | 47819000000 [ debit] [end] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Goodwill and Intangible Assets Disclosure [Abstract] Goodwill [Roll Forward] Balance at beginning of period | 47823000000 [ debit] [beg] USD Changes during the period from: Business combinations | 0 [ debit] USD Other | -4000000 [ debit] USD Balance at end of period | 47819000000 [ debit] [end] USD Period [(startDate: 2020-01-01, endDate: 2020-12-31)] [Not Classified] Goodwill and Intangible Assets Disclosure [Abstract] Goodwill [Roll Forward] Balance at beginning of period | 47823000000 [ debit] [beg] USD Changes during the period from: Balance at end of period | 49248000000 [ debit] [end] USD Goodwill impairment | 0 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Goodwill and Intangible Assets Disclosure [Abstract] Goodwill [Roll Forward] Balance at beginning of period | 49256000000 [ debit] [beg] USD Changes during the period from: Business combinations | 1065000000 [ debit] USD Other | -8000000 [ debit] USD Balance at end of period | 50313000000 [ debit] [end] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Goodwill and Intangible Assets Disclosure [Abstract] Goodwill [Roll Forward] Balance at beginning of period | 49248000000 [ debit] [beg] USD Changes during the period from: Business combinations | 1065000000 [ debit] USD Other | 0 [ debit] USD Balance at end of period | 50313000000 [ debit] [end] USD Goodwill impairment | 0 [ debit] USD Presentation: [231283021 - Disclosure - Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments (Tables)] [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsGuaranteesAndOtherCommitmentsAbstract] = [none]: [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsGuaranteesAndOtherCommitmentsTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:StandbyLettersOfCreditOtherFinancialGuaranteesAndOtherLettersOfCreditTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ScheduleOfGuaranteeObligationsTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract] Off-balance sheet lending related financial instruments, guarantees and other commitments | The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at September 30, 2021, and December 31, 2020. The amounts in the table below for credit card, home equity and certain scored business banking lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card and certain scored business banking lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. The Firm may reduce or close HELOCs when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. Off–balance sheet lending-related financial instruments, guarantees and other commitments Contractual amount Carrying value(i) September 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 By remaining maturity (in millions) Expires in 1 year or less Expires after 1 year through 3 years Expires after 3 years through 5 years Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Residential real estate(a) $ 26,748 $ 2,030 $ 5,313 $ 10,451 $ 44,542 $ 46,047 $ 130 $ 148 Auto and other 11,255 — — 887 12,142 11,272 — — Total consumer, excluding credit card 38,003 2,030 5,313 11,338 56,684 57,319 130 148 Credit card(b) 710,610 — — — 710,610 658,506 — — Total consumer(b)(c) 748,613 2,030 5,313 11,338 767,294 715,825 130 148 Wholesale: Other unfunded commitments to extend credit(d) 114,200 184,046 143,335 25,311 466,892 415,828 2,087 2,148 Standby letters of credit and other financial guarantees(d) 13,549 8,709 4,114 1,571 27,943 30,982 614 443 Other letters of credit(d) 3,936 372 93 — 4,401 3,053 10 14 Total wholesale(c) 131,685 193,127 147,542 26,882 499,236 449,863 2,711 2,605 Total lending-related $ 880,298 $ 195,157 $ 152,855 $ 38,220 $ 1,266,530 $ 1,165,688 $ 2,841 $ 2,753 Other guarantees and commitments Securities lending indemnification agreements and guarantees(e) $ 306,562 $ — $ — $ — $ 306,562 $ 250,418 $ — $ — Derivatives qualifying as guarantees 2,828 420 11,693 39,870 54,811 54,415 390 322 Unsettled resale and securities borrowed agreements 150,495 6,839 — — 157,334 102,355 (h) 1 2 Unsettled repurchase and securities loaned agreements 136,019 583 — — 136,602 104,901 — (1) Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 61 84 Loans sold with recourse NA NA NA NA 807 889 20 23 Exchange & clearing house guarantees and commitments(f) 119,331 — — — 119,331 142,003 — — Other guarantees and commitments(g) 6,787 2,886 323 1,747 11,743 9,639 (h) 51 52 (a)Includes certain commitments to purchase loans from correspondents. (b)Also includes commercial card lending-related commitments primarily in CB and CIB. (c)Predominantly all consumer and wholesale lending-related commitments are in the U.S. (d)At September 30, 2021, and December 31, 2020, reflected the contractual amount net of risk participations totaling $48 million and $72 million, respectively, for other unfunded commitments to extend credit; $7.9 billion and $8.5 billion, respectively, for standby letters of credit and other financial guarantees; and $609 million and $357 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (e)At September 30, 2021, and December 31, 2020, collateral held by the Firm in support of securities lending indemnification agreements was $324.0 billion and $264.3 billion, respectively. Securities lending collateral primarily consists of cash, G7 government securities, and securities issued by U.S. GSEs and government agencies. (f)At September 30, 2021, and December 31, 2020, includes guarantees to the Fixed Income Clearing Corporation under the sponsored member repo program and commitments and guarantees associated with the Firm’s membership in certain clearing houses. (g)At September 30, 2021, and December 31, 2020, primarily includes unfunded commitments to purchase secondary market loans, unfunded commitments related to certain tax-oriented equity investments, and other equity investment commitments, (h)Prior-period amounts have been revised to conform with the current presentation. (i)For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, and lending-related commitments for which the fair value option was elected, the carrying value represents the fair value. Off–balance sheet lending-related financial instruments, guarantees and other commitments Contractual amount Carrying value(i) September 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 By remaining maturity (in millions) Expires in 1 year or less Expires after 1 year through 3 years Expires after 3 years through 5 years Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Residential real estate(a) $ 26,748 $ 2,030 $ 5,313 $ 10,451 $ 44,542 $ 46,047 $ 130 $ 148 Auto and other 11,255 — — 887 12,142 11,272 — — Total consumer, excluding credit card 38,003 2,030 5,313 11,338 56,684 57,319 130 148 Credit card(b) 710,610 — — — 710,610 658,506 — — Total consumer(b)(c) 748,613 2,030 5,313 11,338 767,294 715,825 130 148 Wholesale: Other unfunded commitments to extend credit(d) 114,200 184,046 143,335 25,311 466,892 415,828 2,087 2,148 Standby letters of credit and other financial guarantees(d) 13,549 8,709 4,114 1,571 27,943 30,982 614 443 Other letters of credit(d) 3,936 372 93 — 4,401 3,053 10 14 Total wholesale(c) 131,685 193,127 147,542 26,882 499,236 449,863 2,711 2,605 Total lending-related $ 880,298 $ 195,157 $ 152,855 $ 38,220 $ 1,266,530 $ 1,165,688 $ 2,841 $ 2,753 Other guarantees and commitments Securities lending indemnification agreements and guarantees(e) $ 306,562 $ — $ — $ — $ 306,562 $ 250,418 $ — $ — Derivatives qualifying as guarantees 2,828 420 11,693 39,870 54,811 54,415 390 322 Unsettled resale and securities borrowed agreements 150,495 6,839 — — 157,334 102,355 (h) 1 2 Unsettled repurchase and securities loaned agreements 136,019 583 — — 136,602 104,901 — (1) Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 61 84 Loans sold with recourse NA NA NA NA 807 889 20 23 Exchange & clearing house guarantees and commitments(f) 119,331 — — — 119,331 142,003 — — Other guarantees and commitments(g) 6,787 2,886 323 1,747 11,743 9,639 (h) 51 52 Off–balance sheet lending-related financial instruments, guarantees and other commitments Contractual amount Carrying value(i) Carrying value (i) September 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 By remaining maturity (in millions) Expires in 1 year or less Expires after 1 year through 3 years Expires after 3 years through 5 years Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Residential real estate(a) Residential real estate (a) $ 26,748 $ 2,030 $ 5,313 $ 10,451 $ 44,542 $ 46,047 $ 130 $ 148 Auto and other 11,255 — — 887 12,142 11,272 — — Total consumer, excluding credit card 38,003 2,030 5,313 11,338 56,684 57,319 130 148 Credit card(b) Credit card (b) 710,610 — — — 710,610 658,506 — — Total consumer(b)(c) Total consumer (b)(c) 748,613 2,030 5,313 11,338 767,294 715,825 130 148 Wholesale: Other unfunded commitments to extend credit(d) Other unfunded commitments to extend credit (d) 114,200 184,046 143,335 25,311 466,892 415,828 2,087 2,148 Standby letters of credit and other financial guarantees(d) Standby letters of credit and other financial guarantees (d) 13,549 8,709 4,114 1,571 27,943 30,982 614 443 Other letters of credit(d) Other letters of credit (d) 3,936 372 93 — 4,401 3,053 10 14 Total wholesale(c) Total wholesale (c) 131,685 193,127 147,542 26,882 499,236 449,863 2,711 2,605 Total lending-related $ 880,298 $ 195,157 $ 152,855 $ 38,220 $ 1,266,530 $ 1,165,688 $ 2,841 $ 2,753 Other guarantees and commitments Securities lending indemnification agreements and guarantees(e) Securities lending indemnification agreements and guarantees (e) $ 306,562 $ — $ — $ — $ 306,562 $ 250,418 $ — $ — Derivatives qualifying as guarantees 2,828 420 11,693 39,870 54,811 54,415 390 322 Unsettled resale and securities borrowed agreements 150,495 6,839 — — 157,334 102,355 (h) (h) 1 2 Unsettled repurchase and securities loaned agreements 136,019 583 — — 136,602 104,901 — (1) Loan sale and securitization-related indemnifications: Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 61 84 Loans sold with recourse NA NA NA NA 807 889 20 23 Exchange & clearing house guarantees and commitments(f) Exchange & clearing house guarantees and commitments (f) 119,331 — — — 119,331 142,003 — — Other guarantees and commitments(g) Other guarantees and commitments (g) 6,787 2,886 323 1,747 11,743 9,639 (h) (h) 51 52 (a)Includes certain commitments to purchase loans from correspondents. (a) Includes certain commitments to purchase loans from correspondents. (b)Also includes commercial card lending-related commitments primarily in CB and CIB. (b) Also includes commercial card lending-related commitments primarily in CB and CIB. (c)Predominantly all consumer and wholesale lending-related commitments are in the U.S. (c) Predominantly all consumer and wholesale lending-related commitments are in the U.S. (d)At September 30, 2021, and December 31, 2020, reflected the contractual amount net of risk participations totaling $48 million and $72 million, respectively, for other unfunded commitments to extend credit; $7.9 billion and $8.5 billion, respectively, for standby letters of credit and other financial guarantees; and $609 million and $357 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (d) At September 30, 2021, and December 31, 2020, reflected the contractual amount net of risk participations totaling $48 million and $72 million, respectively, for other unfunded commitments to extend credit; $7.9 billion and $8.5 billion, respectively, for standby letters of credit and other financial guarantees; and $609 million and $357 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (e)At September 30, 2021, and December 31, 2020, collateral held by the Firm in support of securities lending indemnification agreements was $324.0 billion and $264.3 billion, respectively. Securities lending collateral primarily consists of cash, G7 government securities, and securities issued by U.S. GSEs and government agencies. (e) At September 30, 2021, and December 31, 2020, collateral held by the Firm in support of securities lending indemnification agreements was $324.0 billion and $264.3 billion, respectively. Securities lending collateral primarily consists of cash, G7 government securities, and securities issued by U.S. GSEs and government agencies. (f)At September 30, 2021, and December 31, 2020, includes guarantees to the Fixed Income Clearing Corporation under the sponsored member repo program and commitments and guarantees associated with the Firm’s membership in certain clearing houses. (f) At September 30, 2021, and December 31, 2020, includes guarantees to the Fixed Income Clearing Corporation under the sponsored member repo program and commitments and guarantees associated with the Firm’s membership in certain clearing houses. (g)At September 30, 2021, and December 31, 2020, primarily includes unfunded commitments to purchase secondary market loans, unfunded commitments related to certain tax-oriented equity investments, and other equity investment commitments, (g) At September 30, 2021, and December 31, 2020, primarily includes unfunded commitments to purchase secondary market loans, unfunded commitments related to certain tax-oriented equity investments, and other equity investment commitments, (h)Prior-period amounts have been revised to conform with the current presentation. (h) Prior-period amounts have been revised to conform with the current presentation. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Off–balance sheet lending-rela| |Contractual amo| |Carrying value( |September 30, 2| | Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020 By remaining maturity (in mill|Expires in 1 ye|Expires after 1|Expires after 3|Expires after 5| Total| | Total| | | Lending-related | | | | | | | | | | Consumer, excluding credit car| | | | | | | | | | Residential real estate(a) | $| 26,748| | $| 2,030| | $| 5,313| | $| 10,451| | $| 44,542| | | $| 46,047| | | $| 130| | $| 148| Auto and other | 11,255| | —| | —| | 887| | 12,142| | | 11,272| | | —| | —| Total consumer, excluding cred| 38,003| | 2,030| | 5,313| | 11,338| | 56,684| | | 57,319| | | 130| | 148| Credit card(b) | 710,610| | —| | —| | —| | 710,610| | | 658,506| | | —| | —| Total consumer(b)(c) | 748,613| | 2,030| | 5,313| | 11,338| | 767,294| | | 715,825| | | 130| | 148| Wholesale: | | | | | | | | | | Other unfunded commitments to | 114,200| | 184,046| | 143,335| | 25,311| | 466,892| | | 415,828| | | 2,087| | 2,148| Standby letters of credit and | 13,549| | 8,709| | 4,114| | 1,571| | 27,943| | | 30,982| | | 614| | 443| Other letters of credit(d) | 3,936| | 372| | 93| | —| | 4,401| | | 3,053| | | 10| | 14| Total wholesale(c) | 131,685| | 193,127| | 147,542| | 26,882| | 499,236| | | 449,863| | | 2,711| | 2,605| Total lending-related | $| 880,298| | $| 195,157| | $| 152,855| | $| 38,220| | $| 1,266,530| | | $| 1,165,688| | | $| 2,841| | $| 2,753| Other guarantees and commitmen| | | | | | | | | | Securities lending indemnifica| $| 306,562| | $| —| | $| —| | $| —| | $| 306,562| | | $| 250,418| | | $| —| | $| —| Derivatives qualifying as guar| 2,828| | 420| | 11,693| | 39,870| | 54,811| | | 54,415| | | 390| | 322| Unsettled resale and securitie| 150,495| | 6,839| | —| | —| | 157,334| | | 102,355| | (h)| 1| | 2| Unsettled repurchase and secur| 136,019| | 583| | —| | —| | 136,602| | | 104,901| | | —| | (1)| Loan sale and securitization-r| | | | | | | | | | Mortgage repurchase liability | NA| NA| NA| NA| NA| | NA| | 61| | 84| Loans sold with recourse | NA| NA| NA| NA| 807| | | 889| | | 20| | 23| Exchange & clearing house guar| 119,331| | —| | —| | —| | 119,331| | | 142,003| | | —| | —| Other guarantees and commitmen| 6,787| | 2,886| | 323| | 1,747| | 11,743| | | 9,639| | (h)| 51| | 52| Standby letters of credit, other financial guarantees and other letters of credit | The following table summarizes the contractual amount and carrying value of standby letters of credit and other financial guarantees and other letters of credit arrangements as of September 30, 2021, and December 31, 2020.Standby letters of credit, other financial guarantees and other letters of creditSeptember 30, 2021December 31, 2020(in millions)Standby letters of credit and other financial guaranteesOther letters of creditStandby letters of credit and other financial guaranteesOther letters of creditInvestment-grade(a)$19,823 $3,502 $22,850 $2,263 Noninvestment-grade(a)8,120 899 8,132 790 Total contractual amount$27,943 $4,401 $30,982 $3,053 Allowance for lending-related commitments$78 $10 $80 $14 Guarantee liability536 — 363 — Total carrying value$614 $10 $443 $14 Commitments with collateral$15,071 $929 $17,238 $498 (a)The ratings scale is based on the Firm’s internal risk ratings. Refer to Note 11 for further information on internal risk ratings. Derivatives qualifying as guarantees | The following table summarizes the derivatives qualifying as guarantees as of September 30, 2021, and December 31, 2020.(in millions)September 30, 2021December 31, 2020Notional amountsDerivative guarantees$54,811 $54,415 Stable value contracts with contractually limited exposure29,741 27,752 Maximum exposure of stable value contracts with contractually limited exposure2,878 2,803 Fair valueDerivative payables390 322 Definition: [240914065 - Disclosure - Variable Interest Entities - VIEs Sponsored by Third Parties (Details)] [us-gaap:VariableInterestEntityLineItems] = [none]: [us-gaap:VariableInterestEntityEntityMaximumLossExposureAmount] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfVariableInterestEntitiesTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [srt:ConsolidatedEntitiesAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancialInstrumentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:TaxCreditVehiclesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:MunicipalBondsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:TaxCreditVehiclesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:MunicipalBondsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:VariableInterestEntityReportingEntityInvolvementUnfundedCommitments] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:Assets] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: Presentation: [240914065 - Disclosure - Variable Interest Entities - VIEs Sponsored by Third Parties (Details)] [us-gaap:ScheduleOfVariableInterestEntitiesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancialInstrumentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:TaxCreditVehiclesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:MunicipalBondsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:VariableInterestEntityLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:VariableInterestEntityEntityMaximumLossExposureAmount] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:VariableInterestEntityReportingEntityInvolvementUnfundedCommitments] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:Assets] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(date: 2020-09-30)] [Not Classified] Schedule of Variable Interest Entities [Table] Fair value of assets held by VIE | 3245061000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Variable Interest Entities [Table] Maximum exposure Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 6700000000 [credit] USD Tax credit vehicles (Financial Instrument [Axis]) | 23600000000 [credit] USD Unfunded commitments Tax credit vehicles (Financial Instrument [Axis]) | 8700000000 [credit] USD Fair value of assets held by VIE | 3384757000000 [ debit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 10500000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Variable Interest Entities [Table] Maximum exposure Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 6900000000 [credit] USD Tax credit vehicles (Financial Instrument [Axis]) | 24700000000 [credit] USD Unfunded commitments Tax credit vehicles (Financial Instrument [Axis]) | 8600000000 [credit] USD Fair value of assets held by VIE | 3757576000000 [ debit] USD Municipal bond vehicles (Financial Instrument [Axis], Consolidated Entities [Axis]) | 10600000000 [ debit] USD Presentation: [231043014 - Disclosure - Deposits (Tables)] [us-gaap:DepositsAbstract] = [none]: [jpm:NoninterestBearingAndInterestBearingDepositsTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Deposits [Abstract] Noninterest-bearing and interest-bearing deposits | At September 30, 2021 and December 31, 2020, noninterest-bearing and interest-bearing deposits were as follows.(in millions)September 30,2021December 31, 2020U.S. officesNoninterest-bearing (included $9,186 and $9,873 at fair value)(a)$656,438 $572,711 Interest-bearing (included $630 and $2,567 at fair value)(a)1,344,092 1,197,032 Total deposits in U.S. offices2,000,530 1,769,743 Non-U.S. officesNoninterest-bearing (included $1,788 and $1,486 at fair value)(a)28,589 23,435 Interest-bearing (included $204 and $558 at fair value)(a)373,234 351,079 Total deposits in non-U.S. offices401,823 374,514 Total deposits$2,402,353 $2,144,257 (a)Includes structured notes classified as deposits for which the fair value option has been elected. Refer to Note 3 for further information. Presentation: [210851013 - Disclosure - Variable Interest Entities] [jpm:VariableInterestEntitiesAbstract] = [none]: [jpm:VariableInterestEntitiesAndTransfersOfFinancialAssetsTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Variable Interest Entities [Abstract] Variable Interest Entities | Variable interest entities Refer to Note 1 of JPMorgan Chase’s 2020 Form 10-K for a further description of JPMorgan Chase’s accounting policies regarding consolidation of VIEs. Refer to Note 14 of JPMorgan Chase's 2020 Form 10-K for a detailed discussion of VIEs, including the Firm’s accounting policies regarding securitizations. The following table summarizes the most significant types of Firm-sponsored VIEs by business segment. The Firm considers a “Firm-sponsored” VIE to include any entity where: (1) JPMorgan Chase is the primary beneficiary of the structure; (2) the VIE is used by JPMorgan Chase to securitize Firm assets; (3) the VIE issues financial instruments with the JPMorgan Chase name; or (4) the entity is a JPMorgan Chase–administered asset-backed commercial paper conduit. Line of Business Transaction Type Activity Form 10-Q page references CCB Credit card securitization trusts Securitization of originated credit card receivables 155 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 155-157 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and other consumer loans 155-157 Multi-seller conduits Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs 157 Municipal bond vehicles Financing of municipal bond investments 157 The Firm also invests in and provides financing and other services to VIEs sponsored by third parties. Refer to pages 158–159 of this Note for more information on consolidated VIE assets and liabilities as well as the VIEs sponsored by third parties. Significant Firm-sponsored VIEs Credit card securitizations As a result of the Firm’s continuing involvement, the Firm is considered to be the primary beneficiary of its Firm-sponsored credit card securitization trust, the Chase Issuance Trust. Firm-sponsored mortgage and other securitization trusts The Firm securitizes (or has securitized) originated and purchased residential mortgages, commercial mortgages and other consumer loans primarily in its CCB and CIB businesses. Depending on the particular transaction, as well as the respective business involved, the Firm may act as the servicer of the loans and/or retain certain beneficial interests in the securitization trusts. The following tables present the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans, holding senior interests or subordinated interests (including amounts required to be held pursuant to credit risk retention rules), recourse or guarantee arrangements, and derivative contracts. In certain instances, the Firm’s only continuing involvement is servicing the loans. The Firm’s maximum loss exposure from retained and purchased interests is the carrying value of these interests. Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e) September 30, 2021 (in millions) Total assets held by securitization VIEs Assets held in consolidated securitization VIEs Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by JPMorgan Chase Securitization-related(a) Residential mortgage: Prime/Alt-A and option ARMs $ 52,280 $ 1,057 $ 43,700 $ 561 $ 572 $ 100 $ 1,233 Subprime 11,430 29 10,537 3 — — 3 Commercial and other(b) 135,904 — 110,012 861 2,443 324 3,628 Total $ 199,614 $ 1,086 $ 164,249 $ 1,425 $ 3,015 $ 424 $ 4,864 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e) December 31, 2020 (in millions) Total assets held by securitization VIEs Assets held in consolidated securitization VIEs Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by JPMorgan Chase Securitization-related(a) Residential mortgage: Prime/Alt-A and option ARMs $ 49,644 $ 1,693 $ 41,265 $ 574 $ 724 $ — $ 1,298 Subprime 12,896 46 12,154 9 — — 9 Commercial and other(b) 119,732 — 92,351 955 1,549 262 2,766 Total $ 182,272 $ 1,739 $ 145,770 $ 1,538 $ 2,273 $ 262 $ 4,073 (a)Excludes U.S. GSEs and government agency securitizations and re-securitizations, which are not Firm-sponsored. (b)Consists of securities backed by commercial real estate loans and non-mortgage-related consumer receivables purchased from third parties. (c)Excludes the following: retained servicing; securities retained from loan sales and securitization activity related to U.S. GSEs and government agencies; interest rate and foreign exchange derivatives primarily used to manage interest rate and foreign exchange risks of securitization entities; senior and subordinated securities of $167 million and $72 million, respectively, at September 30, 2021, and $105 million and $40 million, respectively, at December 31, 2020, which the Firm purchased in connection with CIB’s secondary market-making activities. (d)Includes interests held in re-securitization transactions. (e)As of both September 30, 2021 and December 31, 2020, 73% of the Firm’s retained securitization interests, which are predominantly carried at fair value and include amounts required to be held pursuant to credit risk retention rules, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $1.1 billion and $1.3 billion of investment-grade retained interests, and $131 million and $41 million of noninvestment-grade retained interests at September 30, 2021, and December 31, 2020, respectively. The retained interests in commercial and other securitization trusts consisted of $2.8 billion and $2.0 billion of investment-grade retained interests, and $854 million and $753 million of noninvestment-grade retained interests at September 30, 2021 and December 31, 2020, respectively. Residential mortgage The Firm securitizes residential mortgage loans originated by CCB, as well as residential mortgage loans purchased from third parties by either CCB or CIB. Commercial mortgages and other consumer securitizations CIB originates and securitizes commercial mortgage loans, and engages in underwriting and trading activities involving the securities issued by securitization trusts. Re-securitizations The following table presents the principal amount of securities transferred to re-securitization VIEs. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Transfers of securities to VIEs U.S. GSEs and government agencies $ 11,258 $ 12,488 $ 43,157 $ 27,710 The Firm did not transfer any private label securities to re-securitization VIEs during the three and nine months ended September 30, 2021 and 2020, and retained interests in any such Firm-sponsored VIEs as of September 30, 2021 and December 31, 2020 were immaterial. The following table presents information on the Firm's interests in nonconsolidated re-securitization VIEs. Nonconsolidated re-securitization VIEs (in millions) September 30, 2021 December 31, 2020 U.S. GSEs and government agencies Interest in VIEs $ 2,074 $ 2,631 As of September 30, 2021, and December 31, 2020, the Firm did not consolidate any U.S. GSE and government agency re-securitization VIEs or any Firm-sponsored private-label re-securitization VIEs. Multi-seller conduits In the normal course of business, JPMorgan Chase makes markets in and invests in commercial paper issued by the Firm-administered multi-seller conduits. The Firm held $12.5 billion and $13.5 billion of the commercial paper issued by the Firm-administered multi-seller conduits at September 30, 2021, and December 31, 2020, respectively, which have been eliminated in consolidation. The Firm’s investments reflect the Firm’s funding needs and capacity and were not driven by market illiquidity. Other than the amounts required to be held pursuant to credit risk retention rules, the Firm is not obligated under any agreement to purchase the commercial paper issued by the Firm-administered multi-seller conduits. Deal-specific liquidity facilities, program-wide liquidity and credit enhancement provided by the Firm have been eliminated in consolidation. The Firm or the Firm-administered multi-seller conduits provide lending-related commitments to certain clients of the Firm-administered multi-seller conduits. The unfunded commitments were $12.5 billion and $12.2 billion at September 30, 2021, and December 31, 2020, respectively, and are reported as off-balance sheet lending-related commitments in other unfunded commitments to extend credit. Refer to Note 22 for more information on off-balance sheet lending-related commitments. Municipal bond vehicles Municipal bond vehicles or tender option bond (“TOB”) trusts allow institutions to finance their municipal bond investments at short-term rates. TOB transactions are known as customer TOB trusts and non-customer TOB trusts. Customer TOB trusts are sponsored by a third party. The Firm serves as sponsor for all non-customer TOB transactions. Consolidated VIE assets and liabilities The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of September 30, 2021, and December 31, 2020. Assets Liabilities September 30, 2021 (in millions) Trading assets Loans Other(c) Total assets(d) Beneficial interests in VIE assets(e) Other(f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 10,606 $ 97 $ 10,703 $ 2,396 $ 1 $ 2,397 Firm-administered multi-seller conduits 2 21,077 76 21,155 8,612 37 8,649 Municipal bond vehicles 2,009 — 4 2,013 1,976 — 1,976 Mortgage securitization entities(a) — 1,091 47 1,138 216 90 306 Other — 2,578 (b) 292 2,870 57 106 163 Total $ 2,011 $ 35,352 $ 516 $ 37,879 $ 13,257 $ 234 $ 13,491 Assets Liabilities December 31, 2020 (in millions) Trading assets Loans Other(c) Total assets(d) Beneficial interests in VIE assets(e) Other(f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 11,962 $ 148 $ 12,110 $ 4,943 $ 3 $ 4,946 Firm-administered multi-seller conduits 2 23,787 188 23,977 10,523 33 10,556 Municipal bond vehicles 1,930 — 2 1,932 1,902 — 1,902 Mortgage securitization entities(a) — 1,694 94 1,788 210 108 318 Other 2 176 249 427 — 89 89 Total $ 1,934 $ 37,619 $ 681 $ 40,234 $ 17,578 $ 233 $ 17,811 (a)Includes residential and commercial mortgage securitizations. (b)Predominantly includes purchased supply chain finance receivables and purchased auto loan securitizations in CIB. (c)Includes assets classified as cash and other assets on the Consolidated balance sheets. (d)The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The assets and liabilities include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. (e)The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated balance sheets titled, “Beneficial interests issued by consolidated VIEs”. The holders of these beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. Included in beneficial interests in VIE assets are long-term beneficial interests of $2.7 billion and $5.2 billion at September 30, 2021, and December 31, 2020, respectively. (f)Includes liabilities classified as accounts payable and other liabilities on the Consolidated balance sheets. VIEs sponsored by third parties The Firm enters into transactions with VIEs structured by other parties. These include, for example, acting as a derivative counterparty, liquidity provider, investor, underwriter, placement agent, remarketing agent, trustee or custodian. These transactions are conducted at arm’s-length, and individual credit decisions are based on the analysis of the specific VIE, taking into consideration the quality of the underlying assets. Where the Firm does not have the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance, or a variable interest that could potentially be significant, the Firm generally does not consolidate the VIE, but it records and reports these positions on its Consolidated balance sheets in the same manner it would record and report positions in respect of any other third-party transaction. Tax credit vehicles The Firm holds investments in unconsolidated tax credit vehicles, which are limited partnerships and similar entities that own and operate affordable housing, energy, and other projects. These entities are primarily considered VIEs. A third party is typically the general partner or managing member and has control over the significant activities of the tax credit vehicles, and accordingly the Firm does not consolidate tax credit vehicles. The Firm generally invests in these partnerships as a limited partner and earns a return primarily through the receipt of tax credits allocated to the projects. The maximum loss exposure, represented by equity investments and funding commitments, was $24.7 billion and $23.6 billion, of which $8.6 billion and $8.7 billion was unfunded at September 30, 2021 and December 31, 2020, respectively. The prior-period maximum loss exposure amount has been revised to conform with the current presentation. The Firm assesses each project and to reduce the risk of loss, may withhold varying amounts of its capital investment until the project qualifies for tax credits. Refer to Note 25 of JPMorgan Chase’s 2020 Form 10-K for further information on affordable housing tax credits and Note 22 of this Form 10-Q for more information on off-balance sheet lending-related commitments. Customer municipal bond vehicles (TOB trusts) The Firm may provide various services to customer TOB trusts, including remarketing agent, liquidity or tender option provider. In certain customer TOB transactions, the Firm, as liquidity provider, has entered into a reimbursement agreement with the Residual holder. In those transactions, upon the termination of the vehicle, the Firm has recourse to the third-party Residual holders for any shortfall. The Firm does not have any intent to protect Residual holders from potential losses on any of the underlying municipal bonds. The Firm does not consolidate customer TOB trusts, since the Firm does not have the power to make decisions that significantly impact the economic performance of the municipal bond vehicle. The Firm’s maximum exposure as a liquidity provider to customer TOB trusts at September 30, 2021 and December 31, 2020 was $6.9 billion and $6.7 billion, respectively. The fair value of assets held by such VIEs at September 30, 2021 and December 31, 2020 was $10.6 billion and $10.5 billion, respectively. Loan securitizations The Firm has securitized and sold a variety of loans, including residential mortgages, credit card receivables, and commercial mortgages. Securitization activity The following table provides information related to the Firm’s securitization activities for the three and nine months ended September 30, 2021 and 2020, related to assets held in Firm-sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved at the time of the securitization. Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 (in millions) Residential mortgage(d) Commercial and other(e) Residential mortgage(d) Commercial and other(e) Residential mortgage(d) Commercial and other(e) Residential mortgage(d) Commercial and other(e) Principal securitized $ 8,245 $ 4,426 $ 2,852 $ 1,330 $ 16,437 $ 9,214 $ 6,450 $ 5,379 All cash flows during the period:(a) Proceeds received from loan sales as financial instruments(b)(c) $ 8,424 $ 4,456 $ 2,955 $ 1,392 $ 16,876 $ 9,335 $ 6,645 $ 5,577 Servicing fees collected 39 — 54 1 121 — 165 1 Cash flows received on interests 121 92 207 78 477 215 538 138 (a)Excludes re-securitization transactions. (b)Predominantly includes Level 2 assets. (c)The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. (d)Represents prime mortgages. Excludes loan securitization activity related to U.S. GSEs and government agencies. (e)Includes commercial mortgage and other consumer loans. Loans and excess MSRs sold to U.S. government-sponsored enterprises and loans in securitization transactions pursuant to Ginnie Mae guidelines In addition to the amounts reported in the securitization activity tables above, the Firm, in the normal course of business, sells originated and purchased mortgage loans and certain originated excess MSRs on a nonrecourse basis, predominantly to U.S. GSEs. These loans and excess MSRs are sold primarily for the purpose of securitization by the U.S. GSEs, who provide certain guarantee provisions (e.g., credit enhancement of the loans). The Firm also sells loans into securitization transactions pursuant to Ginnie Mae guidelines; these loans are typically insured or guaranteed by another U.S. government agency. The Firm does not consolidate the securitization vehicles underlying these transactions as it is not the primary beneficiary. For a limited number of loan sales, the Firm is obligated to share a portion of the credit risk associated with the sold loans with the purchaser. Refer to Note 22 of this Form 10-Q for additional information about the Firm’s loan sales- and securitization-related indemnifications and Note 14 for additional information about the impact of the Firm’s sale of certain excess MSRs. The following table summarizes the activities related to loans sold to the U.S. GSEs, and loans in securitization transactions pursuant to Ginnie Mae guidelines. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Carrying value of loans sold $ 29,033 $ 18,065 $ 76,639 $ 60,447 Proceeds received from loan sales as cash 70 5 110 27 Proceeds from loan sales as securities(a)(b) 28,549 17,858 75,331 59,795 Total proceeds received from loan sales(c) $ 28,619 $ 17,863 $ 75,441 $ 59,822 Gains/(losses) on loan sales(d)(e) $ — $ — $ 4 $ 6 (a)Includes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt or retained as part of the Firm’s investment securities portfolio. (b)Included in level 2 assets. (c)Excludes the value of MSRs retained upon the sale of loans. (d)Gains/(losses) on loan sales include the value of MSRs. (e)The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. Options to repurchase delinquent loans In addition to the Firm’s obligation to repurchase certain loans due to material breaches of representations and warranties as discussed in Note 22, the Firm also has the option to repurchase delinquent loans that it services for Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm typically elects to repurchase delinquent loans from Ginnie Mae loan pools as it continues to service them and/or manage the foreclosure process in accordance with the applicable requirements, and such loans continue to be insured or guaranteed. When the Firm’s repurchase option becomes exercisable, such loans must be reported on the Consolidated balance sheets as a loan with a corresponding liability. Refer to Note 11 for additional information. The following table presents loans the Firm repurchased or had an option to repurchase, real estate owned, and foreclosed government-guaranteed residential mortgage loans recognized on the Firm’s Consolidated balance sheets as of September 30, 2021 and December 31, 2020. Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) Sep 30, 2021 Dec 31, 2020 Loans repurchased or option to repurchase(a) $ 1,103 $ 1,413 Real estate owned 5 9 Foreclosed government-guaranteed residential mortgage loans(b) 44 64 (a)Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools. (b)Relates to voluntary repurchases of loans, which are included in accrued interest and accounts receivable. Loan delinquencies and liquidation losses The table below includes information about components of and delinquencies related to nonconsolidated securitized financial assets held in Firm-sponsored private-label securitization entities, in which the Firm has continuing involvement as of September 30, 2021, and December 31, 2020. Net liquidation losses Securitized assets 90 days past due Three months ended September 30, Nine months ended September 30, (in millions) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 2021 2020 2021 2020 Securitized loans Residential mortgage: Prime / Alt-A & option ARMs $ 43,700 $ 41,265 $ 3,160 $ 4,988 $ — $ 9 $ 14 $ 184 Subprime 10,537 12,154 1,808 2,406 — 24 18 159 Commercial and other 110,012 92,351 3,254 5,958 244 — 265 11 Total loans securitized $ 164,249 $ 145,770 $ 8,222 $ 13,352 $ 244 $ 33 $ 297 $ 354 Refer to Note 1 of JPMorgan Chase’s 2020 Form 10-K for a further description of JPMorgan Chase’s accounting policies regarding consolidation of VIEs. Refer to Note 14 of JPMorgan Chase's 2020 Form 10-K for a detailed discussion of VIEs, including the Firm’s accounting policies regarding securitizations. Refer to Note 1 of JPMorgan Chase’s 2020 Form 10-K for a further description of JPMorgan Chase’s accounting policies regarding consolidation of VIEs. Refer to Note 14 of JPMorgan Chase's 2020 Form 10-K for a detailed discussion of VIEs, including the Firm’s accounting policies regarding securitizations. The following table summarizes the most significant types of Firm-sponsored VIEs by business segment. The Firm considers a “Firm-sponsored” VIE to include any entity where: (1) JPMorgan Chase is the primary beneficiary of the structure; (2) the VIE is used by JPMorgan Chase to securitize Firm assets; (3) the VIE issues financial instruments with the JPMorgan Chase name; or (4) the entity is a JPMorgan Chase–administered asset-backed commercial paper conduit. The following table summarizes the most significant types of Firm-sponsored VIEs by business segment. The Firm considers a “Firm-sponsored” VIE to include any entity where: (1) JPMorgan Chase is the primary beneficiary of the structure; (2) the VIE is used by JPMorgan Chase to securitize Firm assets; (3) the VIE issues financial instruments with the JPMorgan Chase name; or (4) the entity is a JPMorgan Chase–administered asset-backed commercial paper conduit. Line of Business Transaction Type Activity Form 10-Q page references CCB Credit card securitization trusts Securitization of originated credit card receivables 155 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 155-157 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and other consumer loans 155-157 Multi-seller conduits Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs 157 Municipal bond vehicles Financing of municipal bond investments 157 Line of Business Transaction Type Activity Form 10-Q page references CCB Credit card securitization trusts Securitization of originated credit card receivables 155 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 155-157 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and other consumer loans 155-157 Multi-seller conduits Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs 157 Municipal bond vehicles Financing of municipal bond investments 157 The Firm also invests in and provides financing and other services to VIEs sponsored by third parties. Refer to pages 158–159 of this Note for more information on consolidated VIE assets and liabilities as well as the VIEs sponsored by third parties. The Firm also invests in and provides financing and other services to VIEs sponsored by third parties. Refer to pages 158–159 of this Note for more information on consolidated VIE assets and liabilities as well as the VIEs sponsored by third parties. Significant Firm-sponsored VIEs Significant Firm-sponsored VIEs Credit card securitizations As a result of the Firm’s continuing involvement, the Firm is considered to be the primary beneficiary of its Firm-sponsored credit card securitization trust, the Chase Issuance Trust. Firm-sponsored mortgage and other securitization trusts The Firm securitizes (or has securitized) originated and purchased residential mortgages, commercial mortgages and other consumer loans primarily in its CCB and CIB businesses. Depending on the particular transaction, as well as the respective business involved, the Firm may act as the servicer of the loans and/or retain certain beneficial interests in the securitization trusts. Credit card securitizations As a result of the Firm’s continuing involvement, the Firm is considered to be the primary beneficiary of its Firm-sponsored credit card securitization trust, the Chase Issuance Trust. Credit card securitizations Credit card securitizations As a result of the Firm’s continuing involvement, the Firm is considered to be the primary beneficiary of its Firm-sponsored credit card securitization trust, the Chase Issuance Trust. As a result of the Firm’s continuing involvement, the Firm is considered to be the primary beneficiary of its Firm-sponsored credit card securitization trust, the Chase Issuance Trust. Firm-sponsored mortgage and other securitization trusts The Firm securitizes (or has securitized) originated and purchased residential mortgages, commercial mortgages and other consumer loans primarily in its CCB and CIB businesses. Depending on the particular transaction, as well as the respective business involved, the Firm may act as the servicer of the loans and/or retain certain beneficial interests in the securitization trusts. Firm-sponsored mortgage and other securitization trusts Firm-sponsored mortgage and other securitization trusts The Firm securitizes (or has securitized) originated and purchased residential mortgages, commercial mortgages and other consumer loans primarily in its CCB and CIB businesses. Depending on the particular transaction, as well as the respective business involved, the Firm may act as the servicer of the loans and/or retain certain beneficial interests in the securitization trusts. The Firm securitizes (or has securitized) originated and purchased residential mortgages, commercial mortgages and other consumer loans primarily in its CCB and CIB businesses. Depending on the particular transaction, as well as the respective business involved, the Firm may act as the servicer of the loans and/or retain certain beneficial interests in the securitization trusts. The following tables present the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans, holding senior interests or subordinated interests (including amounts required to be held pursuant to credit risk retention rules), recourse or guarantee arrangements, and derivative contracts. In certain instances, the Firm’s only continuing involvement is servicing the loans. The Firm’s maximum loss exposure from retained and purchased interests is the carrying value of these interests. The following tables present the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans, holding senior interests or subordinated interests (including amounts required to be held pursuant to credit The following tables present the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans, holding senior interests or subordinated interests (including amounts required to be held pursuant to credit The following tables present the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans, holding senior interests or subordinated interests (including amounts required to be held pursuant to credit risk retention rules), recourse or guarantee arrangements, and derivative contracts. In certain instances, the Firm’s only continuing involvement is servicing the loans. The Firm’s maximum loss exposure from retained and purchased interests is the carrying value of these interests. risk retention rules), recourse or guarantee arrangements, and derivative contracts. In certain instances, the Firm’s only continuing involvement is servicing the loans. The Firm’s maximum loss exposure from retained and purchased interests is the carrying value of these interests. risk retention rules), recourse or guarantee arrangements, and derivative contracts. In certain instances, the Firm’s only continuing involvement is servicing the loans. The Firm’s maximum loss exposure from retained and purchased interests is the carrying value of these interests. Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e) September 30, 2021 (in millions) Total assets held by securitization VIEs Assets held in consolidated securitization VIEs Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by JPMorgan Chase Securitization-related(a) Residential mortgage: Prime/Alt-A and option ARMs $ 52,280 $ 1,057 $ 43,700 $ 561 $ 572 $ 100 $ 1,233 Subprime 11,430 29 10,537 3 — — 3 Commercial and other(b) 135,904 — 110,012 861 2,443 324 3,628 Total $ 199,614 $ 1,086 $ 164,249 $ 1,425 $ 3,015 $ 424 $ 4,864 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e) JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) September 30, 2021 (in millions) Total assets held by securitization VIEs Assets held in consolidated securitization VIEs Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by JPMorgan Chase Securitization-related(a) Securitization-related (a) Residential mortgage: Prime/Alt-A and option ARMs $ 52,280 $ 1,057 $ 43,700 $ 561 $ 572 $ 100 $ 1,233 Subprime 11,430 29 10,537 3 — — 3 Commercial and other(b) Commercial and other (b) 135,904 — 110,012 861 2,443 324 3,628 Total $ 199,614 $ 1,086 $ 164,249 $ 1,425 $ 3,015 $ 424 $ 4,864 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e) December 31, 2020 (in millions) Total assets held by securitization VIEs Assets held in consolidated securitization VIEs Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by JPMorgan Chase Securitization-related(a) Residential mortgage: Prime/Alt-A and option ARMs $ 49,644 $ 1,693 $ 41,265 $ 574 $ 724 $ — $ 1,298 Subprime 12,896 46 12,154 9 — — 9 Commercial and other(b) 119,732 — 92,351 955 1,549 262 2,766 Total $ 182,272 $ 1,739 $ 145,770 $ 1,538 $ 2,273 $ 262 $ 4,073 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e) JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2020 (in millions) Total assets held by securitization VIEs Assets held in consolidated securitization VIEs Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by JPMorgan Chase Securitization-related(a) Securitization-related (a) Residential mortgage: Prime/Alt-A and option ARMs $ 49,644 $ 1,693 $ 41,265 $ 574 $ 724 $ — $ 1,298 Subprime 12,896 46 12,154 9 — — 9 Commercial and other(b) Commercial and other (b) 119,732 — 92,351 955 1,549 262 2,766 Total $ 182,272 $ 1,739 $ 145,770 $ 1,538 $ 2,273 $ 262 $ 4,073 (a)Excludes U.S. GSEs and government agency securitizations and re-securitizations, which are not Firm-sponsored. (a) Excludes U.S. GSEs and government agency securitizations and re-securitizations, which are not Firm-sponsored. (b)Consists of securities backed by commercial real estate loans and non-mortgage-related consumer receivables purchased from third parties. (b) Consists of securities backed by commercial real estate loans and non-mortgage-related consumer receivables purchased from third parties. (c)Excludes the following: retained servicing; securities retained from loan sales and securitization activity related to U.S. GSEs and government agencies; interest rate and foreign exchange derivatives primarily used to manage interest rate and foreign exchange risks of securitization entities; senior and subordinated securities of $167 million and $72 million, respectively, at September 30, 2021, and $105 million and $40 million, respectively, at December 31, 2020, which the Firm purchased in connection with CIB’s secondary market-making activities. (c) Excludes the following: retained servicing; securities retained from loan sales and securitization activity related to U.S. GSEs and government agencies; interest rate and foreign exchange derivatives primarily used to manage interest rate and foreign exchange risks of securitization entities; senior and subordinated securities of $167 million and $72 million, respectively, at September 30, 2021, and $105 million and $40 million, respectively, at December 31, 2020, which the Firm purchased in connection with CIB’s secondary market-making activities. (d)Includes interests held in re-securitization transactions. (d) Includes interests held in re-securitization transactions. (e)As of both September 30, 2021 and December 31, 2020, 73% of the Firm’s retained securitization interests, which are predominantly carried at fair value and include amounts required to be held pursuant to credit risk retention rules, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $1.1 billion and $1.3 billion of investment-grade retained interests, and $131 million and $41 million of noninvestment-grade retained interests at September 30, 2021, and December 31, 2020, respectively. The retained interests in commercial and other securitization trusts consisted of $2.8 billion and $2.0 billion of investment-grade retained interests, and $854 million and $753 million of noninvestment-grade retained interests at September 30, 2021 and December 31, 2020, respectively. (e) As of both September 30, 2021 and December 31, 2020, 73% of the Firm’s retained securitization interests, which are predominantly carried at fair value and include amounts required to be held pursuant to credit risk retention rules, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $1.1 billion and $1.3 billion of investment-grade retained interests, and $131 million and $41 million of noninvestment-grade retained interests at September 30, 2021, and December 31, 2020, respectively. The retained interests in commercial and other securitization trusts consisted of $2.8 billion and $2.0 billion of investment-grade retained interests, and $854 million and $753 million of noninvestment-grade retained interests at September 30, 2021 and December 31, 2020, respectively. Residential mortgage The Firm securitizes residential mortgage loans originated by CCB, as well as residential mortgage loans purchased from third parties by either CCB or CIB. Commercial mortgages and other consumer securitizations CIB originates and securitizes commercial mortgage loans, and engages in underwriting and trading activities involving the securities issued by securitization trusts. Re-securitizations The following table presents the principal amount of securities transferred to re-securitization VIEs. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Transfers of securities to VIEs U.S. GSEs and government agencies $ 11,258 $ 12,488 $ 43,157 $ 27,710 The Firm did not transfer any private label securities to re-securitization VIEs during the three and nine months ended September 30, 2021 and 2020, and retained interests in any such Firm-sponsored VIEs as of September 30, 2021 and December 31, 2020 were immaterial. The following table presents information on the Firm's interests in nonconsolidated re-securitization VIEs. Nonconsolidated re-securitization VIEs (in millions) September 30, 2021 December 31, 2020 U.S. GSEs and government agencies Interest in VIEs $ 2,074 $ 2,631 As of September 30, 2021, and December 31, 2020, the Firm did not consolidate any U.S. GSE and government agency re-securitization VIEs or any Firm-sponsored private-label re-securitization VIEs. Residential mortgage Residential mortgage The Firm securitizes residential mortgage loans originated by CCB, as well as residential mortgage loans purchased from third parties by either CCB or CIB. The Firm securitizes residential mortgage loans originated by CCB, as well as residential mortgage loans purchased from third parties by either CCB or CIB. Commercial mortgages and other consumer securitizations Commercial mortgages and other consumer securitizations CIB originates and securitizes commercial mortgage loans, and engages in underwriting and trading activities involving the securities issued by securitization trusts. CIB originates and securitizes commercial mortgage loans, and engages in underwriting and trading activities involving the securities issued by securitization trusts. Re-securitizations Re-securitizations The following table presents the principal amount of securities transferred to re-securitization VIEs. The following table presents the principal amount of securities transferred to re-securitization VIEs. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Transfers of securities to VIEs U.S. GSEs and government agencies $ 11,258 $ 12,488 $ 43,157 $ 27,710 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Transfers of securities to VIEs Transfers of securities to VIEs U.S. GSEs and government agencies $ 11,258 $ 12,488 $ 43,157 $ 27,710 The Firm did not transfer any private label securities to re-securitization VIEs during the three and nine months ended September 30, 2021 and 2020, and retained interests in any such Firm-sponsored VIEs as of September 30, 2021 and December 31, 2020 were immaterial. The Firm did not transfer any private label securities to re-securitization VIEs during the three and nine months ended September 30, 2021 and 2020, and retained interests in any such Firm-sponsored VIEs as of September 30, 2021 and December 31, 2020 were immaterial. The following table presents information on the Firm's interests in nonconsolidated re-securitization VIEs. The following table presents information on the Firm's interests in nonconsolidated re-securitization VIEs. Nonconsolidated re-securitization VIEs (in millions) September 30, 2021 December 31, 2020 U.S. GSEs and government agencies Interest in VIEs $ 2,074 $ 2,631 Nonconsolidated re-securitization VIEs (in millions) September 30, 2021 December 31, 2020 U.S. GSEs and government agencies U.S. GSEs and government agencies Interest in VIEs Interest in VIEs $ 2,074 $ 2,631 As of September 30, 2021, and December 31, 2020, the Firm did not consolidate any U.S. GSE and government agency re-securitization VIEs or any Firm-sponsored private-label re-securitization VIEs. As of September 30, 2021, and December 31, 2020, the Firm did not consolidate any U.S. GSE and government agency re-securitization VIEs or any Firm-sponsored private-label re-securitization VIEs. Multi-seller conduits In the normal course of business, JPMorgan Chase makes markets in and invests in commercial paper issued by the Firm-administered multi-seller conduits. The Firm held $12.5 billion and $13.5 billion of the commercial paper issued by the Firm-administered multi-seller conduits at September 30, 2021, and December 31, 2020, respectively, which have been eliminated in consolidation. The Firm’s investments reflect the Firm’s funding needs and capacity and were not driven by market illiquidity. Other than the amounts required to be held pursuant to credit risk retention rules, the Firm is not obligated under any agreement to purchase the commercial paper issued by the Firm-administered multi-seller conduits. Deal-specific liquidity facilities, program-wide liquidity and credit enhancement provided by the Firm have been eliminated in consolidation. The Firm or the Firm-administered multi-seller conduits provide lending-related commitments to certain clients of the Firm-administered multi-seller conduits. The unfunded commitments were $12.5 billion and $12.2 billion at September 30, 2021, and December 31, 2020, respectively, and are reported as off-balance sheet lending-related commitments in other unfunded commitments to extend credit. Refer to Note 22 for more information on off-balance sheet lending-related commitments. Municipal bond vehicles Municipal bond vehicles or tender option bond (“TOB”) trusts allow institutions to finance their municipal bond investments at short-term rates. TOB transactions are known as customer TOB trusts and non-customer TOB trusts. Customer TOB trusts are sponsored by a third party. The Firm serves as sponsor for all non-customer TOB transactions. Multi-seller conduits Multi-seller conduits In the normal course of business, JPMorgan Chase makes markets in and invests in commercial paper issued by the Firm-administered multi-seller conduits. The Firm held $12.5 billion and $13.5 billion of the commercial paper issued by the Firm-administered multi-seller conduits at September 30, 2021, and December 31, 2020, respectively, which have been eliminated in consolidation. The Firm’s investments reflect the Firm’s funding needs and capacity and were not driven by market illiquidity. Other than the amounts required to be held pursuant to credit risk retention rules, the Firm is not obligated under any agreement to purchase the commercial paper issued by the Firm-administered multi-seller conduits. In the normal course of business, JPMorgan Chase makes markets in and invests in commercial paper issued by the Firm-administered multi-seller conduits. The Firm held $12.5 billion and $13.5 billion of the commercial paper issued by the Firm-administered multi-seller conduits at September 30, 2021, and December 31, 2020, respectively, which have been eliminated in consolidation. The Firm’s investments reflect the Firm’s funding needs and capacity and were not driven by market illiquidity. Other than the amounts required to be held pursuant to credit risk retention rules, the Firm is not obligated under any agreement to purchase the commercial paper issued by the Firm-administered multi-seller conduits. Deal-specific liquidity facilities, program-wide liquidity and credit enhancement provided by the Firm have been eliminated in consolidation. The Firm or the Firm-administered multi-seller conduits provide lending-related commitments to certain clients of the Firm-administered multi-seller conduits. The unfunded commitments were $12.5 billion and $12.2 billion at September 30, 2021, and December 31, 2020, respectively, and are reported as off-balance sheet lending-related commitments in other unfunded commitments to extend credit. Refer to Note 22 for more information on off-balance sheet lending-related commitments. Deal-specific liquidity facilities, program-wide liquidity and credit enhancement provided by the Firm have been eliminated in consolidation. The Firm or the Firm-administered multi-seller conduits provide lending-related commitments to certain clients of the Firm-administered multi-seller conduits. The unfunded commitments were $12.5 billion and $12.2 billion at September 30, 2021, and December 31, 2020, respectively, and are reported as off-balance sheet lending-related commitments in other unfunded commitments to extend credit. Refer to Note 22 for more information on off-balance sheet lending-related commitments. Municipal bond vehicles Municipal bond vehicles Municipal bond vehicles or tender option bond (“TOB”) trusts allow institutions to finance their municipal bond investments at short-term rates. TOB transactions are known as customer TOB trusts and non-customer TOB trusts. Customer TOB trusts are sponsored by a third party. Municipal bond vehicles or tender option bond (“TOB”) trusts allow institutions to finance their municipal bond investments at short-term rates. TOB transactions are known as customer TOB trusts and non-customer TOB trusts. Customer TOB trusts are sponsored by a third party. The Firm serves as sponsor for all non-customer TOB transactions. The Firm serves as sponsor for all non-customer TOB transactions. Consolidated VIE assets and liabilities Consolidated VIE assets and liabilities The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of September 30, 2021, and December 31, 2020. The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of September 30, 2021, and December 31, 2020. Assets Liabilities September 30, 2021 (in millions) Trading assets Loans Other(c) Total assets(d) Beneficial interests in VIE assets(e) Other(f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 10,606 $ 97 $ 10,703 $ 2,396 $ 1 $ 2,397 Firm-administered multi-seller conduits 2 21,077 76 21,155 8,612 37 8,649 Municipal bond vehicles 2,009 — 4 2,013 1,976 — 1,976 Mortgage securitization entities(a) — 1,091 47 1,138 216 90 306 Other — 2,578 (b) 292 2,870 57 106 163 Total $ 2,011 $ 35,352 $ 516 $ 37,879 $ 13,257 $ 234 $ 13,491 Assets Liabilities December 31, 2020 (in millions) Trading assets Loans Other(c) Total assets(d) Beneficial interests in VIE assets(e) Other(f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 11,962 $ 148 $ 12,110 $ 4,943 $ 3 $ 4,946 Firm-administered multi-seller conduits 2 23,787 188 23,977 10,523 33 10,556 Municipal bond vehicles 1,930 — 2 1,932 1,902 — 1,902 Mortgage securitization entities(a) — 1,694 94 1,788 210 108 318 Other 2 176 249 427 — 89 89 Total $ 1,934 $ 37,619 $ 681 $ 40,234 $ 17,578 $ 233 $ 17,811 Assets Liabilities September 30, 2021 (in millions) Trading assets Loans Other(c) Other (c) Total Total assets(d) assets (d) Beneficial interests in Beneficial interests in VIE assets(e) VIE assets (e) Other(f) Other (f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 10,606 $ 97 $ 10,703 $ 2,396 $ 1 $ 2,397 Firm-administered multi-seller conduits 2 21,077 76 21,155 8,612 37 8,649 Municipal bond vehicles 2,009 — 4 2,013 1,976 — 1,976 Mortgage securitization entities(a) Mortgage securitization entities (a) — 1,091 47 1,138 216 90 306 Other — 2,578 (b) (b) 292 2,870 57 106 163 Total $ 2,011 $ 35,352 $ 516 $ 37,879 $ 13,257 $ 234 $ 13,491 Assets Liabilities December 31, 2020 (in millions) Trading assets Loans Other(c) Other (c) Total Total assets(d) assets (d) Beneficial interests in Beneficial interests in VIE assets(e) VIE assets (e) Other(f) Other (f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 11,962 $ 148 $ 12,110 $ 4,943 $ 3 $ 4,946 Firm-administered multi-seller conduits 2 23,787 188 23,977 10,523 33 10,556 Municipal bond vehicles 1,930 — 2 1,932 1,902 — 1,902 Mortgage securitization entities(a) Mortgage securitization entities (a) — 1,694 94 1,788 210 108 318 Other 2 176 249 427 — 89 89 Total $ 1,934 $ 37,619 $ 681 $ 40,234 $ 17,578 $ 233 $ 17,811 (a)Includes residential and commercial mortgage securitizations. (a) Includes residential and commercial mortgage securitizations. (b)Predominantly includes purchased supply chain finance receivables and purchased auto loan securitizations in CIB. (b) Predominantly includes purchased supply chain finance receivables and purchased auto loan securitizations in CIB. (c)Includes assets classified as cash and other assets on the Consolidated balance sheets. (c) Includes assets classified as cash and other assets on the Consolidated balance sheets. (d)The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The assets and liabilities include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. (d) The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The assets and liabilities include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. (e)The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated balance sheets titled, “Beneficial interests issued by consolidated VIEs”. The holders of these beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. Included in beneficial interests in VIE assets are long-term beneficial interests of $2.7 billion and $5.2 billion at September 30, 2021, and December 31, 2020, respectively. (e) The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated balance sheets titled, “Beneficial interests issued by consolidated VIEs”. The holders of these beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. Included in beneficial interests in VIE assets are long-term beneficial interests of $2.7 billion and $5.2 billion at September 30, 2021, and December 31, 2020, respectively. (f)Includes liabilities classified as accounts payable and other liabilities on the Consolidated balance sheets. (f) Includes liabilities classified as accounts payable and other liabilities on the Consolidated balance sheets. VIEs sponsored by third parties VIEs sponsored by third parties The Firm enters into transactions with VIEs structured by other parties. These include, for example, acting as a derivative counterparty, liquidity provider, investor, underwriter, placement agent, remarketing agent, trustee or custodian. These transactions are conducted at arm’s-length, and individual credit decisions are based on the analysis of the specific VIE, taking into consideration the quality of the underlying assets. Where the Firm does not have the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance, or a variable interest that could potentially be significant, the Firm generally does not consolidate the VIE, but it records and reports these positions on its Consolidated balance sheets in the same manner it would record and report positions in respect of any other third-party transaction. Tax credit vehicles The Firm holds investments in unconsolidated tax credit vehicles, which are limited partnerships and similar entities that own and operate affordable housing, energy, and other projects. These entities are primarily considered VIEs. A third party is typically the general partner or managing member and has control over the significant activities of the tax credit vehicles, and accordingly the Firm does not consolidate tax credit vehicles. The Firm generally invests in these partnerships as a limited partner and earns a return primarily through the receipt of tax credits allocated to the projects. The maximum loss exposure, represented by equity investments and funding commitments, was $24.7 billion and $23.6 billion, of which $8.6 billion and $8.7 billion was unfunded at September 30, 2021 and December 31, 2020, respectively. The prior-period maximum loss exposure amount has been revised to conform with the current presentation. The Firm assesses each project and to reduce the risk of loss, may withhold varying amounts of its capital investment until the project qualifies for tax credits. Refer to Note 25 of JPMorgan Chase’s 2020 Form 10-K for further information on affordable housing tax credits and Note 22 of this Form 10-Q for more information on off-balance sheet lending-related commitments. The Firm enters into transactions with VIEs structured by other parties. These include, for example, acting as a derivative counterparty, liquidity provider, investor, underwriter, placement agent, remarketing agent, trustee or custodian. These transactions are conducted at arm’s-length, and individual credit decisions are based on the analysis of the specific VIE, taking into consideration the quality of the underlying assets. Where the Firm does not have the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance, or a variable interest that could potentially be significant, the Firm generally does not consolidate the VIE, but it records and reports these positions on its Consolidated balance sheets in the same manner it would record and report positions in respect of any other third-party transaction. Tax credit vehicles The Firm holds investments in unconsolidated tax credit vehicles, which are limited partnerships and similar entities that own and operate affordable housing, energy, and other projects. These entities are primarily considered VIEs. A third party is typically the general partner or managing The Firm enters into transactions with VIEs structured by other parties. These include, for example, acting as a derivative counterparty, liquidity provider, investor, underwriter, placement agent, remarketing agent, trustee or custodian. These transactions are conducted at arm’s-length, and individual credit decisions are based on the analysis of the specific VIE, taking into consideration the quality of the underlying assets. Where the Firm does not have the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance, or a variable interest that could potentially be significant, the Firm generally does not consolidate the VIE, but it records and reports these positions on its Consolidated balance sheets in the same manner it would record and report positions in respect of any other third-party transaction. The Firm enters into transactions with VIEs structured by other parties. These include, for example, acting as a derivative counterparty, liquidity provider, investor, underwriter, placement agent, remarketing agent, trustee or custodian. These transactions are conducted at arm’s-length, and individual credit decisions are based on the analysis of the specific VIE, taking into consideration the quality of the underlying assets. Where the Firm does not have the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance, or a variable interest that could potentially be significant, the Firm generally does not consolidate the VIE, but it records and reports these positions on its Consolidated balance sheets in the same manner it would record and report positions in respect of any other third-party transaction. Tax credit vehicles Tax credit vehicles The Firm holds investments in unconsolidated tax credit vehicles, which are limited partnerships and similar entities that own and operate affordable housing, energy, and other projects. These entities are primarily considered VIEs. A third party is typically the general partner or managing The Firm holds investments in unconsolidated tax credit vehicles, which are limited partnerships and similar entities that own and operate affordable housing, energy, and other projects. These entities are primarily considered VIEs. A third party is typically the general partner or managing member and has control over the significant activities of the tax credit vehicles, and accordingly the Firm does not consolidate tax credit vehicles. The Firm generally invests in these partnerships as a limited partner and earns a return primarily through the receipt of tax credits allocated to the projects. The maximum loss exposure, represented by equity investments and funding commitments, was $24.7 billion and $23.6 billion, of which $8.6 billion and $8.7 billion was unfunded at September 30, 2021 and December 31, 2020, respectively. The prior-period maximum loss exposure amount has been revised to conform with the current presentation. The Firm assesses each project and to reduce the risk of loss, may withhold varying amounts of its capital investment until the project qualifies for tax credits. Refer to Note 25 of JPMorgan Chase’s 2020 Form 10-K for further information on affordable housing tax credits and Note 22 of this Form 10-Q for more information on off-balance sheet lending-related commitments. member and has control over the significant activities of the tax credit vehicles, and accordingly the Firm does not consolidate tax credit vehicles. The Firm generally invests in these partnerships as a limited partner and earns a return primarily through the receipt of tax credits allocated to the projects. The maximum loss exposure, represented by equity investments and funding commitments, was $24.7 billion and $23.6 billion, of which $8.6 billion and $8.7 billion was unfunded at September 30, 2021 and December 31, 2020, respectively. The prior-period maximum loss exposure amount has been revised to conform with the current presentation. The Firm assesses each project and to reduce the risk of loss, may withhold varying amounts of its capital investment until the project qualifies for tax credits. Refer to Note 25 of JPMorgan Chase’s 2020 Form 10-K for further information on affordable housing tax credits and Note 22 of this Form 10-Q for more information on off-balance sheet lending-related commitments. member and has control over the significant activities of the tax credit vehicles, and accordingly the Firm does not consolidate tax credit vehicles. The Firm generally invests in these partnerships as a limited partner and earns a return primarily through the receipt of tax credits allocated to the projects. The maximum loss exposure, represented by equity investments and funding commitments, was $24.7 billion and $23.6 billion, of which $8.6 billion and $8.7 billion was unfunded at September 30, 2021 and December 31, 2020, respectively. The prior-period maximum loss exposure amount has been revised to conform with the current presentation. The Firm assesses each project and to reduce the risk of loss, may withhold varying amounts of its capital investment until the project qualifies for tax credits. Refer to Note 25 of JPMorgan Chase’s 2020 Form 10-K for further information on affordable housing tax credits and Note 22 of this Form 10-Q for more information on off-balance sheet lending-related commitments. Customer municipal bond vehicles (TOB trusts) The Firm may provide various services to customer TOB trusts, including remarketing agent, liquidity or tender option provider. In certain customer TOB transactions, the Firm, as liquidity provider, has entered into a reimbursement agreement with the Residual holder. In those transactions, upon the termination of the vehicle, the Firm has recourse to the third-party Residual holders for any shortfall. The Firm does not have any intent to protect Residual holders from potential losses on any of the underlying municipal bonds. The Firm does not consolidate customer TOB trusts, since the Firm does not have the power to make decisions that significantly impact the economic performance of the municipal bond vehicle. The Firm’s maximum exposure as a liquidity provider to customer TOB trusts at September 30, 2021 and December 31, 2020 was $6.9 billion and $6.7 billion, respectively. The fair value of assets held by such VIEs at September 30, 2021 and December 31, 2020 was $10.6 billion and $10.5 billion, respectively. Loan securitizations The Firm has securitized and sold a variety of loans, including residential mortgages, credit card receivables, and commercial mortgages. Customer municipal bond vehicles (TOB trusts) The Firm may provide various services to customer TOB trusts, including remarketing agent, liquidity or tender option provider. In certain customer TOB transactions, the Firm, as liquidity provider, has entered into a reimbursement agreement with the Residual holder. In those transactions, upon the termination of the vehicle, the Firm has recourse to the third-party Residual holders for any shortfall. The Firm does not have any intent to protect Residual holders from potential losses on any of the underlying municipal bonds. The Firm does not consolidate customer TOB trusts, since the Firm does not have the power to make decisions that significantly impact the economic performance of the municipal bond vehicle. Customer municipal bond vehicles (TOB trusts) Customer municipal bond vehicles (TOB trusts) The Firm may provide various services to customer TOB trusts, including remarketing agent, liquidity or tender option provider. In certain customer TOB transactions, the Firm, as liquidity provider, has entered into a reimbursement agreement with the Residual holder. The Firm may provide various services to customer TOB trusts, including remarketing agent, liquidity or tender option provider. In certain customer TOB transactions, the Firm, as liquidity provider, has entered into a reimbursement agreement with the Residual holder. In those transactions, upon the termination of the vehicle, the Firm has recourse to the third-party Residual holders for any shortfall. The Firm does not have any intent to protect Residual holders from potential losses on any of the underlying municipal bonds. The Firm does not consolidate customer TOB trusts, since the Firm does not have the power to make decisions that significantly impact the economic performance of the municipal bond vehicle. In those transactions, upon the termination of the vehicle, the Firm has recourse to the third-party Residual holders for any shortfall. The Firm does not have any intent to protect Residual holders from potential losses on any of the underlying municipal bonds. The Firm does not consolidate customer TOB trusts, since the Firm does not have the power to make decisions that significantly impact the economic performance of the municipal bond vehicle. The Firm’s maximum exposure as a liquidity provider to customer TOB trusts at September 30, 2021 and December 31, 2020 was $6.9 billion and $6.7 billion, respectively. The fair value of assets held by such VIEs at September 30, 2021 and December 31, 2020 was $10.6 billion and $10.5 billion, respectively. Loan securitizations The Firm has securitized and sold a variety of loans, including residential mortgages, credit card receivables, and commercial mortgages. The Firm’s maximum exposure as a liquidity provider to customer TOB trusts at September 30, 2021 and December 31, 2020 was $6.9 billion and $6.7 billion, respectively. The fair value of assets held by such VIEs at September 30, 2021 and December 31, 2020 was $10.6 billion and $10.5 billion, respectively. The Firm’s maximum exposure as a liquidity provider to customer TOB trusts at September 30, 2021 and December 31, 2020 was $6.9 billion and $6.7 billion, respectively. The fair value of assets held by such VIEs at September 30, 2021 and December 31, 2020 was $10.6 billion and $10.5 billion, respectively. Loan securitizations Loan securitizations The Firm has securitized and sold a variety of loans, including residential mortgages, credit card receivables, and commercial mortgages. The Firm has securitized and sold a variety of loans, including residential mortgages, credit card receivables, and commercial mortgages. Securitization activity Securitization activity The following table provides information related to the Firm’s securitization activities for the three and nine months ended September 30, 2021 and 2020, related to assets held in Firm-sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved at the time of the securitization. The following table provides information related to the Firm’s securitization activities for the three and nine months ended September 30, 2021 and 2020, related to assets held in Firm-sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved at the time of the securitization. Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 (in millions) Residential mortgage(d) Commercial and other(e) Residential mortgage(d) Commercial and other(e) Residential mortgage(d) Commercial and other(e) Residential mortgage(d) Commercial and other(e) Principal securitized $ 8,245 $ 4,426 $ 2,852 $ 1,330 $ 16,437 $ 9,214 $ 6,450 $ 5,379 All cash flows during the period:(a) Proceeds received from loan sales as financial instruments(b)(c) $ 8,424 $ 4,456 $ 2,955 $ 1,392 $ 16,876 $ 9,335 $ 6,645 $ 5,577 Servicing fees collected 39 — 54 1 121 — 165 1 Cash flows received on interests 121 92 207 78 477 215 538 138 Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 (in millions) Residential mortgage(d) Residential mortgage (d) Commercial and other(e) Commercial and other (e) Residential mortgage(d) Residential mortgage (d) Commercial and other(e) Commercial and other (e) Residential mortgage(d) Residential mortgage (d) Commercial and other(e) Commercial and other (e) Residential mortgage(d) Residential mortgage (d) Commercial and other(e) Commercial and other (e) Principal securitized $ 8,245 $ 4,426 $ 2,852 $ 1,330 $ 16,437 $ 9,214 $ 6,450 $ 5,379 All cash flows during the period:(a) All cash flows during the period: (a) Proceeds received from loan sales as financial instruments(b)(c) Proceeds received from loan sales as financial instruments (b)(c) $ 8,424 $ 4,456 $ 2,955 $ 1,392 $ 16,876 $ 9,335 $ 6,645 $ 5,577 Servicing fees collected 39 — 54 1 121 — 165 1 Cash flows received on interests Cash flows received on interests 121 92 207 78 477 215 538 138 (a)Excludes re-securitization transactions. (a) Excludes re-securitization transactions. (b)Predominantly includes Level 2 assets. (b) Predominantly includes Level 2 assets. (c)The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. (c) The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. (d)Represents prime mortgages. Excludes loan securitization activity related to U.S. GSEs and government agencies. (d) Represents prime mortgages. Excludes loan securitization activity related to U.S. GSEs and government agencies. (e)Includes commercial mortgage and other consumer loans. (e) Includes commercial mortgage and other consumer loans. Loans and excess MSRs sold to U.S. government-sponsored Loans and excess MSRs sold to U.S. government-sponsored enterprises and loans in securitization transactions pursuant to enterprises and loans in securitization transactions pursuant to Ginnie Mae guidelines Ginnie Mae guidelines In addition to the amounts reported in the securitization activity tables above, the Firm, in the normal course of business, sells originated and purchased mortgage loans and certain originated excess MSRs on a nonrecourse basis, predominantly to U.S. GSEs. These loans and excess MSRs are sold primarily for the purpose of securitization by the U.S. GSEs, who provide certain guarantee provisions (e.g., credit enhancement of the loans). The Firm also sells loans into securitization transactions pursuant to Ginnie Mae guidelines; these loans are typically insured or guaranteed by another U.S. government agency. The Firm does not consolidate the securitization vehicles underlying these transactions as it is not the primary beneficiary. For a limited number of loan sales, the Firm is obligated to share a portion of the credit risk associated with the sold loans with the purchaser. Refer to Note 22 of this Form 10-Q for additional information about the Firm’s loan sales- and securitization-related indemnifications and Note 14 for additional information about the impact of the Firm’s sale of certain excess MSRs. In addition to the amounts reported in the securitization activity tables above, the Firm, in the normal course of business, sells originated and purchased mortgage loans and certain originated excess MSRs on a nonrecourse basis, predominantly to U.S. GSEs. These loans and excess MSRs are sold primarily for the purpose of securitization by the U.S. GSEs, who provide certain guarantee provisions (e.g., credit enhancement of the loans). The Firm also sells loans into securitization transactions pursuant to Ginnie Mae guidelines; these loans are typically insured or guaranteed by another U.S. government agency. The Firm does not consolidate the securitization vehicles underlying these transactions as it is not the primary beneficiary. For a limited number of loan sales, the Firm is obligated to share In addition to the amounts reported in the securitization activity tables above, the Firm, in the normal course of business, sells originated and purchased mortgage loans and certain originated excess MSRs on a nonrecourse basis, predominantly to U.S. GSEs. These loans and excess MSRs are sold primarily for the purpose of securitization by the U.S. GSEs, who provide certain guarantee provisions (e.g., credit enhancement of the loans). The Firm also sells loans into securitization transactions pursuant to Ginnie Mae guidelines; these loans are typically insured or guaranteed by another U.S. government agency. The Firm does not consolidate the securitization vehicles underlying these transactions as it is not the primary beneficiary. For a limited number of loan sales, the Firm is obligated to share In addition to the amounts reported in the securitization activity tables above, the Firm, in the normal course of business, sells originated and purchased mortgage loans and certain originated excess MSRs on a nonrecourse basis, predominantly to U.S. GSEs. These loans and excess MSRs are sold primarily for the purpose of securitization by the U.S. GSEs, who provide certain guarantee provisions (e.g., credit enhancement of the loans). The Firm also sells loans into securitization transactions pursuant to Ginnie Mae guidelines; these loans are typically insured or guaranteed by another U.S. government agency. The Firm does not consolidate the securitization vehicles underlying these transactions as it is not the primary beneficiary. For a limited number of loan sales, the Firm is obligated to share a portion of the credit risk associated with the sold loans with the purchaser. Refer to Note 22 of this Form 10-Q for additional information about the Firm’s loan sales- and securitization-related indemnifications and Note 14 for additional information about the impact of the Firm’s sale of certain excess MSRs. a portion of the credit risk associated with the sold loans with the purchaser. Refer to Note 22 of this Form 10-Q for additional information about the Firm’s loan sales- and securitization-related indemnifications and Note 14 for additional information about the impact of the Firm’s sale of certain excess MSRs. a portion of the credit risk associated with the sold loans with the purchaser. Refer to Note 22 of this Form 10-Q for additional information about the Firm’s loan sales- and securitization-related indemnifications and Note 14 for additional information about the impact of the Firm’s sale of certain excess MSRs. The following table summarizes the activities related to loans sold to the U.S. GSEs, and loans in securitization transactions pursuant to Ginnie Mae guidelines. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Carrying value of loans sold $ 29,033 $ 18,065 $ 76,639 $ 60,447 Proceeds received from loan sales as cash 70 5 110 27 Proceeds from loan sales as securities(a)(b) 28,549 17,858 75,331 59,795 Total proceeds received from loan sales(c) $ 28,619 $ 17,863 $ 75,441 $ 59,822 Gains/(losses) on loan sales(d)(e) $ — $ — $ 4 $ 6 (a)Includes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt or retained as part of the Firm’s investment securities portfolio. (b)Included in level 2 assets. (c)Excludes the value of MSRs retained upon the sale of loans. (d)Gains/(losses) on loan sales include the value of MSRs. (e)The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. Options to repurchase delinquent loans In addition to the Firm’s obligation to repurchase certain loans due to material breaches of representations and warranties as discussed in Note 22, the Firm also has the option to repurchase delinquent loans that it services for Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm typically elects to repurchase delinquent loans from Ginnie Mae loan pools as it continues to service them and/or manage the foreclosure process in accordance with the applicable requirements, and such loans continue to be insured or guaranteed. When the Firm’s repurchase option becomes exercisable, such loans must be reported on the Consolidated balance sheets as a loan with a corresponding liability. Refer to Note 11 for additional information. The following table presents loans the Firm repurchased or had an option to repurchase, real estate owned, and foreclosed government-guaranteed residential mortgage loans recognized on the Firm’s Consolidated balance sheets as of September 30, 2021 and December 31, 2020. Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) Sep 30, 2021 Dec 31, 2020 Loans repurchased or option to repurchase(a) $ 1,103 $ 1,413 Real estate owned 5 9 Foreclosed government-guaranteed residential mortgage loans(b) 44 64 (a)Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools. (b)Relates to voluntary repurchases of loans, which are included in accrued interest and accounts receivable. The following table summarizes the activities related to loans sold to the U.S. GSEs, and loans in securitization transactions pursuant to Ginnie Mae guidelines. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Carrying value of loans sold $ 29,033 $ 18,065 $ 76,639 $ 60,447 Proceeds received from loan sales as cash 70 5 110 27 Proceeds from loan sales as securities(a)(b) 28,549 17,858 75,331 59,795 Total proceeds received from loan sales(c) $ 28,619 $ 17,863 $ 75,441 $ 59,822 Gains/(losses) on loan sales(d)(e) $ — $ — $ 4 $ 6 (a)Includes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt or retained as part of the Firm’s investment securities portfolio. (b)Included in level 2 assets. (c)Excludes the value of MSRs retained upon the sale of loans. (d)Gains/(losses) on loan sales include the value of MSRs. (e)The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. Options to repurchase delinquent loans In addition to the Firm’s obligation to repurchase certain loans due to material breaches of representations and warranties as discussed in Note 22, the Firm also has the option to repurchase delinquent loans that it services for The following table summarizes the activities related to loans sold to the U.S. GSEs, and loans in securitization transactions pursuant to Ginnie Mae guidelines. The following table summarizes the activities related to loans sold to the U.S. GSEs, and loans in securitization transactions pursuant to Ginnie Mae guidelines. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Carrying value of loans sold $ 29,033 $ 18,065 $ 76,639 $ 60,447 Proceeds received from loan sales as cash 70 5 110 27 Proceeds from loan sales as securities(a)(b) 28,549 17,858 75,331 59,795 Total proceeds received from loan sales(c) $ 28,619 $ 17,863 $ 75,441 $ 59,822 Gains/(losses) on loan sales(d)(e) $ — $ — $ 4 $ 6 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Carrying value of loans sold Carrying value of loans sold $ 29,033 $ 18,065 $ 76,639 $ 60,447 Proceeds received from loan sales as cash Proceeds received from loan sales as cash 70 5 110 27 Proceeds from loan sales as securities(a)(b) Proceeds from loan sales as securities (a)(b) 28,549 17,858 75,331 59,795 Total proceeds received from loan sales(c) Total proceeds received from loan sales (c) $ 28,619 $ 17,863 $ 75,441 $ 59,822 Gains/(losses) on loan sales(d)(e) Gains/(losses) on loan sales (d)(e) $ — $ — $ 4 $ 6 (a)Includes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt or retained as part of the Firm’s investment securities portfolio. (a) Includes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt or retained as part of the Firm’s investment securities portfolio. (b)Included in level 2 assets. (b) Included in level 2 assets. (c)Excludes the value of MSRs retained upon the sale of loans. (c) Excludes the value of MSRs retained upon the sale of loans. (d)Gains/(losses) on loan sales include the value of MSRs. (d) Gains/(losses) on loan sales include the value of MSRs. (e)The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. (e) The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. Options to repurchase delinquent loans Options to repurchase delinquent loans In addition to the Firm’s obligation to repurchase certain loans due to material breaches of representations and warranties as discussed in Note 22, the Firm also has the option to repurchase delinquent loans that it services for In addition to the Firm’s obligation to repurchase certain loans due to material breaches of representations and warranties as discussed in Note 22, the Firm also has the option to repurchase delinquent loans that it services for Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm typically elects to repurchase delinquent loans from Ginnie Mae loan pools as it continues to service them and/or manage the foreclosure process in accordance with the applicable requirements, and such loans continue to be insured or guaranteed. When the Firm’s repurchase option becomes exercisable, such loans must be reported on the Consolidated balance sheets as a loan with a corresponding liability. Refer to Note 11 for additional information. The following table presents loans the Firm repurchased or had an option to repurchase, real estate owned, and foreclosed government-guaranteed residential mortgage loans recognized on the Firm’s Consolidated balance sheets as of September 30, 2021 and December 31, 2020. Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) Sep 30, 2021 Dec 31, 2020 Loans repurchased or option to repurchase(a) $ 1,103 $ 1,413 Real estate owned 5 9 Foreclosed government-guaranteed residential mortgage loans(b) 44 64 (a)Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools. (b)Relates to voluntary repurchases of loans, which are included in accrued interest and accounts receivable. Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm typically elects to repurchase delinquent loans from Ginnie Mae loan pools as it continues to service them and/or manage the foreclosure process in accordance with the applicable requirements, and such loans continue to be insured or guaranteed. When the Firm’s repurchase option becomes exercisable, such loans must be reported on the Consolidated balance sheets as a loan with a corresponding liability. Refer to Note 11 for additional information. Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm typically elects to repurchase delinquent loans from Ginnie Mae loan pools as it continues to service them and/or manage the foreclosure process in accordance with the applicable requirements, and such loans continue to be insured or guaranteed. When the Firm’s repurchase option becomes exercisable, such loans must be reported on the Consolidated balance sheets as a loan with a corresponding liability. Refer to Note 11 for additional information. The following table presents loans the Firm repurchased or had an option to repurchase, real estate owned, and foreclosed government-guaranteed residential mortgage loans recognized on the Firm’s Consolidated balance sheets as of September 30, 2021 and December 31, 2020. Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. The following table presents loans the Firm repurchased or had an option to repurchase, real estate owned, and foreclosed government-guaranteed residential mortgage loans recognized on the Firm’s Consolidated balance sheets as of September 30, 2021 and December 31, 2020. Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) Sep 30, 2021 Dec 31, 2020 Loans repurchased or option to repurchase(a) $ 1,103 $ 1,413 Real estate owned 5 9 Foreclosed government-guaranteed residential mortgage loans(b) 44 64 (in millions) Sep 30, 2021 Dec 31, 2020 Loans repurchased or option to repurchase(a) Loans repurchased or option to repurchase (a) $ 1,103 $ 1,413 Real estate owned Real estate owned 5 9 Foreclosed government-guaranteed residential mortgage loans(b) Foreclosed government-guaranteed residential mortgage loans (b) 44 64 (a)Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools. (a) Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools. (b)Relates to voluntary repurchases of loans, which are included in accrued interest and accounts receivable. (b) Relates to voluntary repurchases of loans, which are included in accrued interest and accounts receivable. Loan delinquencies and liquidation losses Loan delinquencies and liquidation losses The table below includes information about components of and delinquencies related to nonconsolidated securitized financial assets held in Firm-sponsored private-label securitization entities, in which the Firm has continuing involvement as of September 30, 2021, and December 31, 2020. The table below includes information about components of and delinquencies related to nonconsolidated securitized financial assets held in Firm-sponsored private-label securitization entities, in which the Firm has continuing involvement as of September 30, 2021, and December 31, 2020. Net liquidation losses Securitized assets 90 days past due Three months ended September 30, Nine months ended September 30, (in millions) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 2021 2020 2021 2020 Securitized loans Residential mortgage: Prime / Alt-A & option ARMs $ 43,700 $ 41,265 $ 3,160 $ 4,988 $ — $ 9 $ 14 $ 184 Subprime 10,537 12,154 1,808 2,406 — 24 18 159 Commercial and other 110,012 92,351 3,254 5,958 244 — 265 11 Total loans securitized $ 164,249 $ 145,770 $ 8,222 $ 13,352 $ 244 $ 33 $ 297 $ 354 Net liquidation losses Securitized assets 90 days past due Three months ended September 30, Nine months ended September 30, (in millions) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 2021 2020 2021 2020 Securitized loans Residential mortgage: Prime / Alt-A & option ARMs $ 43,700 $ 41,265 $ 3,160 $ 4,988 $ — $ 9 $ 14 $ 184 Subprime 10,537 12,154 1,808 2,406 — 24 18 159 Commercial and other 110,012 92,351 3,254 5,958 244 — 265 11 Total loans securitized $ 164,249 $ 145,770 $ 8,222 $ 13,352 $ 244 $ 33 $ 297 $ 354 | | | | | | | | | | | Line of Business |Transaction Typ| Activity|Form 10-Q page CCB |Credit card sec|Securitization | 155 |Mortgage securi|Servicing and s| 155-157 CIB |Mortgage and ot|Securitization | 155-157 |Multi-seller co|Assist clients | 157 |Municipal bond |Financing of mu| 157 | | | | | | | | | | | | | | | | | | | | | | | | | | |Principal amoun| |JPMorgan Chase September 30, 2021 (in million|Total assets he|Assets held in |Assets held in | | Trading assets|Investment secu|Other financial|Total interests Securitization-related(a) | | | | | | | | Residential mortgage: | | | | | | | | Prime/Alt-A and option ARMs | $| 52,280| | $| 1,057| | $| 43,700| | | $| 561| | $| 572| | $| 100| | $| 1,233| Subprime | 11,430| | 29| | 10,537| | | 3| | —| | —| | 3| Commercial and other(b) | 135,904| | —| | 110,012| | | 861| | 2,443| | 324| | 3,628| Total | $| 199,614| | $| 1,086| | $| 164,249| | | $| 1,425| | $| 3,015| | $| 424| | $| 4,864| | | | | | | | | | | | | | | | | | | | | | | | | | | |Principal amoun| |JPMorgan Chase December 31, 2020 (in millions|Total assets he|Assets held in |Assets held in | | Trading assets|Investment secu|Other financial|Total interests Securitization-related(a) | | | | | | | | Residential mortgage: | | | | | | | | Prime/Alt-A and option ARMs | $| 49,644| | $| 1,693| | $| 41,265| | | $| 574| | $| 724| | $| —| | $| 1,298| Subprime | 12,896| | 46| | 12,154| | | 9| | —| | —| | 9| Commercial and other(b) | 119,732| | —| | 92,351| | | 955| | 1,549| | 262| | 2,766| Total | $| 182,272| | $| 1,739| | $| 145,770| | | $| 1,538| | $| 2,273| | $| 262| | $| 4,073| | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| | 2020| | 2021| | 2020 Transfers of securities to VIE| | | | | | | | | | | | | | U.S. GSEs and government agenc| $| 11,258| | | $| 12,488| | | $| 43,157| | | $| 27,710| | | | | | | | | | | | |Nonconsolidated (in millions) |September 30, 2| |December 31, 20 U.S. GSEs and government agenc| | | Interest in VIEs | $| 2,074| | | $| 2,631| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Assets| | Liabilities September 30, 2021 (in million| Trading assets| Loans| | Other(c)|Total assets(d)| |Beneficial inte| Other(f)|Total liabiliti VIE program type | | | | | | | | | Firm-sponsored credit card tru| $| —| $| 10,606| | $| 97| $| 10,703| | $| 2,396| $| 1| $| 2,397 Firm-administered multi-seller| 2| 21,077| | 76| 21,155| | 8,612| 37| 8,649 Municipal bond vehicles | 2,009| —| | 4| 2,013| | 1,976| —| 1,976 Mortgage securitization entiti| —| 1,091| | 47| 1,138| | 216| 90| 306 | | | | | | | | | Other | —| 2,578| (b)| 292| 2,870| | 57| 106| 163 Total | $| 2,011| $| 35,352| | $| 516| $| 37,879| | $| 13,257| $| 234| $| 13,491 | | | | | | | | | | Assets| | Liabilities December 31, 2020 (in millions| Trading assets| Loans| | Other(c)|Total assets(d)| |Beneficial inte| Other(f)|Total liabiliti VIE program type | | | | | | | | | Firm-sponsored credit card tru| $| —| $| 11,962| | $| 148| $| 12,110| | $| 4,943| $| 3| $| 4,946 Firm-administered multi-seller| 2| 23,787| | 188| 23,977| | 10,523| 33| 10,556 Municipal bond vehicles | 1,930| —| | 2| 1,932| | 1,902| —| 1,902 Mortgage securitization entiti| —| 1,694| | 94| 1,788| | 210| 108| 318 | | | | | | | | | Other | 2| 176| | 249| 427| | —| 89| 89 Total | $| 1,934| $| 37,619| | $| 681| $| 40,234| | $| 17,578| $| 233| $| 17,811 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end | 2021| | 2020| | 2021| | 2020 (in millions) |Residential mor|Commercial and | |Residential mor|Commercial and | |Residential mor|Commercial and | |Residential mor|Commercial and Principal securitized | $| 8,245| | $| 4,426| | | $| 2,852| | $| 1,330| | | $| 16,437| | $| 9,214| | | $| 6,450| | $| 5,379| All cash flows during the peri| | | | | | | | | | | Proceeds received from loan sa| $| 8,424| | $| 4,456| | | $| 2,955| | $| 1,392| | | $| 16,876| | $| 9,335| | | $| 6,645| | $| 5,577| Servicing fees collected | 39| | —| | | 54| | 1| | | 121| | —| | | 165| | 1| Cash flows received on interes| 121| | 92| | | 207| | 78| | | 477| | 215| | | 538| | 138| | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| 2020| | 2021| 2020 Carrying value of loans sold | $| 29,033| | $| 18,065| | | $| 76,639| | $| 60,447| Proceeds received from loan sa| 70| | 5| | | 110| | 27| Proceeds from loan sales as se| 28,549| | 17,858| | | 75,331| | 59,795| Total proceeds received from l| $| 28,619| | $| 17,863| | | $| 75,441| | $| 59,822| Gains/(losses) on loan sales(d| $| —| | $| —| | | $| 4| | $| 6| | | | | | | | | (in millions) | Sep 30, 2021| Dec 31, 2020 Loans repurchased or option to| $| 1,103| | $| 1,413| Real estate owned | 5| | 9| Foreclosed government-guarante| 44| | 64| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Net liquidation |Securitized ass| |90 days past du| 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[us-gaap:AccountsPayableAndAccruedLiabilitiesFairValueDisclosure] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:BeneficialInterest] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:LongTermDebtFairValue] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:WholesaleLendingRelatedCommitments] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(date: 2020-12-31)] [Not Classified] Fair Value, by Balance Sheet Grouping [Table] Financial assets Cash and due from banks | 24874000000 [ debit] USD Carrying value (Measurement Basis [Axis]) | 24900000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 24900000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 24900000000 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Deposits with banks | 502735000000 [ debit] USD Carrying value (Measurement Basis [Axis]) | 502700000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 502700000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 502700000000 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Accrued interest and accounts receivable Carrying value (Measurement Basis [Axis]) | 89400000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 89400000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 89300000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 100000000 [ debit] USD Federal funds sold and securities purchased under resale agreements | 296284000000 [ debit] USD Carrying value (Measurement Basis [Axis]) | 58300000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 58300000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 58300000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Securities borrowed Carrying value (Measurement Basis [Axis]) | 107700000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 107700000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 107700000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Investment securities, held-to-maturity | 205472000000 [ debit] USD Carrying value (Measurement Basis [Axis]) | 201800000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 205500000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 53200000000 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 152300000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Loans, net of allowance for loan losses | 44474000000 [ debit] USD Carrying value (Measurement Basis [Axis]) | 940100000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 966500000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 210900000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 755600000000 [ debit] USD Other Carrying value (Measurement Basis [Axis]) | 81800000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 81900000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 80000000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 1900000000 [ debit] USD Financial liabilities Deposits Carrying value (Measurement Basis [Axis]) | 2129800000000.00 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 2128900000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 2128900000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Federal funds purchased and securities loaned or sold under repurchase agreements Carrying value (Measurement Basis [Axis]) | 59500000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 59500000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 59500000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Short-term borrowings Carrying value (Measurement Basis [Axis]) | 28300000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 28300000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 28300000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Accounts payable and other liabilities Carrying value (Measurement Basis [Axis]) | 186600000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 186200000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 181900000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 4300000000 [credit] USD Beneficial interests issued by consolidated VIEs | 17578000000 [credit] USD Carrying value (Measurement Basis [Axis]) | 17500000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 17600000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 17600000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Long-term debt Carrying value (Measurement Basis [Axis]) | 204800000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 212400000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 209200000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 3200000000 [credit] USD Wholesale lending-related commitments Carrying value (Measurement Basis [Axis]) | 2200000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 2100000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 2100000000 [credit] USD Period [(date: 2021-09-30)] [MRQ] Fair Value, by Balance Sheet Grouping [Table] Financial assets Cash and due from banks | 25857000000 [ debit] USD Carrying value (Measurement Basis [Axis]) | 25900000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 25900000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 25900000000 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Deposits with banks | 734012000000 [ debit] USD Carrying value (Measurement Basis [Axis]) | 734000000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 734000000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 734000000000 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Accrued interest and accounts receivable Carrying value (Measurement Basis [Axis]) | 115700000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 115700000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 115600000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 100000000 [ debit] USD Federal funds sold and securities purchased under resale agreements | 282161000000 [ debit] USD Carrying value (Measurement Basis [Axis]) | 9000000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 9000000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 9000000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Securities borrowed Carrying value (Measurement Basis [Axis]) | 130200000000.00 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 130200000000.00 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 130200000000.00 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Investment securities, held-to-maturity | 344393000000 [ debit] USD Carrying value (Measurement Basis [Axis]) | 343500000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 344400000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 181300000000 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 163100000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Loans, net of allowance for loan losses | 60628000000 [ debit] USD Carrying value (Measurement Basis [Axis]) | 965800000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 984900000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 203200000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 781700000000 [ debit] USD Other Carrying value (Measurement Basis [Axis]) | 98000000000 [ debit] USD Total estimated fair value (Measurement Basis [Axis]) | 98100000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 96700000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 1400000000 [ debit] USD Financial liabilities Deposits Carrying value (Measurement Basis [Axis]) | 2390500000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 2390600000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 2390600000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Federal funds purchased and securities loaned or sold under repurchase agreements Carrying value (Measurement Basis [Axis]) | 67500000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 67500000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 67500000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Short-term borrowings Carrying value (Measurement Basis [Axis]) | 30400000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 30400000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 30400000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Accounts payable and other liabilities Carrying value (Measurement Basis [Axis]) | 228600000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 228200000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 224000000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 4200000000 [credit] USD Beneficial interests issued by consolidated VIEs | 13257000000 [credit] USD Carrying value (Measurement Basis [Axis]) | 13200000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 13200000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 13200000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Long-term debt Carrying value (Measurement Basis [Axis]) | 221900000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 228900000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 225600000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 3300000000 [credit] USD Wholesale lending-related commitments Carrying value (Measurement Basis [Axis]) | 2100000000 [credit] USD Total estimated fair value (Measurement Basis [Axis]) | 3100000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 3100000000 [credit] USD Calculation: (date: 2020-12-31): {(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [96000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [91000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [5000000.00] [debit]: (date: 2020-12-31): {(jpm:DomesticMortgagebackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [594000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [562000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [32000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [16827000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [12133000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [4694000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [823000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [699000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [124000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [3677000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [2709000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [968000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [7893000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [5248000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [2645000000.00] [debit]: (date: 2020-12-31): {(jpm:ForeignMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [2742000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [2507000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [235000000.00] [debit]: (date: 2020-12-31): {(us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [150000000.00] [debit]: (date: 2020-12-31): {(us-gaap:OtherDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [953000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [268000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [685000000.00] [debit]: (date: 2020-12-31): {(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [49000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [49000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [4159000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [3768000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [391000000.00] [debit]: (date: 2021-09-30): {(jpm:DomesticMortgagebackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [103000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [72000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [31000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [13139000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [11788000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [1351000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [850000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [456000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [394000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [1300000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [613000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [250000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [363000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [4651000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [4381000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [270000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [5472000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [5031000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [441000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [271000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [271000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:OtherDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [1706000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [1500000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [206000000.00] [debit]: (date: 2021-09-30): {(jpm:ForeignMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [134000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [134000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [189000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [149000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [40000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [3000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [3000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [0.00] [debit]: (date: 2020-12-31): {(jpm:DomesticMortgagebackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [3000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [3000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [0.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [106000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [57000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [49000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [34000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [18000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [16000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [13000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [9000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [4000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [31000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [18000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [13000000.00] [debit]: (date: 2020-12-31): {(jpm:ForeignMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [5000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [4000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [1000000.00] [debit]: (date: 2020-12-31): {(us-gaap:OtherDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [16000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [1000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [15000000.00] [debit]: (date: 2020-12-31): {(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [1000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [1000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [42000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [25000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [17000000.00] [debit]: (date: 2021-09-30): {(jpm:DomesticMortgagebackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [0.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [0.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [0.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [55000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [40000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [15000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [11000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [5000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [6000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [11000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [5000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [6000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CollateralizedLoanObligationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [4000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [4000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:ForeignGovernmentDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [24000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [17000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [7000000.00] [debit]: (date: 2021-09-30): {(us-gaap:USStatesAndPoliticalSubdivisionsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [5000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [5000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:OtherDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [2000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [0.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [2000000.00] [debit]: (date: 2021-09-30): {(jpm:ForeignMortgageBackedSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [0.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [0.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:CorporateDebtSecuritiesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [9000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [9000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [0.00] [debit]: Definition: [240554037 - Disclosure - Investment Securities - Fair Value and Gross Unrealized Losses by Aging Category (Details)] [us-gaap:ScheduleOfAvailableForSaleSecuritiesLineItems] = [none]: [jpm:DebtSecuritiesAvailableforsaleContinuousUnrealizedLossPositionAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:DebtSecuritiesAvailableForSaleTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancialInstrumentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:MortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:DomesticMortgagebackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:ForeignMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CorporateDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CollateralizedLoanObligationsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:OtherDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:MortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:DomesticMortgagebackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:ForeignMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CorporateDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CollateralizedLoanObligationsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:OtherDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: Presentation: [240554037 - Disclosure - Investment Securities - Fair Value and Gross Unrealized Losses by Aging Category (Details)] [us-gaap:DebtSecuritiesAvailableForSaleTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancialInstrumentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:MortgageBackedSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:DomesticMortgagebackedSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:ForeignMortgageBackedSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] [NET] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:CorporateDebtSecuritiesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:CollateralizedLoanObligationsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:OtherDebtSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:ScheduleOfAvailableForSaleSecuritiesLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:DebtSecuritiesAvailableforsaleContinuousUnrealizedLossPositionAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12Months] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLonger] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DebtSecuritiesAvailableForSaleContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPosition] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionAccumulatedLoss] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: Period [(date: 2020-12-31)] [Not Classified] Debt Securities, Available-for-sale [Table] Available-for-sale securities Less than 12 months, Fair value | 12133000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 3768000000 [ debit] USD Residential: U.S. (Financial Instrument [Axis]) | 562000000 [ debit] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 2507000000 [ debit] USD Commercial (Financial Instrument [Axis]) | 699000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 49000000 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 2709000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis]) | 91000000 [ debit] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 5248000000 [ debit] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 268000000 [ debit] USD Less than 12 months, Gross unrealized losses | 57000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 25000000 [ debit] USD Residential: U.S. (Financial Instrument [Axis]) | 3000000 [ debit] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 4000000 [ debit] USD Commercial (Financial Instrument [Axis]) | 18000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 1000000 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 9000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis]) | 3000000 [ debit] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 18000000 [ debit] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 1000000 [ debit] USD 12 months or more, Fair Value | 4694000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 391000000 [ debit] USD Residential: U.S. (Financial Instrument [Axis]) | 32000000 [ debit] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 235000000 [ debit] USD Commercial (Financial Instrument [Axis]) | 124000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 0 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 968000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis]) | 5000000 [ debit] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 2645000000 [ debit] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 685000000 [ debit] USD 12 months or more, Gross unrealized losses | 49000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 17000000 [ debit] USD Residential: U.S. (Financial Instrument [Axis]) | 0 [ debit] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 1000000 [ debit] USD Commercial (Financial Instrument [Axis]) | 16000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 0 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 4000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis]) | 0 [ debit] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 13000000 [ debit] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 15000000 [ debit] USD Total fair value | 16827000000 [ debit] [tot] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 4159000000 [ debit] [tot] USD U.S. GSEs and government agencies (Financial Instrument [Axis]) | 150000000 [ debit] [tot] USD Residential: U.S. (Financial Instrument [Axis]) | 594000000 [ debit] [tot] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 2742000000 [ debit] [tot] USD Commercial (Financial Instrument [Axis]) | 823000000 [ debit] [tot] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 49000000 [ debit] [tot] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 3677000000 [ debit] [tot] USD Corporate debt securities (Financial Instrument [Axis]) | 96000000 [ debit] [tot] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 7893000000 [ debit] [tot] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 953000000 [ debit] [tot] USD Total gross unrealized losses | 106000000 [ debit] [tot] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 42000000 [ debit] [tot] USD Residential: U.S. (Financial Instrument [Axis]) | 3000000 [ debit] [tot] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 5000000 [ debit] [tot] USD Commercial (Financial Instrument [Axis]) | 34000000 [ debit] [tot] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 1000000 [ debit] [tot] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 13000000 [ debit] [tot] USD Corporate debt securities (Financial Instrument [Axis]) | 3000000 [ debit] [tot] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 31000000 [ debit] [tot] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 16000000 [ debit] [tot] USD Period [(date: 2021-09-30)] [MRQ] Debt Securities, Available-for-sale [Table] Available-for-sale securities Less than 12 months, Fair value | 11788000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 456000000 [ debit] USD Residential: U.S. (Financial Instrument [Axis]) | 72000000 [ debit] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 134000000 [ debit] USD Commercial (Financial Instrument [Axis]) | 250000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 271000000 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 5031000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis]) | 149000000 [ debit] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 4381000000 [ debit] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 1500000000 [ debit] USD Less than 12 months, Gross unrealized losses | 40000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 5000000 [ debit] USD Residential: U.S. (Financial Instrument [Axis]) | 0 [ debit] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 0 [ debit] USD Commercial (Financial Instrument [Axis]) | 5000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 5000000 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 17000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis]) | 9000000 [ debit] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 4000000 [ debit] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 0 [ debit] USD 12 months or more, Fair Value | 1351000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 394000000 [ debit] USD Residential: U.S. (Financial Instrument [Axis]) | 31000000 [ debit] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 0 [ debit] USD Commercial (Financial Instrument [Axis]) | 363000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 0 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 441000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis]) | 40000000 [ debit] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 270000000 [ debit] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 206000000 [ debit] USD 12 months or more, Gross unrealized losses | 15000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 6000000 [ debit] USD Residential: U.S. (Financial Instrument [Axis]) | 0 [ debit] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 0 [ debit] USD Commercial (Financial Instrument [Axis]) | 6000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 0 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 7000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis]) | 0 [ debit] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 0 [ debit] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 2000000 [ debit] USD Total fair value | 13139000000 [ debit] [tot] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 850000000 [ debit] [tot] USD U.S. GSEs and government agencies (Financial Instrument [Axis]) | 1300000000 [ debit] [tot] USD Residential: U.S. (Financial Instrument [Axis]) | 103000000 [ debit] [tot] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 134000000 [ debit] [tot] USD Commercial (Financial Instrument [Axis]) | 613000000 [ debit] [tot] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 271000000 [ debit] [tot] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 5472000000 [ debit] [tot] USD Corporate debt securities (Financial Instrument [Axis]) | 189000000 [ debit] [tot] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 4651000000 [ debit] [tot] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 1706000000 [ debit] [tot] USD Total gross unrealized losses | 55000000 [ debit] [tot] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 11000000 [ debit] [tot] USD Residential: U.S. (Financial Instrument [Axis]) | 0 [ debit] [tot] USD Residential: Non-U.S. (Financial Instrument [Axis]) | 0 [ debit] [tot] USD Commercial (Financial Instrument [Axis]) | 11000000 [ debit] [tot] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 5000000 [ debit] [tot] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 24000000 [ debit] [tot] USD Corporate debt securities (Financial Instrument [Axis]) | 9000000 [ debit] [tot] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 4000000 [ debit] [tot] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 2000000 [ debit] [tot] USD Presentation: [240394029 - Disclosure - 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29741000000 [ none] USD Maximum exposure of stable value contracts with contractually limited exposure Derivatives qualifying as guarantees (Financial Instrument [Axis]) | 2878000000 [credit] USD Fair value Derivative payables Derivatives qualifying as guarantees (Financial Instrument [Axis]) | 390000000 [credit] USD Presentation: [210581010 - Disclosure - Securities Financing Activities] [us-gaap:SecuritiesFinancingTransactionsDisclosuresAbstract] = [none]: [us-gaap:RepurchaseAgreementsResaleAgreementsSecuritiesBorrowedAndSecuritiesLoanedDisclosureTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Securities Financing Transactions Disclosures [Abstract] Securities Financing Activities | Securities financing activities Refer to Note 11 of JPMorgan Chase’s 2020 Form 10-K for a discussion of accounting policies relating to securities financing activities. Refer to Note 3 for further information regarding securities borrowed and securities lending agreements for which the fair value option has been elected. Refer to Note 23 for further information regarding assets pledged and collateral received in securities financing agreements. The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of September 30, 2021 and December 31, 2020. When the Firm has obtained an appropriate legal opinion with respect to a master netting agreement with a counterparty and where other relevant netting criteria under U.S. GAAP are met, the Firm nets, on the Consolidated balance sheets, the balances outstanding under its securities financing agreements with the same counterparty. In addition, the Firm exchanges securities and/or cash collateral with its counterparty to reduce the economic exposure with the counterparty, but such collateral is not eligible for net Consolidated balance sheet presentation. Where the Firm has obtained an appropriate legal opinion with respect to the counterparty master netting agreement, such collateral, along with securities financing balances that do not meet all these relevant netting criteria under U.S. GAAP, is presented in the table below as “Amounts not nettable on the Consolidated balance sheets,” and reduces the “Net amounts” presented. Where a legal opinion has not been either sought or obtained, the securities financing balances are presented gross in the “Net amounts” below. In transactions where the Firm is acting as the lender in a securities-for-securities lending agreement and receives securities that can be pledged or sold as collateral, the Firm recognizes the securities received at fair value within other assets and the obligation to return those securities within accounts payable and other liabilities on the Consolidated balance sheets. September 30, 2021 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Net amounts(c) Assets Securities purchased under resale agreements $ 569,373 $ (287,212) $ 282,161 $ (269,113) $ 13,048 Securities borrowed 243,904 (40,917) 202,987 (149,458) 53,529 Liabilities Securities sold under repurchase agreements $ 533,390 $ (287,212) $ 246,178 $ (222,187) $ 23,991 Securities loaned and other(a) 52,735 (40,917) 11,818 (11,362) 456 December 31, 2020 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Net amounts(c) Assets Securities purchased under resale agreements $ 666,467 $ (370,183) $ 296,284 $ (273,206) $ 23,078 Securities borrowed 193,700 (33,065) 160,635 (115,219) 45,416 Liabilities Securities sold under repurchase agreements $ 578,060 $ (370,183) $ 207,877 $ (191,980) $ 15,897 Securities loaned and other(a) 41,366 (33,065) 8,301 (8,257) 44 (a)Includes securities-for-securities lending agreements of $5.3 billion and $3.4 billion at September 30, 2021 and December 31, 2020, respectively, accounted for at fair value, where the Firm is acting as lender. (b)In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related net asset or liability with that counterparty. (c)Includes securities financing agreements that provide collateral rights, but where an appropriate legal opinion with respect to the master netting agreement has not been either sought or obtained. At September 30, 2021 and December 31, 2020, included $10.6 billion and $17.0 billion, respectively, of securities purchased under resale agreements; $49.0 billion and $42.1 billion, respectively, of securities borrowed; $22.6 billion and $14.5 billion, respectively, of securities sold under repurchase agreements; and $203 million and $8 million, respectively, of securities loaned and other. The tables below present as of September 30, 2021, and December 31, 2020 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance September 30, 2021 December 31, 2020 (in millions) Securities sold under repurchase agreements Securities loaned and other Securities sold under repurchase agreements Securities loaned and other Mortgage-backed securities U.S. GSEs and government agencies $ 21,919 $ — $ 56,744 $ — Residential - nonagency 722 — 1,016 — Commercial - nonagency 1,065 — 855 — U.S. Treasury, GSEs and government agencies 280,004 230 315,834 143 Obligations of U.S. states and municipalities 1,726 8 1,525 2 Non-U.S. government debt 155,164 2,021 157,563 1,730 Corporate debt securities 35,682 1,325 22,849 1,864 Asset-backed securities 703 — 694 — Equity securities 36,405 49,151 20,980 37,627 Total $ 533,390 $ 52,735 $ 578,060 $ 41,366 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days September 30, 2021 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 223,354 $ 201,325 $ 40,302 $ 68,409 $ 533,390 Total securities loaned and other 51,764 76 — 895 52,735 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days December 31, 2020 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 238,667 $ 230,980 $ 70,777 $ 37,636 $ 578,060 Total securities loaned and other 37,887 1,647 500 1,332 41,366 Transfers not qualifying for sale accounting At September 30, 2021, and December 31, 2020, the Firm held $484 million and $598 million, respectively, of financial assets for which the rights have been transferred to third parties; however, the transfers did not qualify as a sale in accordance with U.S. GAAP. These transfers have been recognized as collateralized financing transactions. The transferred assets are recorded in trading assets and loans, and the corresponding liabilities are recorded predominantly in short-term borrowings on the Consolidated balance sheets. Refer to Note 11 of JPMorgan Chase’s 2020 Form 10-K for a discussion of accounting policies relating to securities financing activities. Refer to Note 3 for further information regarding securities borrowed and securities lending agreements for which the fair value option has been elected. Refer to Note 23 for further information regarding assets pledged and collateral received in securities financing agreements. The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of September 30, 2021 and December 31, 2020. When the Firm has obtained an appropriate legal opinion with respect to a master netting agreement with a counterparty and where other relevant netting criteria under U.S. GAAP are met, the Firm nets, on the Consolidated balance sheets, the balances outstanding under its securities financing agreements with the same counterparty. In addition, the Firm exchanges securities and/or cash collateral with its counterparty to reduce the economic exposure with the counterparty, but such collateral is not eligible for net Consolidated balance sheet presentation. Where the Firm has obtained an appropriate legal opinion with respect to the counterparty master netting agreement, such collateral, along with securities financing balances that do not meet all these relevant netting criteria under U.S. GAAP, is presented in the table below as “Amounts not nettable on the Consolidated balance sheets,” and reduces the “Net amounts” presented. Where a legal opinion has not been either sought or obtained, the securities financing balances are presented gross in the “Net amounts” below. In transactions where the Firm is acting as the lender in a securities-for-securities lending agreement and receives securities that can be pledged or sold as collateral, the Firm recognizes the securities received at fair value within other assets and the obligation to return those securities within accounts payable and other liabilities on the Consolidated balance sheets. Refer to Note 11 of JPMorgan Chase’s 2020 Form 10-K for a discussion of accounting policies relating to securities financing activities. Refer to Note 3 for further information regarding securities borrowed and securities lending agreements for which the fair value option has been elected. Refer to Note 23 for further information regarding assets pledged and collateral received in securities financing agreements. The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of September 30, 2021 and December 31, 2020. When the Firm has obtained an appropriate legal opinion with respect to a master netting agreement with a counterparty and where other relevant netting criteria under U.S. GAAP are met, the Firm nets, on the Consolidated balance sheets, the balances outstanding under its securities financing agreements with the same counterparty. In addition, the Firm exchanges securities and/or cash collateral with its counterparty to reduce the economic exposure with the Refer to Note 11 of JPMorgan Chase’s 2020 Form 10-K for a discussion of accounting policies relating to securities financing activities. Refer to Note 3 for further information regarding securities borrowed and securities lending agreements for which the fair value option has been elected. Refer to Note 23 for further information regarding assets pledged and collateral received in securities financing agreements. Refer to Note 11 of JPMorgan Chase’s 2020 Form 10-K for a discussion of accounting policies relating to securities financing activities. Refer to Note 3 for further information regarding securities borrowed and securities lending agreements for which the fair value option has been elected. Refer to Note 23 for further information regarding assets pledged and collateral received in securities financing agreements. The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of September 30, 2021 and December 31, 2020. When the Firm has obtained an appropriate legal opinion with respect to a master netting agreement with a counterparty and where other relevant netting criteria under U.S. GAAP are met, the Firm nets, on the Consolidated balance sheets, the balances outstanding under its securities financing agreements with the same counterparty. In addition, the Firm exchanges securities and/or cash collateral with its counterparty to reduce the economic exposure with the The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of September 30, 2021 and December 31, 2020. When the Firm has obtained an appropriate legal opinion with respect to a master netting agreement with a counterparty and where other relevant netting criteria under U.S. GAAP are met, the Firm nets, on the Consolidated balance sheets, the balances outstanding under its securities financing agreements with the same counterparty. In addition, the Firm exchanges securities and/or cash collateral with its counterparty to reduce the economic exposure with the counterparty, but such collateral is not eligible for net Consolidated balance sheet presentation. Where the Firm has obtained an appropriate legal opinion with respect to the counterparty master netting agreement, such collateral, along with securities financing balances that do not meet all these relevant netting criteria under U.S. GAAP, is presented in the table below as “Amounts not nettable on the Consolidated balance sheets,” and reduces the “Net amounts” presented. Where a legal opinion has not been either sought or obtained, the securities financing balances are presented gross in the “Net amounts” below. In transactions where the Firm is acting as the lender in a securities-for-securities lending agreement and receives securities that can be pledged or sold as collateral, the Firm recognizes the securities received at fair value within other assets and the obligation to return those securities within accounts payable and other liabilities on the Consolidated balance sheets. counterparty, but such collateral is not eligible for net Consolidated balance sheet presentation. Where the Firm has obtained an appropriate legal opinion with respect to the counterparty master netting agreement, such collateral, along with securities financing balances that do not meet all these relevant netting criteria under U.S. GAAP, is presented in the table below as “Amounts not nettable on the Consolidated balance sheets,” and reduces the “Net amounts” presented. Where a legal opinion has not been either sought or obtained, the securities financing balances are presented gross in the “Net amounts” below. In transactions where the Firm is acting as the lender in a securities-for-securities lending agreement and receives securities that can be pledged or sold as collateral, the Firm recognizes the securities received at fair value within other assets and the obligation to return those securities within accounts payable and other liabilities on the Consolidated balance sheets. counterparty, but such collateral is not eligible for net Consolidated balance sheet presentation. Where the Firm has obtained an appropriate legal opinion with respect to the counterparty master netting agreement, such collateral, along with securities financing balances that do not meet all these relevant netting criteria under U.S. GAAP, is presented in the table below as “Amounts not nettable on the Consolidated balance sheets,” and reduces the “Net amounts” presented. Where a legal opinion has not been either sought or obtained, the securities financing balances are presented gross in the “Net amounts” below. In transactions where the Firm is acting as the lender in a securities-for-securities lending agreement and receives securities that can be pledged or sold as collateral, the Firm recognizes the securities received at fair value within other assets and the obligation to return those securities within accounts payable and other liabilities on the Consolidated balance sheets. September 30, 2021 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Net amounts(c) Assets Securities purchased under resale agreements $ 569,373 $ (287,212) $ 282,161 $ (269,113) $ 13,048 Securities borrowed 243,904 (40,917) 202,987 (149,458) 53,529 Liabilities Securities sold under repurchase agreements $ 533,390 $ (287,212) $ 246,178 $ (222,187) $ 23,991 Securities loaned and other(a) 52,735 (40,917) 11,818 (11,362) 456 September 30, 2021 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Amounts not nettable on the Consolidated balance sheets (b) Net Net amounts(c) amounts (c) Assets Assets Securities purchased under resale agreements Securities purchased under resale agreements $ 569,373 $ (287,212) $ 282,161 $ (269,113) $ 13,048 Securities borrowed Securities borrowed 243,904 (40,917) 202,987 (149,458) 53,529 Liabilities Liabilities Securities sold under repurchase agreements $ 533,390 $ (287,212) $ 246,178 $ (222,187) $ 23,991 Securities loaned and other(a) Securities loaned and other (a) 52,735 (40,917) 11,818 (11,362) 456 December 31, 2020 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Net amounts(c) Assets Securities purchased under resale agreements $ 666,467 $ (370,183) $ 296,284 $ (273,206) $ 23,078 Securities borrowed 193,700 (33,065) 160,635 (115,219) 45,416 Liabilities Securities sold under repurchase agreements $ 578,060 $ (370,183) $ 207,877 $ (191,980) $ 15,897 Securities loaned and other(a) 41,366 (33,065) 8,301 (8,257) 44 December 31, 2020 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets(b) Amounts not nettable on the Consolidated balance sheets (b) Net Net amounts(c) amounts (c) Assets Assets Securities purchased under resale agreements Securities purchased under resale agreements $ 666,467 $ (370,183) $ 296,284 $ (273,206) $ 23,078 Securities borrowed Securities borrowed 193,700 (33,065) 160,635 (115,219) 45,416 Liabilities Liabilities Securities sold under repurchase agreements $ 578,060 $ (370,183) $ 207,877 $ (191,980) $ 15,897 Securities loaned and other(a) Securities loaned and other (a) 41,366 (33,065) 8,301 (8,257) 44 (a)Includes securities-for-securities lending agreements of $5.3 billion and $3.4 billion at September 30, 2021 and December 31, 2020, respectively, accounted for at fair value, where the Firm is acting as lender. (a) Includes securities-for-securities lending agreements of $5.3 billion and $3.4 billion at September 30, 2021 and December 31, 2020, respectively, accounted for at fair value, where the Firm is acting as lender. (b)In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related net asset or liability with that counterparty. (b) In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related net asset or liability with that counterparty. (c)Includes securities financing agreements that provide collateral rights, but where an appropriate legal opinion with respect to the master netting agreement has not been either sought or obtained. At September 30, 2021 and December 31, 2020, included $10.6 billion and $17.0 billion, respectively, of securities purchased under resale agreements; $49.0 billion and $42.1 billion, respectively, of securities borrowed; $22.6 billion and $14.5 billion, respectively, of securities sold under repurchase agreements; and $203 million and $8 million, respectively, of securities loaned and other. (c) Includes securities financing agreements that provide collateral rights, but where an appropriate legal opinion with respect to the master netting agreement has not been either sought or obtained. At September 30, 2021 and December 31, 2020, included $10.6 billion and $17.0 billion, respectively, of securities purchased under resale agreements; $49.0 billion and $42.1 billion, respectively, of securities borrowed; $22.6 billion and $14.5 billion, respectively, of securities sold under repurchase agreements; and $203 million and $8 million, respectively, of securities loaned and other. The tables below present as of September 30, 2021, and December 31, 2020 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. The tables below present as of September 30, 2021, and December 31, 2020 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance September 30, 2021 December 31, 2020 (in millions) Securities sold under repurchase agreements Securities loaned and other Securities sold under repurchase agreements Securities loaned and other Mortgage-backed securities U.S. GSEs and government agencies $ 21,919 $ — $ 56,744 $ — Residential - nonagency 722 — 1,016 — Commercial - nonagency 1,065 — 855 — U.S. Treasury, GSEs and government agencies 280,004 230 315,834 143 Obligations of U.S. states and municipalities 1,726 8 1,525 2 Non-U.S. government debt 155,164 2,021 157,563 1,730 Corporate debt securities 35,682 1,325 22,849 1,864 Asset-backed securities 703 — 694 — Equity securities 36,405 49,151 20,980 37,627 Total $ 533,390 $ 52,735 $ 578,060 $ 41,366 Gross liability balance September 30, 2021 December 31, 2020 (in millions) Securities sold under repurchase agreements Securities loaned and other Securities sold under repurchase agreements Securities loaned and other Mortgage-backed securities U.S. GSEs and government agencies $ 21,919 $ — $ 56,744 $ — Residential - nonagency 722 — 1,016 — Commercial - nonagency 1,065 — 855 — U.S. Treasury, GSEs and government agencies 280,004 230 315,834 143 Obligations of U.S. states and municipalities 1,726 8 1,525 2 Non-U.S. government debt 155,164 2,021 157,563 1,730 Corporate debt securities 35,682 1,325 22,849 1,864 Asset-backed securities 703 — 694 — Equity securities 36,405 49,151 20,980 37,627 Total Total $ 533,390 $ 52,735 $ 578,060 $ 41,366 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days September 30, 2021 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 223,354 $ 201,325 $ 40,302 $ 68,409 $ 533,390 Total securities loaned and other 51,764 76 — 895 52,735 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days September 30, 2021 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 223,354 $ 201,325 $ 40,302 $ 68,409 $ 533,390 Total securities loaned and other 51,764 76 — 895 52,735 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days December 31, 2020 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 238,667 $ 230,980 $ 70,777 $ 37,636 $ 578,060 Total securities loaned and other 37,887 1,647 500 1,332 41,366 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days December 31, 2020 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 238,667 $ 230,980 $ 70,777 $ 37,636 $ 578,060 Total securities loaned and other 37,887 1,647 500 1,332 41,366 Transfers not qualifying for sale accounting Transfers not qualifying for sale accounting At September 30, 2021, and December 31, 2020, the Firm held $484 million and $598 million, respectively, of financial assets for which the rights have been transferred to third parties; however, the transfers did not qualify as a sale in accordance with U.S. GAAP. These transfers have been recognized as collateralized financing transactions. The transferred assets are recorded in trading assets and loans, and the corresponding liabilities are recorded predominantly in short-term borrowings on the Consolidated balance sheets. At September 30, 2021, and December 31, 2020, the Firm held $484 million and $598 million, respectively, of financial assets for which the rights have been transferred to third parties; however, the transfers did not qualify as a sale in accordance with U.S. GAAP. These transfers have been recognized as collateralized financing transactions. The transferred assets are recorded in trading assets and loans, and the corresponding liabilities are recorded predominantly in short-term borrowings on the Consolidated balance sheets. | | | | | | | | | | | | | | | | | | | | |September 30, 2 (in millions) | Gross amounts|Amounts netted |Amounts present|Amounts not net| Net amounts(c) Assets | | | | | | Securities purchased under res| $| 569,373| | $| (287,212)| | $| 282,161| | $| (269,113)| | | $| 13,048| Securities borrowed | 243,904| | (40,917)| | 202,987| | (149,458)| | | 53,529| Liabilities | | | | | | Securities sold under repurcha| $| 533,390| | $| (287,212)| | $| 246,178| | $| (222,187)| | | $| 23,991| Securities loaned and other(a)| 52,735| | (40,917)| | 11,818| | (11,362)| | | 456| | | | | | | | | | | | | | | | | | | | | |December 31, 20 (in millions) | Gross amounts|Amounts netted |Amounts present|Amounts not net| Net amounts(c) Assets | | | | | | Securities purchased under res| $| 666,467| | $| (370,183)| | $| 296,284| | $| (273,206)| | | $| 23,078| Securities borrowed | 193,700| | (33,065)| | 160,635| | (115,219)| | | 45,416| Liabilities | | | | | | Securities sold under repurcha| $| 578,060| | $| (370,183)| | $| 207,877| | $| (191,980)| | | $| 15,897| Securities loaned and other(a)| 41,366| | (33,065)| | 8,301| | (8,257)| | | 44| | | | | | | | | | | | | | | | | | | | | | | | |Gross liability |September 30, 2| |December 31, 20 (in millions) |Securities sold| |Securities loan| |Securities sold| |Securities loan Mortgage-backed securities | | | | | | | U.S. GSEs and government agenc| $| 21,919| | | $| —| | | $| 56,744| | | $| —| Residential - nonagency | 722| | | —| | | 1,016| | | —| Commercial - nonagency | 1,065| | | —| | | 855| | | —| U.S. Treasury, GSEs and govern| 280,004| | | 230| | | 315,834| | | 143| Obligations of U.S. states and| 1,726| | | 8| | | 1,525| | | 2| Non-U.S. government debt | 155,164| | | 2,021| | | 157,563| | | 1,730| Corporate debt securities | 35,682| | | 1,325| | | 22,849| | | 1,864| Asset-backed securities | 703| | | —| | | 694| | | —| Equity securities | 36,405| | | 49,151| | | 20,980| | | 37,627| Total | $| 533,390| | | $| 52,735| | | $| 578,060| | | $| 41,366| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Remaining contr |Overnight and c| | | | | |Greater than 90| | September 30, 2021 (in million| | Up to 30 days| | 30 – 90 days| | | Total Total securities sold under re| $| 223,354| | | $| 201,325| | | $| 40,302| | | $| 68,409| | | $| 533,390| Total securities loaned and ot| 51,764| | | 76| | | —| | | 895| | | 52,735| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Remaining contr |Overnight and c| | | | | |Greater than 90| | December 31, 2020 (in millions| | Up to 30 days| | 30 – 90 days| | | Total Total securities sold under re| $| 238,667| | | $| 230,980| | | $| 70,777| | | $| 37,636| | | $| 578,060| Total securities loaned and ot| 37,887| | | 1,647| | | 500| | | 1,332| | | 41,366| Calculation: validating [us-gaap:DebtSecuritiesAvailableForSaleAndHeldToMaturityCumulativeUnrecognizedLoss] = [317000000.00] [debit]: validating [us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax] = [256000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesAccumulatedUnrecognizedHoldingLoss] = [61000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleAndHeldToMaturityCumulativeUnrecognizedLoss] = [3052000000.00] [debit]: validating [us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax] = [1332000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesAccumulatedUnrecognizedHoldingLoss] = [1720000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleAndHeldToMaturityCumulativeUnrecognizedGain] = [10417000000.00] [credit]: validating [us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax] = [6705000000.00] [credit]: validating [us-gaap:HeldToMaturitySecuritiesAccumulatedUnrecognizedHoldingGain] = [3712000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleAndHeldToMaturityCumulativeUnrecognizedGain] = [5760000000.00] [credit]: validating [us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax] = [3189000000.00] [credit]: validating [us-gaap:HeldToMaturitySecuritiesAccumulatedUnrecognizedHoldingGain] = [2571000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleAndHeldToMaturityAmortizedCostAfterAllowanceForCreditLoss] = [583550000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss] = [381729000000.00] [debit]: validating [us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax] = [6705000000.00] [credit]: validating [us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax] = [256000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [388178000000.00] [debit]: validating [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestAfterAllowanceForCreditLoss] = [201821000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleAndHeldToMaturityAmortizedCostAfterAllowanceForCreditLoss] = [593275000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss] = [249733000000.00] [debit]: validating [us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax] = [3189000000.00] [credit]: validating [us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax] = [1332000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [251590000000.00] [debit]: validating [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestAfterAllowanceForCreditLoss] = [343542000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleAndHeldToMaturityFairValue] = [593650000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [388178000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [205472000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleAndHeldToMaturityFairValue] = [595983000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [251590000000.00] [debit]: validating [us-gaap:HeldToMaturitySecuritiesFairValue] = [344393000000.00] [debit]: Definition: [240544036 - Disclosure - Investment Securities - Amortized Costs and Estimated Fair Values (Details)] [us-gaap:ScheduleOfHeldToMaturitySecuritiesLineItems] = [none]: [us-gaap:HeldToMaturitySecuritiesDebtMaturitiesAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestAfterAllowanceForCreditLoss] = [debit] 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U.S. Treasury and government agencies (Financial Instrument [Axis]) | 50000000 [credit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 519000000 [credit] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 90000000 [credit] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 0 [credit] USD Gross unrealized losses | 61000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 59000000 [ debit] USD U.S. GSEs and government agencies (Financial Instrument [Axis]) | 29000000 [ debit] USD Residential: U.S. (Financial Instrument [Axis]) | 30000000 [ debit] USD Commercial (Financial Instrument [Axis]) | 0 [ debit] USD U.S. Treasury and government agencies (Financial Instrument [Axis]) | 0 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 0 [ debit] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 2000000 [ debit] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 0 [ debit] USD Fair value | 205472000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 117830000000 [ debit] USD U.S. GSEs and government agencies (Financial Instrument [Axis]) | 110828000000 [ debit] USD Residential: U.S. (Financial Instrument [Axis]) | 4323000000 [ debit] USD Commercial (Financial Instrument [Axis]) | 2679000000 [ debit] USD U.S. Treasury and government agencies (Financial Instrument [Axis]) | 53234000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 13270000000 [ debit] USD Asset-backed securities: Collateralized loan obligations (Financial Instrument [Axis]) | 21138000000 [ debit] USD Asset-backed securities: Other (Financial Instrument [Axis]) | 0 [ debit] USD Total investment securities, net of allowance for credit losses Amortized cost | 583550000000 [ debit] [tot] USD Gross unrealized gains | 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(Consolidation Items [Axis]) | -2641000000 [credit] [tot] USD Reconciling Items (Consolidation Items [Axis]) | 0 [credit] [tot] USD Consumer & Community Banking (Segments [Axis]) | 16703000000 [credit] [tot] USD Corporate & Investment Bank (Segments [Axis]) | 16287000000 [credit] [tot] USD Commercial Banking (Segments [Axis]) | 3995000000 [credit] [tot] USD Asset & Wealth Management (Segments [Axis]) | 3591000000 [credit] [tot] USD Average equity | 250011000000 [credit] USD Corporate (Consolidation Items [Axis]) | 79011000000 [credit] USD Reconciling Items (Consolidation Items [Axis]) | 0 [credit] USD Consumer & Community Banking (Segments [Axis]) | 50000000000 [credit] USD Corporate & Investment Bank (Segments [Axis]) | 83000000000 [credit] USD Commercial Banking (Segments [Axis]) | 24000000000 [credit] USD Asset & Wealth Management (Segments [Axis]) | 14000000000 [credit] USD ROE | 0.20 [ none] pure Consumer & Community Banking (Segments [Axis]) | 0.44 [ none] pure Corporate & 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2021-01-01, endDate: 2021-09-30)] [YTD] Banking Regulation [Abstract] Reconciliation of the Firm's regulatory capital, assets and risk-based capital ratios | The following table presents the minimum and well-capitalized risk-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. Standardized Minimum capital ratios Advanced Minimum capital ratios Well-capitalized ratios BHC(a) IDI(b) BHC(a) IDI(b) BHC(c) IDI(d) Risk-based capital ratios CET1 capital 11.3 % 7.0 % 10.5 % 7.0 % NA 6.5 % Tier 1 capital 12.8 8.5 12.0 8.5 6.0 % 8.0 Total capital 14.8 10.5 14.0 10.5 10.0 10.0 Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. (a)Represents the minimum capital ratios applicable to the Firm. The CET1, Tier 1 and Total capital minimum capital ratios each include a respective minimum requirement plus a GSIB surcharge of 3.5% as calculated under Method 2; plus a 3.3% SCB for Basel III Standardized ratios and a fixed 2.5% capital conservation buffer for Basel III Advanced ratios. The countercyclical buffer is currently set to 0% by the federal banking agencies. (b)Represents requirements for JPMorgan Chase’s IDI subsidiaries. The CET1, Tier 1 and Total capital minimum capital ratios include a fixed capital conservation buffer requirement of 2.5% that is applicable to the IDI subsidiaries. The IDI subsidiaries are not subject to the GSIB surcharge. (c)Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. (d)Represents requirements for IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act. The following table presents the minimum and well-capitalized leverage-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. Minimum capital ratios(a) Well-capitalized ratios BHC IDI BHC(b) IDI Leverage-based capital ratios Tier 1 leverage 4.0 % 4.0 % NA 5.0 % SLR 5.0 6.0 NA 6.0 Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. (a)Represents minimum SLR requirement of 3.0%, as well as supplementary leverage buffer requirements of 2.0% and 3.0% for BHC and IDI subsidiaries, respectively. (b)The Federal Reserve's regulations do not establish well-capitalized thresholds for these measures for BHCs. The following tables present risk-based capital metrics under both the Basel III Standardized and Basel III Advanced Approaches and leverage-based capital metrics for JPMorgan Chase and JPMorgan Chase Bank, N.A. As of September 30, 2021 and December 31, 2020, JPMorgan Chase and JPMorgan Chase Bank, N.A. were well-capitalized and met all capital requirements to which each was subject. September 30, 2021 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) Risk-based capital metrics: CET1 capital $ 209,917 $ 259,990 $ 209,917 $ 259,990 Tier 1 capital 244,207 259,994 244,207 259,994 Total capital 274,994 276,303 264,469 265,403 Risk-weighted assets 1,628,406 1,562,370 1,544,512 1,396,725 CET1 capital ratio 12.9 % 16.6 % 13.6 % 18.6 % Tier 1 capital ratio 15.0 16.6 15.8 18.6 Total capital ratio 16.9 17.7 17.1 19.0 December 31, 2020 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) Risk-based capital metrics: CET1 capital $ 205,078 $ 234,235 $ 205,078 $ 234,235 Tier 1 capital 234,844 234,237 234,844 234,237 Total capital 269,923 252,045 257,228 239,673 Risk-weighted assets 1,560,609 1,492,138 1,484,431 1,343,185 CET1 capital ratio 13.1 % 15.7 % 13.8 % 17.4 % Tier 1 capital ratio 15.0 15.7 15.8 17.4 Total capital ratio 17.3 16.9 17.3 17.8 (a)The capital metrics reflect the CECL capital transition provisions. Additionally, loans originated under the PPP receive a zero percent risk weight. (in millions, except ratios) September 30, 2021 December 31, 2020 JPMorgan Chase & Co.(b) JPMorgan Chase Bank, N.A.(b) JPMorgan Chase & Co.(b)(c) JPMorgan Chase Bank, N.A.(b)(c) Leverage-based capital metrics: Adjusted average assets(a) $ 3,675,803 $ 3,223,098 $ 3,353,319 $ 2,970,285 Tier 1 leverage ratio 6.6 % 8.1 % 7.0 % 7.9 % Total leverage exposure $ 4,463,904 $ 4,003,800 $ 3,401,542 $ 3,688,797 SLR 5.5 % 6.5 % 6.9 % 6.3 % (a)Adjusted average assets, for purposes of calculating the leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill and other intangible assets. (b)The capital metrics reflect the CECL capital transition provisions. (c)JPMorgan Chase’s total leverage exposure for purposes of calculating the SLR, excludes on-balance sheet amounts of U.S. Treasury securities and deposits at Federal Reserve Banks, as provided by the interim final rule issued by the Federal Reserve which became effective April 1, 2020 and remained in effect through March 31, 2021. On June 1, 2020, the Federal Reserve, OCC and FDIC issued an interim final rule which became effective April 1, 2020 and remained in effect through March 31, 2021 that provides IDI subsidiaries with an option to apply this temporary exclusion subject to certain restrictions. JPMorgan Chase Bank, N.A. did not elect to apply this exclusion. The following table presents the minimum and well-capitalized risk-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. The following table presents the minimum and well-capitalized risk-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. Standardized Minimum capital ratios Advanced Minimum capital ratios Well-capitalized ratios BHC(a) IDI(b) BHC(a) IDI(b) BHC(c) IDI(d) Risk-based capital ratios CET1 capital 11.3 % 7.0 % 10.5 % 7.0 % NA 6.5 % Tier 1 capital 12.8 8.5 12.0 8.5 6.0 % 8.0 Total capital 14.8 10.5 14.0 10.5 10.0 10.0 Standardized Minimum capital ratios Advanced Minimum capital ratios Well-capitalized ratios BHC(a) BHC (a) IDI(b) IDI (b) BHC(a) BHC (a) IDI(b) IDI (b) BHC(c) BHC (c) IDI(d) IDI (d) Risk-based capital ratios CET1 capital 11.3 % 7.0 % 10.5 % 7.0 % NA 6.5 % Tier 1 capital 12.8 8.5 12.0 8.5 6.0 % 8.0 Total capital 14.8 10.5 14.0 10.5 10.0 10.0 Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. (a)Represents the minimum capital ratios applicable to the Firm. The CET1, Tier 1 and Total capital minimum capital ratios each include a respective minimum requirement plus a GSIB surcharge of 3.5% as calculated under Method 2; plus a 3.3% SCB for Basel III Standardized ratios and a fixed 2.5% capital conservation buffer for Basel III Advanced ratios. The countercyclical buffer is currently set to 0% by the federal banking agencies. (a) Represents the minimum capital ratios applicable to the Firm. The CET1, Tier 1 and Total capital minimum capital ratios each include a respective minimum requirement plus a GSIB surcharge of 3.5% as calculated under Method 2; plus a 3.3% SCB for Basel III Standardized ratios and a fixed 2.5% capital conservation buffer for Basel III Advanced ratios. The countercyclical buffer is currently set to 0% by the federal banking agencies. (b)Represents requirements for JPMorgan Chase’s IDI subsidiaries. The CET1, Tier 1 and Total capital minimum capital ratios include a fixed capital conservation buffer requirement of 2.5% that is applicable to the IDI subsidiaries. The IDI subsidiaries are not subject to the GSIB surcharge. (b) Represents requirements for JPMorgan Chase’s IDI subsidiaries. The CET1, Tier 1 and Total capital minimum capital ratios include a fixed capital conservation buffer requirement of 2.5% that is applicable to the IDI subsidiaries. The IDI subsidiaries are not subject to the GSIB surcharge. (c)Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. (c) Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. (d)Represents requirements for IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act. (d) Represents requirements for IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act. The following table presents the minimum and well-capitalized leverage-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. The following table presents the minimum and well-capitalized leverage-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. Minimum capital ratios(a) Well-capitalized ratios BHC IDI BHC(b) IDI Leverage-based capital ratios Tier 1 leverage 4.0 % 4.0 % NA 5.0 % SLR 5.0 6.0 NA 6.0 Minimum capital ratios(a) Minimum capital ratios (a) Well-capitalized ratios BHC IDI BHC(b) BHC (b) IDI Leverage-based capital ratios Tier 1 leverage 4.0 % 4.0 % NA 5.0 % SLR 5.0 6.0 NA 6.0 Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. (a)Represents minimum SLR requirement of 3.0%, as well as supplementary leverage buffer requirements of 2.0% and 3.0% for BHC and IDI subsidiaries, respectively. (a) Represents minimum SLR requirement of 3.0%, as well as supplementary leverage buffer requirements of 2.0% and 3.0% for BHC and IDI subsidiaries, respectively. (b)The Federal Reserve's regulations do not establish well-capitalized thresholds for these measures for BHCs. (b) The Federal Reserve's regulations do not establish well-capitalized thresholds for these measures for BHCs. The following tables present risk-based capital metrics under both the Basel III Standardized and Basel III Advanced Approaches and leverage-based capital metrics for JPMorgan Chase and JPMorgan Chase Bank, N.A. As of September 30, 2021 and December 31, 2020, JPMorgan Chase and JPMorgan Chase Bank, N.A. were well-capitalized and met all capital requirements to which each was subject. The following tables present risk-based capital metrics under both the Basel III Standardized and Basel III Advanced Approaches and leverage-based capital metrics for JPMorgan Chase and JPMorgan Chase Bank, N.A. As of September 30, 2021 and December 31, 2020, JPMorgan Chase and JPMorgan Chase Bank, N.A. were well-capitalized and met all capital requirements to which each was subject. September 30, 2021 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) Risk-based capital metrics: CET1 capital $ 209,917 $ 259,990 $ 209,917 $ 259,990 Tier 1 capital 244,207 259,994 244,207 259,994 Total capital 274,994 276,303 264,469 265,403 Risk-weighted assets 1,628,406 1,562,370 1,544,512 1,396,725 CET1 capital ratio 12.9 % 16.6 % 13.6 % 18.6 % Tier 1 capital ratio 15.0 16.6 15.8 18.6 Total capital ratio 16.9 17.7 17.1 19.0 September 30, 2021 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan JPMorgan Chase & Co.(a) Chase & Co. (a) JPMorgan JPMorgan Chase Bank, N.A.(a) Chase Bank, N.A. (a) JPMorgan Chase & Co.(a) JPMorgan Chase & Co. (a) JPMorgan Chase Bank, N.A.(a) JPMorgan Chase Bank, N.A. (a) Risk-based capital metrics: CET1 capital CET1 capital $ 209,917 $ 259,990 $ 209,917 $ 259,990 Tier 1 capital Tier 1 capital 244,207 259,994 244,207 259,994 Total capital Total capital 274,994 276,303 264,469 265,403 Risk-weighted assets 1,628,406 1,562,370 1,544,512 1,396,725 CET1 capital ratio 12.9 % 16.6 % 13.6 % 18.6 % Tier 1 capital ratio 15.0 16.6 15.8 18.6 Total capital ratio 16.9 17.7 17.1 19.0 December 31, 2020 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) Risk-based capital metrics: CET1 capital $ 205,078 $ 234,235 $ 205,078 $ 234,235 Tier 1 capital 234,844 234,237 234,844 234,237 Total capital 269,923 252,045 257,228 239,673 Risk-weighted assets 1,560,609 1,492,138 1,484,431 1,343,185 CET1 capital ratio 13.1 % 15.7 % 13.8 % 17.4 % Tier 1 capital ratio 15.0 15.7 15.8 17.4 Total capital ratio 17.3 16.9 17.3 17.8 December 31, 2020 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan JPMorgan Chase & Co.(a) Chase & Co. (a) JPMorgan JPMorgan Chase Bank, N.A.(a) Chase Bank, N.A. (a) JPMorgan JPMorgan Chase & Co.(a) Chase & Co. (a) JPMorgan JPMorgan Chase Bank, N.A.(a) Chase Bank, N.A. (a) Risk-based capital metrics: CET1 capital $ 205,078 $ 234,235 $ 205,078 $ 234,235 Tier 1 capital 234,844 234,237 234,844 234,237 Total capital 269,923 252,045 257,228 239,673 Risk-weighted assets 1,560,609 1,492,138 1,484,431 1,343,185 CET1 capital ratio 13.1 % 15.7 % 13.8 % 17.4 % Tier 1 capital ratio 15.0 15.7 15.8 17.4 Total capital ratio 17.3 16.9 17.3 17.8 (a)The capital metrics reflect the CECL capital transition provisions. Additionally, loans originated under the PPP receive a zero percent risk weight. (a) The capital metrics reflect the CECL capital transition provisions. Additionally, loans originated under the PPP receive a zero percent risk weight. (in millions, except ratios) September 30, 2021 December 31, 2020 JPMorgan Chase & Co.(b) JPMorgan Chase Bank, N.A.(b) JPMorgan Chase & Co.(b)(c) JPMorgan Chase Bank, N.A.(b)(c) Leverage-based capital metrics: Adjusted average assets(a) $ 3,675,803 $ 3,223,098 $ 3,353,319 $ 2,970,285 Tier 1 leverage ratio 6.6 % 8.1 % 7.0 % 7.9 % Total leverage exposure $ 4,463,904 $ 4,003,800 $ 3,401,542 $ 3,688,797 SLR 5.5 % 6.5 % 6.9 % 6.3 % (in millions, except ratios) September 30, 2021 December 31, 2020 JPMorgan JPMorgan Chase & Co.(b) Chase & Co. (b) JPMorgan JPMorgan Chase Bank, N.A.(b) Chase Bank, N.A. (b) JPMorgan Chase & Co.(b)(c) JPMorgan Chase & Co. (b)(c) JPMorgan Chase Bank, N.A.(b)(c) JPMorgan Chase Bank, N.A. (b)(c) Leverage-based capital metrics: Adjusted average assets(a) Adjusted average assets (a) $ 3,675,803 $ 3,223,098 $ 3,353,319 $ 2,970,285 Tier 1 leverage ratio Tier 1 leverage ratio 6.6 % 8.1 % 7.0 % 7.9 % Total leverage exposure $ 4,463,904 $ 4,003,800 $ 3,401,542 $ 3,688,797 SLR 5.5 % 6.5 % 6.9 % 6.3 % (a)Adjusted average assets, for purposes of calculating the leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill and other intangible assets. (a) Adjusted average assets, for purposes of calculating the leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill and other intangible assets. (b)The capital metrics reflect the CECL capital transition provisions. (b) The capital metrics reflect the CECL capital transition provisions. | | | | | | | | | | | | | | | | | | | | | | | | | | |Standardized Mi| |Advanced Minimu| |Well-capitalize | BHC(a)| IDI(b)| | BHC(a)| IDI(b)| | BHC(c)| IDI(d) Risk-based capital ratios | | | | | | CET1 capital | 11.3| %| 7.0| %| | 10.5| %| 7.0| %| | NA| 6.5| % Tier 1 capital | 12.8| | 8.5| | | 12.0| | 8.5| | | 6.0| %| 8.0| Total capital | 14.8| | 10.5| | | 14.0| | 10.5| | | 10.0| | 10.0| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Minimum capital| |Well-capitalize | | BHC| IDI| | BHC(b)| IDI Leverage-based capital ratios | | | | | | | | | | | | | | | | | | | | | | | | Tier 1 leverage | | 4.0| %| 4.0| %| | NA| 5.0| % SLR | | 5.0| | 6.0| | | NA| 6.0| | | | | | | | | | | | | | | | | | | | September 30, 2021 (in million|Basel III Stand| | |Basel III Advan| JPMorgan Chase & Co.(a) |JPMorgan Chase | | |JPMorgan Chase |JPMorgan Chase | Risk-based capital metrics: | | | | | | | CET1 capital | $| 209,917| | $| 259,990| | | | $| 209,917| | $| 259,990| | Tier 1 capital | 244,207| | 259,994| | | | 244,207| | 259,994| | Total capital | 274,994| | 276,303| | | | 264,469| | 265,403| | | | | | | | | | | | | | | | Risk-weighted assets | 1,628,406| | 1,562,370| | | | 1,544,512| | 1,396,725| | | | | | | | | | | | | | | | | | | | | | | CET1 capital ratio | 12.9| %| 16.6| %| | | 13.6| %| 18.6| %| Tier 1 capital ratio | 15.0| | 16.6| | | | 15.8| | 18.6| | Total capital ratio | 16.9| | 17.7| | | | 17.1| | 19.0| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | December 31, 2020 (in millions|Basel III Stand| | |Basel III Advan| JPMorgan Chase & Co.(a) |JPMorgan Chase | | |JPMorgan Chase |JPMorgan Chase | Risk-based capital metrics: | | | | | | | CET1 capital | $| 205,078| | $| 234,235| | | | $| 205,078| | $| 234,235| | Tier 1 capital | 234,844| | 234,237| | | | 234,844| | 234,237| | Total capital | 269,923| | 252,045| | | | 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[jpm:FinancialandNonfinancialLiabilitiesMeasurementInput] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [jpm:OtherAssetsLiabilitiesNetFairValueDisclosure] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [12.00]: [us-gaap:EquitySecuritiesWithoutReadilyDeterminableFairValueAmount] [NET] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [13.00]: [jpm:FairValueInputsPriceperUnitAssumedPar] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [14.00]: Period [(date: 2019-12-31)] [Not Classified] Fair Value Inputs Assets And Liabilities Quantitative Information [Table] MSRs | 4699000000 [ debit] USD Period [(date: 2020-06-30)] [Not Classified] Fair Value Inputs Assets And Liabilities Quantitative Information [Table] MSRs | 3080000000 [ debit] USD Period [(date: 2020-09-30)] [Not Classified] Fair Value Inputs Assets And Liabilities Quantitative Information [Table] MSRs | 3016000000 [ debit] USD Equity securities for which quoted prices are not readily available | 2329000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Fair Value Inputs Assets And Liabilities Quantitative Information [Table] Loans | 44474000000 [ debit] USD Recurring (Measurement Frequency [Axis]) | 44474000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 2305000000 [ debit] USD MSRs | 3276000000 [ debit] USD Recurring (Measurement Frequency [Axis]) | 3276000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 3276000000 [ debit] USD Long-term debt, short-term borrowings, and deposits Recurring (Measurement Frequency [Axis]) | 437627000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 41510000000 [credit] USD Equity securities for which quoted prices are not readily available | 2400000000 [ debit] USD Period [(date: 2021-06-30)] [Not Classified] Fair Value Inputs Assets And Liabilities Quantitative Information [Table] MSRs | 4549000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Fair Value Inputs Assets And Liabilities Quantitative Information [Table] Debt securities and loans Residential mortgage-backed securities (Asset Class [Axis], Valuation Approach and Technique [Axis], Fair Va| 299000000 [ debit] USD Residential mortgage-backed securities (Asset Class [Axis], Valuation Approach and Technique [Axis], Fair Va| 24000000 [ debit] USD Residential mortgage-backed securities (Asset Class [Axis], Valuation Approach and Technique [Axis], Fair Va| 838000000 [ debit] USD Commercial mortgage-backed securities and loans (Financial Instrument [Axis], Valuation Approach and Techniq| 480000000 [ debit] USD Commercial (Asset Class [Axis], Financial Instrument [Axis], Valuation Approach and Technique [Axis], Fair V| 41000000 [ debit] USD Commercial (Asset Class [Axis], Financial Instrument [Axis], Valuation Approach and Technique [Axis], Fair V| 420000000 [ debit] USD Commercial (Asset Class [Axis], Financial Instrument [Axis], Valuation Approach and Technique [Axis], Fair V| 19000000 [ debit] USD Discounted cash flows (Valuation Approach and Technique [Axis], Financial Instrument [Axis]) | 1161000000 [ debit] USD Debt securities and loans, measurement input Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 0 [ none] pure Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 0 [ none] pure Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 0 [ none] pure Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 0 [ none] pure Yield (Measurement Input Type [Axis], Statistical Measurement [Axis], Financial Instrument [Axis]) | 0.15 [ none] pure Prepayment speed (Measurement Input Type [Axis], Statistical Measurement [Axis], Financial Instrument [Axis]| 1 [ none] pure Conditional default rate (Measurement Input Type [Axis], Statistical Measurement [Axis], Financial Instrumen| 0.30 [ none] pure Loss severity (Measurement Input Type [Axis], Statistical Measurement [Axis], Financial Instrument [Axis]) | 1.10 [ none] pure Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 0 [ none] USD/shares Maximum (Statistical Measurement [Axis], Valuation Approach and Technique [Axis]) | 100 [ none] USD/shares Price (Measurement Input Type [Axis], Statistical Measurement [Axis]) | 84 [ none] USD/shares Yield (Measurement Input Type [Axis], Valuation Approach and Technique [Axis], Statistical Measurement [Axis| 0.04 [ none] pure Prepayment speed (Measurement Input Type [Axis], Valuation Approach and Technique [Axis], Statistical Measur| 0.12 [ none] pure Conditional default rate (Measurement Input Type [Axis], Valuation Approach and Technique [Axis], Statistica| 0.05 [ none] pure Loss severity (Measurement Input Type [Axis], Valuation Approach and Technique [Axis], Statistical Measureme| 0.05 [ none] pure Debt securities, trading Market comparables (Valuation Approach and Technique [Axis], Fair Value Hierarchy and NAV [Axis]) | 465000000 [ debit] USD Asset-backed securities (Financial Instrument [Axis], Valuation Approach and Technique [Axis], Fair Value Hi| 28000000 [ debit] USD Debt securities, trading, measurement input Minimum (Statistical Measurement [Axis], Financial Instrument [Axis], Valuation Approach and Technique [Axis| 2 [ none] USD/shares Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 6 [ none] USD/shares Maximum (Statistical Measurement [Axis], Valuation Approach and Technique [Axis]) | 99 [ none] USD/shares Price (Measurement Input Type [Axis], Statistical Measurement [Axis], Valuation Approach and Technique [Axis| 150 [ none] USD/shares Price (Measurement Input Type [Axis], Financial Instrument [Axis], Statistical Measurement [Axis]) | 95 [ none] USD/shares Price (Measurement Input Type [Axis], Statistical Measurement [Axis]) | 56 [ none] USD/shares Loans | 60628000000 [ debit] USD Recurring (Measurement Frequency [Axis]) | 60628000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 2071000000 [ debit] USD Trading loans (Financial Instrument [Axis], Valuation Approach and Technique [Axis], Fair Value Hierarch| 941000000 [ debit] USD Nontrading loans (Financial Instrument [Axis], Valuation Approach and Technique [Axis], Fair Value Hiera| 813000000 [ debit] USD Market comparables (Valuation Approach and Technique [Axis], Financial Instrument [Axis]) | 1754000000 [ debit] USD Loans, measurement input Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 5 [ none] USD/shares Price (Measurement Input Type [Axis], Statistical Measurement [Axis], Valuation Approach and Technique [Axis| 104 [ none] USD/shares Price (Measurement Input Type [Axis], Statistical Measurement [Axis]) | 86 [ none] USD/shares Net derivative asset (liability) Option pricing (Valuation Approach and Technique [Axis], Financial Instrument [Axis], Fair Value Hierarchy a| -118000000 [ debit] USD Option pricing (Valuation Approach and Technique [Axis], Financial Instrument [Axis], Fair Value Hierarchy a| -3837000000 [ debit] USD Discounted cash flows (Valuation Approach and Technique [Axis], Fair Value Hierarchy and NAV [Axis]) | 5000000 [ debit] USD Discounted cash flows (Valuation Approach and Technique [Axis], Financial Instrument [Axis]) | -56000000 [ debit] USD Market comparables (Valuation Approach and Technique [Axis], Financial Instrument [Axis]) | 50000000 [ debit] USD Discounted cash flows (Valuation Approach and Technique [Axis], Financial Instrument [Axis]) | -109000000 [ debit] USD Option pricing (Valuation Approach and Technique [Axis], Financial Instrument [Axis]) | -448000000 [ debit] USD Option pricing (Valuation Approach and Technique [Axis], Financial Instrument [Axis]) | -872000000 [ debit] USD Net derivative asset (liability), measurement inputs Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.00 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.00 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.02 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Fair Value Hierarch| 0.15 [ none] pure Minimum (Statistical Measurement [Axis], Valuation Approach and Technique [Axis], Measurement Input Type [Ax| 0.40 [ none] pure Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 1 [ none] pure Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 1 [ none] pure Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 0.33 [ none] pure Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 0.00 [ none] pure Loss severity (Measurement Input Type [Axis], Statistical Measurement [Axis], Financial Instrument [Axis]) | 1 [ none] pure Credit correlation (Measurement Input Type [Axis], Statistical Measurement [Axis], Financial Instrument [Axi| 0.63 [ none] pure Credit spread (Measurement Input Type [Axis], Statistical Measurement [Axis], Financial Instrument [Axis]) | 0.25 [ none] pure Discounted cash flows (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Financial In| 0.67 [ none] pure Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Financial Instrument [Axis]) | 0 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0.65 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0.21 [ none] pure Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 0.09 [ none] pure Prepayment speed (Measurement Input Type [Axis], Statistical Measurement [Axis], Financial Instrument [Axis]| 0.09 [ none] pure Prepayment speed (Measurement Input Type [Axis], Statistical Measurement [Axis], Financial Instrument [Axis]| 0.09 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Financial Instrumen| 635 [ none] USD/MT Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Financial Instrumen| 24 [ none] USD/MWh Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Financial Instrumen| 0.02 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Financial Instrumen| 0 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 850 [ none] USD/MT Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 64 [ none] USD/MWh Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 1.42 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.77 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Financial Instrumen| 0 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0.95 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Financial Instrumen| 0 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0.50 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Financial Instrumen| 0.61 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 1.23 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Financial Instrumen| 0.12 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 1 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Financial Instrumen| 0 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0.59 [ none] pure Minimum (Statistical Measurement [Axis], Financial Instrument [Axis], Valuation Approach and Technique [Axis| 0 [ none] pure Minimum (Statistical Measurement [Axis], Measurement Input Type [Axis], Valuation Approach and Technique [Ax| 0 [ none] pure Maximum (Statistical Measurement [Axis], Valuation Approach and Technique [Axis]) | 115 [ none] pure Prepayment speed (Measurement Input Type [Axis], Financial Instrument [Axis], Statistical Measurement [Axis]| 0.30 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Financial Instrument| 0.06 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Financial Instrument| 0.00 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Financial Instrument| 1.44 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.50 [ none] pure Prepayment speed (Measurement Input Type [Axis], Financial Instrument [Axis], Statistical Measurement [Axis]| 0.08 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Financial Instrument| 0.01 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Financial Instrument| 0.00 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Financial Instrument [Axis], Statistical Measuremen| 0.33 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Financial Instrument| 0.29 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Financial Instrument [Axis], Statistical Measuremen| 0.99 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Financial Instrument [Axis], Statistical Measuremen| 0.55 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Financial Instrument [Axis], Statistical Measuremen| 0 [ none] pure Price (Measurement Input Type [Axis], Statistical Measurement [Axis]) | 78 [ none] pure Discounted cash flows (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical M| 0.54 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.28 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 743 [ none] USD/MT Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 44 [ none] USD/MWh Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.72 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.14 [ none] pure Conditional default rate (Measurement Input Type [Axis], Valuation Approach and Technique [Axis], Statistica| 1 [ none] pure Loss severity (Measurement Input Type [Axis], Valuation Approach and Technique [Axis], Statistical Measureme| 1 [ none] pure Credit correlation (Measurement Input Type [Axis], Valuation Approach and Technique [Axis], Statistical Meas| 0.45 [ none] pure Credit spread (Measurement Input Type [Axis], Valuation Approach and Technique [Axis], Statistical Measureme| 0.04 [ none] pure MSRs | 5351000000 [ debit] USD Recurring (Measurement Frequency [Axis]) | 5351000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 5351000000 [ debit] USD Discounted cash flows (Valuation Approach and Technique [Axis], Fair Value Hierarchy and NAV [Axis]) | 5351000000 [ debit] USD Long-term debt, short-term borrowings, and deposits Recurring (Measurement Frequency [Axis]) | 480761000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 40512000000 [credit] USD Discounted cash flows (Valuation Approach and Technique [Axis], Fair Value Hierarchy and NAV [Axis]) | 983000000 [credit] USD Option pricing (Valuation Approach and Technique [Axis], Fair Value Hierarchy and NAV [Axis]) | 27319000000 [credit] USD Long-term debt, short-term borrowings, and deposits, measurement inputs Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0.95 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0.50 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0.12 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 1 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Measurement Input T| 0.59 [ none] pure Minimum (Statistical Measurement [Axis], Valuation Approach and Technique [Axis], Fair Value Hierarchy and N| 0.33 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.00 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.15 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.06 [ none] pure Credit correlation (Measurement Input Type [Axis], Statistical Measurement [Axis], Fair Value Hierarchy and | 0.63 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.50 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.01 [ none] pure Credit correlation (Measurement Input Type [Axis], Statistical Measurement [Axis], Fair Value Hierarchy and | 0.45 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Measurement Input Type [Axis], Statistical Measurem| 0.28 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Fair Value Hierarch| 0.33 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Fair Value Hierarch| 0.55 [ none] pure Option pricing (Valuation Approach and Technique [Axis], Statistical Measurement [Axis], Fair Value Hierarch| 0 [ none] pure Other level 3 asset and liabilities, net Level 3 (Fair Value Hierarchy and NAV [Axis]) | 1043000000 [ debit] USD Equity securities for which quoted prices are not readily available | 3207000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 1000000000 [ debit] USD Other assets (Financial Instrument [Axis]) | 379000000 [ debit] USD Assumed par value for price input (in dollars per share) | 100 [ none] USD/shares Presentation: [231123016 - Disclosure - Preferred Stock (Tables)] [us-gaap:StockholdersEquityNoteAbstract] = [none]: [us-gaap:ScheduleOfStockByClassTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Stockholders' Equity Note [Abstract] Schedule of stock by class | The following is a summary of JPMorgan Chase’s non-cumulative preferred stock outstanding as of September 30, 2021 and December 31, 2020, and the quarterly dividend declarations for the three and nine months ended September 30, 2021 and 2020. SharesCarrying value (in millions)Contractual rate in effect at September 30, 2021Earliest redemption dateFloating annualized rate(a)Dividend declared per shareSeptember 30, 2021December 31, 2020September 30, 2021December 31, 2020Issue dateThree months ended September 30,Nine months ended September 30,2021202020212020Fixed-rate:Series Y— — $— $— 2/12/2015— %3/1/2020NA$—$—$—$153.13Series AA— 142,500 — 1,425 6/4/2015— 9/1/2020NA—152.50305.00457.50Series BB— 115,000 — 1,150 7/29/2015— 9/1/2020NA—153.75307.50461.25Series DD169,625 169,625 1,696 1,696 9/21/20185.750 12/1/2023NA143.75143.75431.25431.25Series EE185,000 185,000 1,850 1,850 1/24/20196.000 3/1/2024NA150.00150.00450.00450.00Series GG90,000 90,000 900 900 11/7/20194.750 12/1/2024NA118.75118.75356.25387.92(b)Series JJ150,000 — 1,500 — 3/17/20214.550 6/1/2026NA113.75NA207.28NA(c)Series LL185,000 — 1,850 — 5/20/20214.625 6/1/2026NA129.76NA129.76NA(d)Series MM200,000 — 2,000 — 7/29/20214.200 9/1/2026NA—NA—NA(e)Fixed-to-floating-rate:Series I293,375 293,375 $2,934 $2,934 4/23/2008LIBOR + 3.47%4/30/2018LIBOR + 3.47%$90.96$95.53$276.42$334.90Series Q150,000 150,000 1,500 1,500 4/23/20135.150 5/1/2023LIBOR + 3.25128.75128.75386.25386.25Series R150,000 150,000 1,500 1,500 7/29/20136.000 8/1/2023LIBOR + 3.30150.00150.00450.00450.00Series S200,000 200,000 2,000 2,000 1/22/20146.750 2/1/2024LIBOR + 3.78168.75168.75506.25506.25Series U100,000 100,000 1,000 1,000 3/10/20146.125 4/30/2024LIBOR + 3.33153.13153.13459.38459.38Series V250,000 250,000 2,500 2,500 6/9/2014LIBOR + 3.32%7/1/2019LIBOR + 3.3288.5592.41263.54343.30Series X160,000 160,000 1,600 1,600 9/23/20146.100 10/1/2024LIBOR + 3.33152.50152.50457.50457.50Series Z200,000 200,000 2,000 2,000 4/21/2015LIBOR + 3.80%5/1/2020LIBOR + 3.8099.23102.40300.97352.05(f)Series CC125,750 125,750 1,258 1,258 10/20/20174.625 11/1/2022LIBOR + 2.58115.63115.63346.88346.88Series FF225,000 225,000 2,250 2,250 7/31/20195.000 8/1/2024SOFR + 3.38125.00125.00375.00375.00Series HH300,000 300,000 3,000 3,000 1/23/20204.600 2/1/2025SOFR + 3.125115.00115.00345.00355.22(g)Series II150,000 150,000 1,500 1,500 2/24/20204.000 4/1/2025SOFR + 2.745100.00100.00300.00241.11(h)Series KK200,000 — 2,000 — 5/12/20213.650 6/1/2026CMT + 2.85110.51NA110.51NA(i)Total preferred stock3,483,750 3,006,250 $34,838 $30,063 (a)Floating annualized rate includes three-month LIBOR, three-month term SOFR or five-year Constant Maturity Treasury ("CMT") rate, as applicable, plus the spreads noted above.(b)Dividends in the amount of $150.42 per share were declared on January 8, 2020 and include dividends from the original issue date of November 7, 2019 through February 29, 2020. Dividends were declared quarterly thereafter at the contractual rate.(c)Dividends in the amount of $93.53 per share were declared on April 9, 2021 and include dividends from the original issue date of March 17, 2021 though May 31, 2021. Dividends were declared quarterly thereafter at the contractual rate.(d)Dividends in the amount of $129.76 per share were declared on July 8, 2021 from the original issue date of May 20, 2021 though August 31, 2021.(e)No dividends were declared for Series MM from the original issue date of July 29,2021 through September 30, 2021.(f)The dividend rate for Series Z preferred stock became floating and payable quarterly starting on May 1, 2020; prior to which the dividend rate was fixed at 5.3% or $265.00 per share payable semi annually.(g)Dividends in the amount of $125.22 per share were declared on March 13, 2020 and include dividends from the original issue date of January 23, 2020 through April 30, 2020. Dividends were declared quarterly thereafter at the contractual rate.(h)Dividends in the amount of $141.11 per share were declared on May 15, 2020 and include dividends from the original issue date of February 24, 2020 through June 30, 2020. Dividends were declared quarterly thereafter at the contractual rate.(i)Dividends in the amount of $110.51 per share were declared on July 8, 2021 from the original issue date of May 12, 2021 through August 31, 2021. 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Assessment [Ax| 9000000 [ debit] USD Residential mortgage (Underlying Asset Class [Axis], Internal Credit Assessment [Axis]) | 24000000 [ debit] USD Securitized loans (Investment Type [Axis]) | 33000000 [ debit] USD Commercial and other (Underlying Asset Class [Axis]) | 0 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Variable Interest Entities [Table] Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial asse Net liquidation losses Securitized loans (Investment Type [Axis], Underlying Asset Class [Axis], Internal Credit Assessment [Ax| 184000000 [ debit] USD Residential mortgage (Underlying Asset Class [Axis], Internal Credit Assessment [Axis]) | 159000000 [ debit] USD Securitized loans (Investment Type [Axis]) | 354000000 [ debit] USD Commercial and other (Underlying Asset Class [Axis]) | 11000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Variable Interest Entities [Table] Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial asse Securitized assets Residential mortgage (Underlying Asset Class [Axis], Variable Interest Entities by Classification of Tra| 12154000000 [ debit] USD Nonconsolidated entities (Variable Interest Entities by Classification of Transferee [Axis]) | 145770000000 [ debit] USD Residential mortgage (Underlying Asset Class [Axis], Variable Interest Entities by Classification of Tra| 41265000000 [ debit] USD Commercial and other (Underlying Asset Class [Axis], Variable Interest Entities by Classification of Tra| 92351000000 [ debit] USD 90 days past due Securitized loans (Investment Type [Axis], Underlying Asset Class [Axis], Internal Credit Assessment [Ax| 4988000000 [ debit] USD Residential mortgage (Underlying Asset Class [Axis], Internal Credit Assessment [Axis]) | 2406000000 [ debit] USD Securitized loans (Investment Type [Axis]) | 13352000000 [ debit] 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managed basis. The Firm’s definition of managed basis starts with the reported U.S. GAAP results and includes certain reclassifications to present total net revenue for the Firm (and each of the reportable business segments) on an FTE basis. Accordingly, revenue from investments that receive tax credits and tax-exempt securities is presented in the managed results on a basis comparable to taxable investments and securities. Refer to Note 32 of JPMorgan Chase’s 2020 Form 10-K for additional information on the Firm’s managed basis. Capital allocation The amount of capital assigned to each segment is referred to as equity. Periodically, the assumptions and methodologies used to allocate capital are reassessed and as a result, the capital allocated to the LOBs may change. Refer to Line of business equity on page 98 of JPMorgan Chase’s 2020 Form 10-K for additional information on capital allocation. Segment results and reconciliation(a) As of or for the three months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 4,138 $ 4,863 $ 9,061 $ 8,118 $ 988 $ 761 $ 3,312 $ 2,739 Net interest income 8,383 8,032 3,335 3,428 1,532 1,524 988 815 Total net revenue 12,521 12,895 12,396 11,546 2,520 2,285 4,300 3,554 Provision for credit losses (459) 795 (638) (81) (363) (147) (60) (52) Noninterest expense 7,238 6,912 5,871 5,832 1,032 969 2,762 2,443 Income/(loss) before income tax expense/(benefit) 5,742 5,188 7,163 5,795 1,851 1,463 1,598 1,163 Income tax expense/(benefit) 1,401 1,317 1,601 1,486 444 377 404 287 Net income/(loss) $ 4,341 $ 3,871 $ 5,562 $ 4,309 $ 1,407 $ 1,086 $ 1,194 $ 876 Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) 227,670 228,583 221,702 187,858 ROE 34 % 29 % 26 % 21 % 22 % 19 % 33 % 32 % Overhead ratio 58 54 47 51 41 42 64 69 As of or for the three months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (242) $ 343 $ (690) $ (582) (b) $ 16,567 $ 16,242 (b) Net interest income (1,054) (682) (104) (104) 13,080 13,013 Total net revenue (1,296) (339) (794) (686) 29,647 29,255 Provision for credit losses (7) 96 — — (1,527) 611 Noninterest expense 160 719 — — 17,063 16,875 Income/(loss) before income tax expense/(benefit) (1,449) (1,154) (794) (686) 14,111 11,769 Income tax expense/(benefit) (632) (455) (794) (686) (b) 2,424 2,326 (b) Net income/(loss) $ (817) $ (699) $ — $ — $ 11,687 $ 9,443 Average equity $ 82,556 $ 72,297 $ — $ — $ 253,556 $ 236,797 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) ROE NM NM NM NM 18 % 15 % Overhead ratio NM NM NM NM 58 58 (b) (a)Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. Segment results and reconciliation(a) As of or for the nine months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 13,452 $ 13,182 $ 30,061 $ 27,318 $ 2,855 $ 2,192 $ 9,623 $ 7,843 Net interest income 24,346 25,358 10,154 10,614 4,541 4,658 2,861 2,530 Total net revenue 37,798 38,540 40,215 37,932 7,396 6,850 12,484 10,373 Provision for credit losses (5,929) 12,395 (1,048) 3,307 (858) 3,294 (191) 265 Noninterest expense 21,502 20,948 19,498 18,599 2,982 2,848 7,922 7,201 Income/(loss) before income tax expense/(benefit) 22,225 5,197 21,765 16,026 5,272 708 4,753 2,907 Income tax expense/(benefit) 5,522 1,305 5,478 4,281 1,277 164 1,162 701 Net income/(loss) $ 16,703 $ 3,892 $ 16,287 $ 11,745 $ 3,995 $ 544 $ 3,591 $ 2,206 Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) 227,670 228,583 221,702 187,858 ROE 44 % 9 % 25 % 19 % 21 % 2 % 33 % 27 % Overhead ratio 57 54 48 49 40 42 63 69 As of or for the nine months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (68) $ 607 $ (2,241) $ (1,831) (b) $ 53,682 $ 49,311 (b) Net interest income (2,870) (1,534) (322) (321) 38,710 41,305 Total net revenue (2,938) (927) (2,563) (2,152) 92,392 90,616 Provision for credit losses 58 108 — — (7,968) 19,369 Noninterest expense 1,551 1,012 — — 53,455 50,608 Income/(loss) before income tax expense/(benefit) (4,547) (2,047) (2,563) (2,152) 46,905 20,639 Income tax expense/(benefit) (1,906) (655) (2,563) (2,152) (b) 8,970 3,644 (b) Net income/(loss) $ (2,641) $ (1,392) $ — $ — $ 37,935 $ 16,995 Average equity $ 79,011 $ 70,751 $ — $ — $ 250,011 $ 235,251 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) ROE NM NM NM NM 20 % 9 % Overhead ratio NM NM NM NM 58 56 (b) (a)Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. (and each of the reportable business segments) on an FTE basis. Accordingly, revenue from investments that receive tax credits and tax-exempt securities is presented in the managed results on a basis comparable to taxable investments and securities. Refer to Note 32 of JPMorgan Chase’s 2020 Form 10-K for additional information on the Firm’s managed basis. (and each of the reportable business segments) on an FTE basis. Accordingly, revenue from investments that receive tax credits and tax-exempt securities is presented in the managed results on a basis comparable to taxable investments and securities. Refer to Note 32 of JPMorgan Chase’s 2020 Form 10-K for additional information on the Firm’s managed basis. Capital allocation Capital allocation The amount of capital assigned to each segment is referred to as equity. Periodically, the assumptions and methodologies used to allocate capital are reassessed and as a result, the capital allocated to the LOBs may change. Refer to Line of business equity on page 98 of JPMorgan Chase’s 2020 Form 10-K for additional information on capital allocation. The amount of capital assigned to each segment is referred to as equity. Periodically, the assumptions and methodologies used to allocate capital are reassessed and as a result, the capital allocated to the LOBs may change. Refer to Line of business equity on page 98 of JPMorgan Chase’s 2020 Form 10-K for additional information on capital allocation. Segment results and reconciliation(a) As of or for the three months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 4,138 $ 4,863 $ 9,061 $ 8,118 $ 988 $ 761 $ 3,312 $ 2,739 Net interest income 8,383 8,032 3,335 3,428 1,532 1,524 988 815 Total net revenue 12,521 12,895 12,396 11,546 2,520 2,285 4,300 3,554 Provision for credit losses (459) 795 (638) (81) (363) (147) (60) (52) Noninterest expense 7,238 6,912 5,871 5,832 1,032 969 2,762 2,443 Income/(loss) before income tax expense/(benefit) 5,742 5,188 7,163 5,795 1,851 1,463 1,598 1,163 Income tax expense/(benefit) 1,401 1,317 1,601 1,486 444 377 404 287 Net income/(loss) $ 4,341 $ 3,871 $ 5,562 $ 4,309 $ 1,407 $ 1,086 $ 1,194 $ 876 Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) 227,670 228,583 221,702 187,858 ROE 34 % 29 % 26 % 21 % 22 % 19 % 33 % 32 % Overhead ratio 58 54 47 51 41 42 64 69 Segment results and reconciliation(a) Segment results and reconciliation (a) As of or for the three months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 4,138 $ 4,863 $ 9,061 $ 8,118 $ 988 $ 761 $ 3,312 $ 2,739 Net interest income 8,383 8,032 3,335 3,428 1,532 1,524 988 815 Total net revenue 12,521 12,895 12,396 11,546 2,520 2,285 4,300 3,554 Provision for credit losses Provision for credit losses (459) 795 (638) (81) (363) (147) (60) (52) Noninterest expense 7,238 6,912 5,871 5,832 1,032 969 2,762 2,443 Income/(loss) before income tax expense/(benefit) Income/(loss) before income tax expense/(benefit) 5,742 5,188 7,163 5,795 1,851 1,463 1,598 1,163 Income tax expense/(benefit) 1,401 1,317 1,601 1,486 444 377 404 287 Net income/(loss) $ 4,341 $ 3,871 $ 5,562 $ 4,309 $ 1,407 $ 1,086 $ 1,194 $ 876 Average equity Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) (b) 227,670 228,583 221,702 187,858 ROE ROE 34 % 29 % 26 % 21 % 22 % 19 % 33 % 32 % Overhead ratio 58 54 47 51 41 42 64 69 As of or for the three months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (242) $ 343 $ (690) $ (582) (b) $ 16,567 $ 16,242 (b) Net interest income (1,054) (682) (104) (104) 13,080 13,013 Total net revenue (1,296) (339) (794) (686) 29,647 29,255 Provision for credit losses (7) 96 — — (1,527) 611 Noninterest expense 160 719 — — 17,063 16,875 Income/(loss) before income tax expense/(benefit) (1,449) (1,154) (794) (686) 14,111 11,769 Income tax expense/(benefit) (632) (455) (794) (686) (b) 2,424 2,326 (b) Net income/(loss) $ (817) $ (699) $ — $ — $ 11,687 $ 9,443 Average equity $ 82,556 $ 72,297 $ — $ — $ 253,556 $ 236,797 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) ROE NM NM NM NM 18 % 15 % Overhead ratio NM NM NM NM 58 58 (b) As of or for the three months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Reconciling Items (a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (242) $ 343 $ (690) $ (582) (b) (b) $ 16,567 $ 16,242 (b) (b) Net interest income (1,054) (682) (104) (104) 13,080 13,013 Total net revenue (1,296) (339) (794) (686) 29,647 29,255 Provision for credit losses Provision for credit losses (7) 96 — — (1,527) 611 Noninterest expense 160 719 — — 17,063 16,875 Income/(loss) before income tax expense/(benefit) Income/(loss) before income tax expense/(benefit) (1,449) (1,154) (794) (686) 14,111 11,769 Income tax expense/(benefit) (632) (455) (794) (686) (b) (b) 2,424 2,326 (b) (b) Net income/(loss) $ (817) $ (699) $ — $ — $ 11,687 $ 9,443 Average equity Average equity $ 82,556 $ 72,297 $ — $ — $ 253,556 $ 236,797 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) (b) ROE ROE NM NM NM NM 18 % 15 % Overhead ratio NM NM NM NM 58 58 (b) (b) (a)Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (a) Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. Segment results and reconciliation(a) As of or for the nine months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 13,452 $ 13,182 $ 30,061 $ 27,318 $ 2,855 $ 2,192 $ 9,623 $ 7,843 Net interest income 24,346 25,358 10,154 10,614 4,541 4,658 2,861 2,530 Total net revenue 37,798 38,540 40,215 37,932 7,396 6,850 12,484 10,373 Provision for credit losses (5,929) 12,395 (1,048) 3,307 (858) 3,294 (191) 265 Noninterest expense 21,502 20,948 19,498 18,599 2,982 2,848 7,922 7,201 Income/(loss) before income tax expense/(benefit) 22,225 5,197 21,765 16,026 5,272 708 4,753 2,907 Income tax expense/(benefit) 5,522 1,305 5,478 4,281 1,277 164 1,162 701 Net income/(loss) $ 16,703 $ 3,892 $ 16,287 $ 11,745 $ 3,995 $ 544 $ 3,591 $ 2,206 Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) 227,670 228,583 221,702 187,858 ROE 44 % 9 % 25 % 19 % 21 % 2 % 33 % 27 % Overhead ratio 57 54 48 49 40 42 63 69 Segment results and reconciliation(a) Segment results and reconciliation (a) As of or for the nine months ended September 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2021 2020 2021 2020 2021 2020 2021 2020 Noninterest revenue $ 13,452 $ 13,182 $ 30,061 $ 27,318 $ 2,855 $ 2,192 $ 9,623 $ 7,843 Net interest income 24,346 25,358 10,154 10,614 4,541 4,658 2,861 2,530 Total net revenue 37,798 38,540 40,215 37,932 7,396 6,850 12,484 10,373 Provision for credit losses Provision for credit losses (5,929) 12,395 (1,048) 3,307 (858) 3,294 (191) 265 Noninterest expense 21,502 20,948 19,498 18,599 2,982 2,848 7,922 7,201 Income/(loss) before income tax expense/(benefit) Income/(loss) before income tax expense/(benefit) 22,225 5,197 21,765 16,026 5,272 708 4,753 2,907 Income tax expense/(benefit) 5,522 1,305 5,478 4,281 1,277 164 1,162 701 Net income/(loss) $ 16,703 $ 3,892 $ 16,287 $ 11,745 $ 3,995 $ 544 $ 3,591 $ 2,206 Average equity Average equity $ 50,000 $ 52,000 $ 83,000 $ 80,000 $ 24,000 $ 22,000 $ 14,000 $ 10,500 Total assets 493,169 487,063 1,355,752 1,088,282 (b) (b) 227,670 228,583 221,702 187,858 ROE ROE 44 % 9 % 25 % 19 % 21 % 2 % 33 % 27 % Overhead ratio 57 54 48 49 40 42 63 69 As of or for the nine months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (68) $ 607 $ (2,241) $ (1,831) (b) $ 53,682 $ 49,311 (b) Net interest income (2,870) (1,534) (322) (321) 38,710 41,305 Total net revenue (2,938) (927) (2,563) (2,152) 92,392 90,616 Provision for credit losses 58 108 — — (7,968) 19,369 Noninterest expense 1,551 1,012 — — 53,455 50,608 Income/(loss) before income tax expense/(benefit) (4,547) (2,047) (2,563) (2,152) 46,905 20,639 Income tax expense/(benefit) (1,906) (655) (2,563) (2,152) (b) 8,970 3,644 (b) Net income/(loss) $ (2,641) $ (1,392) $ — $ — $ 37,935 $ 16,995 Average equity $ 79,011 $ 70,751 $ — $ — $ 250,011 $ 235,251 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) ROE NM NM NM NM 20 % 9 % Overhead ratio NM NM NM NM 58 56 (b) As of or for the nine months ended September 30, (in millions, except ratios) Corporate Reconciling Items(a) Reconciling Items (a) Total 2021 2020 2021 2020 2021 2020 Noninterest revenue $ (68) $ 607 $ (2,241) $ (1,831) (b) (b) $ 53,682 $ 49,311 (b) (b) Net interest income (2,870) (1,534) (322) (321) 38,710 41,305 Total net revenue (2,938) (927) (2,563) (2,152) 92,392 90,616 Provision for credit losses Provision for credit losses 58 108 — — (7,968) 19,369 Noninterest expense 1,551 1,012 — — 53,455 50,608 Income/(loss) before income tax expense/(benefit) Income/(loss) before income tax expense/(benefit) (4,547) (2,047) (2,563) (2,152) 46,905 20,639 Income tax expense/(benefit) (1,906) (655) (2,563) (2,152) (b) (b) 8,970 3,644 (b) (b) Net income/(loss) $ (2,641) $ (1,392) $ — $ — $ 37,935 $ 16,995 Average equity Average equity $ 79,011 $ 70,751 $ — $ — $ 250,011 $ 235,251 Total assets 1,459,283 1,253,275 NA NA 3,757,576 3,245,061 (b) (b) ROE ROE NM NM NM NM 20 % 9 % Overhead ratio NM NM NM NM 58 56 (b) (b) (a)Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (a) Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. (b) Prior-period amounts have been revised to conform with the current presentation. Refer to Note 1 for further information. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Segment results and reconcilia As of or for the three months |Consumer & Comm| |Corporate & Inv| |Commercial Bank| |Asset & Wealth 2021 | 2020| | 2021| 2020| | 2021| 2020| | 2021| 2020 Noninterest revenue | $| 4,138| $| 4,863| | $| 9,061| $| 8,118| | $| 988| $| 761| | $| 3,312| $| 2,739 Net interest income | 8,383| 8,032| | 3,335| 3,428| | 1,532| 1,524| | 988| 815 Total net revenue | 12,521| 12,895| | 12,396| 11,546| | 2,520| 2,285| | 4,300| 3,554 Provision for credit losses | (459)| 795| | (638)| (81)| | (363)| (147)| | (60)| (52) Noninterest expense | 7,238| 6,912| | 5,871| 5,832| | 1,032| 969| | 2,762| 2,443 Income/(loss) before income ta| 5,742| 5,188| | 7,163| 5,795| | 1,851| 1,463| | 1,598| 1,163 Income tax expense/(benefit) | 1,401| 1,317| | 1,601| 1,486| | 444| 377| | 404| 287 Net income/(loss) | $| 4,341| $| 3,871| | $| 5,562| $| 4,309| | $| 1,407| $| 1,086| | $| 1,194| $| 876 Average equity | $| 50,000| $| 52,000| | $| 83,000| $| 80,000| | $| 24,000| $| 22,000| | $| 14,000| $| 10,500 Total assets | 493,169| 487,063| | 1,355,752| 1,088,282| (b)| 227,670| 228,583| | 221,702| 187,858 ROE | 34| %| 29| %| | 26| %| 21| %| | 22| %| 19| %| | 33| %| 32| % Overhead ratio | 58| 54| | | 47| | 51| | | 41| | 42| | | 64| | 69| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of or for the three months | Corporate| |Reconciling Ite| | Total| 2021 | 2020| | 2021| 2020| | 2021| 2020| Noninterest revenue | $| (242)| $| 343| | $| (690)| $| (582)| (b)| $| 16,567| $| 16,242| (b) Net interest income | (1,054)| (682)| | (104)| (104)| | 13,080| 13,013| Total net revenue | (1,296)| (339)| | (794)| (686)| | 29,647| 29,255| Provision for credit losses | (7)| 96| | —| —| | (1,527)| 611| Noninterest expense | 160| 719| | —| —| | 17,063| 16,875| Income/(loss) before income ta| (1,449)| (1,154)| | (794)| (686)| | 14,111| 11,769| Income tax expense/(benefit) | (632)| (455)| | (794)| (686)| (b)| 2,424| 2,326| (b) Net income/(loss) | $| (817)| $| (699)| | $| —| $| —| | $| 11,687| $| 9,443| Average equity | $| 82,556| $| 72,297| | $| —| $| —| | $| 253,556| $| 236,797| Total assets | 1,459,283| 1,253,275| | NA| NA| | 3,757,576| 3,245,061| (b) ROE | NM| NM| | NM| NM| | 18| %| 15| %| Overhead ratio | NM| NM| | NM| NM| | 58| | 58| | (b) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Segment results and reconcilia As of or for the nine months e|Consumer & Comm| |Corporate & Inv| |Commercial Bank| |Asset & Wealth 2021 | 2020| | 2021| 2020| | 2021| 2020| | 2021| 2020 Noninterest revenue | $| 13,452| $| 13,182| | $| 30,061| $| 27,318| | $| 2,855| $| 2,192| | $| 9,623| $| 7,843 Net interest income | 24,346| 25,358| | 10,154| 10,614| | 4,541| 4,658| | 2,861| 2,530 Total net revenue | 37,798| 38,540| | 40,215| 37,932| | 7,396| 6,850| | 12,484| 10,373 Provision for credit losses | (5,929)| 12,395| | (1,048)| 3,307| | (858)| 3,294| | (191)| 265 Noninterest expense | 21,502| 20,948| | 19,498| 18,599| | 2,982| 2,848| | 7,922| 7,201 Income/(loss) before income ta| 22,225| 5,197| | 21,765| 16,026| | 5,272| 708| | 4,753| 2,907 Income tax expense/(benefit) | 5,522| 1,305| | 5,478| 4,281| | 1,277| 164| | 1,162| 701 Net income/(loss) | $| 16,703| $| 3,892| | $| 16,287| $| 11,745| | $| 3,995| $| 544| | $| 3,591| $| 2,206 Average equity | $| 50,000| $| 52,000| | $| 83,000| $| 80,000| | $| 24,000| $| 22,000| | $| 14,000| $| 10,500 Total assets | 493,169| 487,063| | 1,355,752| 1,088,282| (b)| 227,670| 228,583| | 221,702| 187,858 ROE | 44| %| 9| %| | 25| %| 19| %| | 21| %| 2| %| | 33| %| 27| % Overhead ratio | 57| | 54| | | 48| | 49| | | 40| | 42| | | 63| | 69| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of or for the nine months e| Corporate| |Reconciling Ite| | Total| 2021 | 2020| | 2021| 2020| | 2021| 2020| Noninterest revenue | $| (68)| $| 607| | $| (2,241)| $| (1,831)| (b)| $| 53,682| $| 49,311| (b) Net interest income | (2,870)| (1,534)| | (322)| (321)| | 38,710| 41,305| Total net revenue | (2,938)| (927)| | (2,563)| (2,152)| | 92,392| 90,616| Provision for credit losses | 58| 108| | —| —| | (7,968)| 19,369| Noninterest expense | 1,551| 1,012| | —| —| | 53,455| 50,608| Income/(loss) before income ta| (4,547)| (2,047)| | (2,563)| (2,152)| | 46,905| 20,639| Income tax expense/(benefit) | (1,906)| (655)| | (2,563)| (2,152)| (b)| 8,970| 3,644| (b) Net income/(loss) | $| (2,641)| $| (1,392)| | $| —| $| —| | $| 37,935| $| 16,995| Average equity | $| 79,011| $| 70,751| | $| —| $| —| | $| 250,011| $| 235,251| Total assets | 1,459,283| 1,253,275| | NA| NA| | 3,757,576| 3,245,061| (b) ROE | NM| NM| | NM| NM| | 20| %| 9| %| Overhead ratio | NM| NM| | NM| NM| | 58| | 56| | (b) Calculation: (startDate: 2020-07-01, endDate: 2020-09-30): {(jpm:ConsumerCommunityBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [jpm:ServicingRevenueNetRealEstateMortgages] = [311000000.00] [credit]: validating [jpm:RiskManagementRevenueNetRealEstateMortgages] = [145000000.00] [credit]: validating [jpm:RiskManagementRevenueChangesinFairValueofMortgageServicingRightsChangesinMarketInterestRatesAndOther] = [-59000000.00] [credit]: validating [jpm:RiskManagementRevenueChangesinFairValueofMortgageServicingRightsResultingfromChangesinOtherValuationInputsorChangesinAssumptions] = [93000000.00] [credit]: validating [jpm:DerivativeGainLossOnDerivativeNetRealEstateMortgagesRelatedAndOtherAdjustments] = [111000000.00] [credit]: validating [jpm:OperatingRevenueNetRealEstateMortgages] = [166000000.00] [credit]: validating [jpm:OperatingRevenueServicingFeesNetRealEstateMortgages] = [381000000.00] [credit]: validating [jpm:OperatingRevenueRealEstateMortgagesChangesinFairValueofMortgageServicingRightsChangesDueToCollectionRealizationOfExpectedCashFlows] = [-215000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(jpm:ConsumerCommunityBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [jpm:ServicingRevenueNetRealEstateMortgages] = [487000000.00] [credit]: validating [jpm:RiskManagementRevenueNetRealEstateMortgages] = [134000000.00] [credit]: validating [jpm:RiskManagementRevenueChangesinFairValueofMortgageServicingRightsChangesinMarketInterestRatesAndOther] = [-1573000000.00] [credit]: validating [jpm:RiskManagementRevenueChangesinFairValueofMortgageServicingRightsResultingfromChangesinOtherValuationInputsorChangesinAssumptions] = [114000000.00] [credit]: validating [jpm:DerivativeGainLossOnDerivativeNetRealEstateMortgagesRelatedAndOtherAdjustments] = [1593000000.00] [credit]: validating [jpm:OperatingRevenueNetRealEstateMortgages] = [353000000.00] [credit]: validating [jpm:OperatingRevenueServicingFeesNetRealEstateMortgages] = [1063000000.00] [credit]: validating [jpm:OperatingRevenueRealEstateMortgagesChangesinFairValueofMortgageServicingRightsChangesDueToCollectionRealizationOfExpectedCashFlows] = [-710000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(jpm:ConsumerCommunityBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [jpm:ServicingRevenueNetRealEstateMortgages] = [-18000000.00] [credit]: validating [jpm:RiskManagementRevenueNetRealEstateMortgages] = [-145000000.00] [credit]: validating [jpm:RiskManagementRevenueChangesinFairValueofMortgageServicingRightsChangesinMarketInterestRatesAndOther] = [133000000.00] [credit]: validating [jpm:RiskManagementRevenueChangesinFairValueofMortgageServicingRightsResultingfromChangesinOtherValuationInputsorChangesinAssumptions] = [-144000000.00] [credit]: validating [jpm:DerivativeGainLossOnDerivativeNetRealEstateMortgagesRelatedAndOtherAdjustments] = [-134000000.00] [credit]: validating [jpm:OperatingRevenueNetRealEstateMortgages] = [127000000.00] [credit]: validating [jpm:OperatingRevenueServicingFeesNetRealEstateMortgages] = [328000000.00] [credit]: validating [jpm:OperatingRevenueRealEstateMortgagesChangesinFairValueofMortgageServicingRightsChangesDueToCollectionRealizationOfExpectedCashFlows] = [-201000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(jpm:ConsumerCommunityBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [jpm:ServicingRevenueNetRealEstateMortgages] = [-41000000.00] [credit]: validating [jpm:RiskManagementRevenueNetRealEstateMortgages] = [-363000000.00] [credit]: validating [jpm:RiskManagementRevenueChangesinFairValueofMortgageServicingRightsChangesinMarketInterestRatesAndOther] = [469000000.00] [credit]: validating [jpm:RiskManagementRevenueChangesinFairValueofMortgageServicingRightsResultingfromChangesinOtherValuationInputsorChangesinAssumptions] = [-211000000.00] [credit]: validating [jpm:DerivativeGainLossOnDerivativeNetRealEstateMortgagesRelatedAndOtherAdjustments] = [-621000000.00] [credit]: validating [jpm:OperatingRevenueNetRealEstateMortgages] = [322000000.00] [credit]: validating [jpm:OperatingRevenueServicingFeesNetRealEstateMortgages] = [892000000.00] [credit]: validating [jpm:OperatingRevenueRealEstateMortgagesChangesinFairValueofMortgageServicingRightsChangesDueToCollectionRealizationOfExpectedCashFlows] = [-570000000.00] [credit]: Definition: [241014073 - Disclosure - Goodwill and Mortgage Servicing Rights - Mortgage Fees and Related Income (Details)] [jpm:ScheduleOfMortgageFeesAndRelatedIncomeLineItems] = [none]: [jpm:NetProducitonRevenueAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:MortgageProductionRevenue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:NetMortgageServicingRevenueAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:OperatingRevenueAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:OperatingRevenueServicingFeesNetRealEstateMortgages] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: 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[http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OperatingRevenueAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:OperatingRevenueServicingFeesNetRealEstateMortgages] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:OperatingRevenueRealEstateMortgagesChangesinFairValueofMortgageServicingRightsChangesDueToCollectionRealizationOfExpectedCashFlows] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OperatingRevenueNetRealEstateMortgages] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:RiskManagementAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:RiskManagementRevenueChangesinFairValueofMortgageServicingRightsChangesinMarketInterestRatesAndOther] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:RiskManagementRevenueChangesinFairValueofMortgageServicingRightsResultingfromChangesinOtherValuationInputsorChangesinAssumptions] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:DerivativeGainLossOnDerivativeNetRealEstateMortgagesRelatedAndOtherAdjustments] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:RiskManagementRevenueNetRealEstateMortgages] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:ServicingRevenueNetRealEstateMortgages] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:MortgageFeesAndRelatedIncome] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:FeesAndCommissionsMortgageBankingAndRelatedAllOther] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Schedule Of Mortgage Fees And Related Income [Table] CCB mortgage fees and related income Production revenue Consumer & Community Banking (Segments [Axis]) | 765000000 [credit] USD Net mortgage servicing revenue: Operating revenue: Loan servicing revenue Consumer & Community Banking (Segments [Axis]) | 381000000 [credit] USD Changes in MSR asset fair value due to collection/realization of expected cash flows Consumer & Community Banking (Segments [Axis]) | -215000000 [credit] USD Total operating revenue Consumer & Community Banking (Segments [Axis]) | 166000000 [credit] [tot] USD Risk management: Changes in MSR asset fair value due to market interest rates and other Consumer & Community Banking (Segments [Axis]) | -59000000 [credit] USD Other changes in MSR asset fair value due to other inputs and assumptions in model Consumer & Community Banking (Segments [Axis]) | 93000000 [credit] USD Changes in derivative fair value and other Consumer & Community Banking (Segments [Axis]) | 111000000 [credit] USD Total risk management Consumer & Community Banking (Segments [Axis]) | 145000000 [credit] [tot] USD Total net mortgage servicing revenue Consumer & Community Banking (Segments [Axis]) | 311000000 [credit] [tot] USD Mortgage fees and related income | 1087000000 [credit] USD Consumer & Community Banking (Segments [Axis]) | 1076000000 [credit] USD All other | 11000000 [credit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule Of Mortgage Fees And Related Income [Table] CCB mortgage fees and related income Production revenue Consumer & Community Banking (Segments [Axis]) | 1826000000 [credit] USD Net mortgage servicing revenue: Operating revenue: Loan servicing revenue Consumer & Community Banking (Segments [Axis]) | 1063000000 [credit] USD Changes in MSR asset fair value due to collection/realization of expected cash flows Consumer & Community Banking (Segments [Axis]) | -710000000 [credit] USD Total operating revenue Consumer & Community Banking (Segments [Axis]) | 353000000 [credit] [tot] USD Risk management: Changes in MSR asset fair value due to market interest rates and other Consumer & Community Banking (Segments [Axis]) | -1573000000 [credit] USD Other changes in MSR asset fair value due to other inputs and assumptions in model Consumer & Community Banking (Segments [Axis]) | 114000000 [credit] USD Changes in derivative fair value and other Consumer & Community Banking (Segments [Axis]) | 1593000000 [credit] USD Total risk management Consumer & Community Banking (Segments [Axis]) | 134000000 [credit] [tot] USD Total net mortgage servicing revenue Consumer & Community Banking (Segments [Axis]) | 487000000 [credit] [tot] USD Mortgage fees and related income | 2324000000 [credit] USD Consumer & Community Banking (Segments [Axis]) | 2313000000 [credit] USD All other | 11000000 [credit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule Of Mortgage Fees And Related Income [Table] CCB mortgage fees and related income Production revenue Consumer & Community Banking (Segments [Axis]) | 614000000 [credit] USD Net mortgage servicing revenue: Operating revenue: Loan servicing revenue Consumer & Community Banking (Segments [Axis]) | 328000000 [credit] USD Changes in MSR asset fair value due to collection/realization of expected cash flows Consumer & Community Banking (Segments [Axis]) | -201000000 [credit] USD Total operating revenue Consumer & Community Banking (Segments [Axis]) | 127000000 [credit] [tot] USD Risk management: Changes in MSR asset fair value due to market interest rates and other Consumer & Community Banking (Segments [Axis]) | 133000000 [credit] USD Other changes in MSR asset fair value due to other inputs and assumptions in model Consumer & Community Banking (Segments [Axis]) | -144000000 [credit] USD Changes in derivative fair value and other Consumer & Community Banking (Segments [Axis]) | -134000000 [credit] USD Total risk management Consumer & Community Banking (Segments [Axis]) | -145000000 [credit] [tot] USD Total net mortgage servicing revenue Consumer & Community Banking (Segments [Axis]) | -18000000 [credit] [tot] USD Mortgage fees and related income | 600000000 [credit] USD Consumer & Community Banking (Segments [Axis]) | 596000000 [credit] USD All other | 4000000 [credit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule Of Mortgage Fees And Related Income [Table] CCB mortgage fees and related income Production revenue Consumer & Community Banking (Segments [Axis]) | 1888000000 [credit] USD Net mortgage servicing revenue: Operating revenue: Loan servicing revenue Consumer & Community Banking (Segments [Axis]) | 892000000 [credit] USD Changes in MSR asset fair value due to collection/realization of expected cash flows Consumer & Community Banking (Segments [Axis]) | -570000000 [credit] USD Total operating revenue Consumer & Community Banking (Segments [Axis]) | 322000000 [credit] [tot] USD Risk management: Changes in MSR asset fair value due to market interest rates and other Consumer & Community Banking (Segments [Axis]) | 469000000 [credit] USD Other changes in MSR asset fair value due to other inputs and assumptions in model Consumer & Community Banking (Segments [Axis]) | -211000000 [credit] USD Changes in derivative fair value and other Consumer & Community Banking (Segments [Axis]) | -621000000 [credit] USD Total risk management Consumer & Community Banking (Segments [Axis]) | -363000000 [credit] [tot] USD Total net mortgage servicing revenue Consumer & Community Banking (Segments [Axis]) | -41000000 [credit] [tot] USD Mortgage fees and related income | 1855000000 [credit] USD Consumer & Community Banking (Segments [Axis]) | 1847000000 [credit] USD All other | 8000000 [credit] USD Presentation: [210321005 - Disclosure - Noninterest Revenue and Noninterest Expense] [jpm:NoninterestIncomeExpenseAbstract] = [none]: [jpm:NoninterestRevenueandExpenseTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Noninterest Income (Expense) [Abstract] Noninterest Revenue and Noninterest Expense | Noninterest revenue and noninterest expense Noninterest revenue Refer to Note 6 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the components of and accounting policies for the Firm’s noninterest revenue. Investment banking fees The following table presents the components of investment banking fees. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Underwriting Equity $ 1,034 $ 736 $ 3,169 $ 2,037 Debt 1,019 1,019 3,713 3,342 Total underwriting 2,053 1,755 6,882 5,379 Advisory 1,229 432 2,840 1,524 Total investment banking fees $ 3,282 $ 2,187 $ 9,722 $ 6,903 Principal transactions The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities in CIB and fund deployment activities in Treasury and CIO. Refer to Note 6 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual LOB. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Trading revenue by instrument type Interest rate(a) $ 339 $ 287 $ 1,726 $ 2,258 Credit(b) 496 950 (c) 2,525 2,201 (c) Foreign exchange 648 714 2,287 3,606 Equity 1,863 1,410 6,449 4,816 Commodity 315 747 1,165 1,775 Total trading revenue 3,661 4,108 14,152 14,656 Private equity gains/(losses) (115) 34 (30) 44 Principal transactions $ 3,546 $ 4,142 $ 14,122 $ 14,700 (a)Includes the impact of changes in funding valuation adjustments on derivatives. (b)Includes the impact of changes in credit valuation adjustments on derivatives, net of the associated hedging activities. (c)Includes marks on held-for-sale positions, including unfunded commitments, in the bridge financing portfolio. Lending- and deposit-related fees The following table presents the components of lending- and deposit-related fees. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Lending-related fees $ 374 $ 337 $ 1,102 $ 916 Deposit-related fees 1,427 1,310 4,146 3,868 Total lending- and deposit-related fees $ 1,801 $ 1,647 $ 5,248 $ 4,784 Asset management, administration and commissions The following table presents the components of asset management, administration and commissions. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Asset management fees Investment management fees(a) $ 3,554 $ 2,937 $ 10,232 $ 8,439 All other asset management fees(b) 94 85 283 253 Total asset management fees 3,648 3,022 10,515 8,692 Total administration fees(c) 642 561 1,925 1,661 Commissions and other fees Brokerage commissions(d) 719 645 2,280 2,224 All other commissions and fees 248 242 760 699 Total commissions and fees 967 887 3,040 2,923 Total asset management, administration and commissions $ 5,257 $ 4,470 $ 15,480 $ 13,276 (a)Represents fees earned from managing assets on behalf of the Firm’s clients, including investors in Firm-sponsored funds and owners of separately managed investment accounts. (b)Represents fees for services that are ancillary to investment management services, such as commissions earned on the sales or distribution of mutual funds to clients. (c)Predominantly includes fees for custody, securities lending, funds services and securities clearance. (d)Represents commissions earned when the Firm acts as a broker, by facilitating its clients’ purchases and sales of securities and other financial instruments. Card income The following table presents the components of card income: Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Interchange and merchant processing income $ 6,117 $ 4,757 $ 16,959 $ 13,479 Rewards costs and partner payments (4,860) (3,497) (12,676) (9,895) Other card income(a) (252) (91) (281) (446) Total card income $ 1,005 $ 1,169 $ 4,002 $ 3,138 (a)Predominantly represents the amortization of account origination costs and annual fees. Refer to Note 14 for further information on mortgage servicing rights, including risk management activities. Refer to Note 16 for information on operating lease income included within other income. Noninterest expense Other expense Other expense on the Firm’s Consolidated statements of income included the following: Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Legal expense $ 76 $ 524 $ 289 $ 839 FDIC-related expense 173 186 551 503 Noninterest revenue Noninterest revenue Refer to Note 6 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the components of and accounting policies for the Firm’s noninterest revenue. Refer to Note 6 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the components of and accounting policies for the Firm’s noninterest revenue. Investment banking fees Investment banking fees The following table presents the components of investment banking fees. The following table presents the components of investment banking fees. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Underwriting Equity $ 1,034 $ 736 $ 3,169 $ 2,037 Debt 1,019 1,019 3,713 3,342 Total underwriting 2,053 1,755 6,882 5,379 Advisory 1,229 432 2,840 1,524 Total investment banking fees $ 3,282 $ 2,187 $ 9,722 $ 6,903 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Underwriting Equity $ 1,034 $ 736 $ 3,169 $ 2,037 Debt 1,019 1,019 3,713 3,342 Total underwriting 2,053 1,755 6,882 5,379 Advisory 1,229 432 2,840 1,524 Total investment banking fees Total investment banking fees $ 3,282 $ 2,187 $ 9,722 $ 6,903 Principal transactions Principal transactions The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities in CIB and fund deployment activities in Treasury and CIO. Refer to Note 6 for further information on interest income and interest expense. The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities in CIB and fund deployment activities in Treasury and CIO. Refer to Note 6 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual LOB. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual LOB. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Trading revenue by instrument type Interest rate(a) $ 339 $ 287 $ 1,726 $ 2,258 Credit(b) 496 950 (c) 2,525 2,201 (c) Foreign exchange 648 714 2,287 3,606 Equity 1,863 1,410 6,449 4,816 Commodity 315 747 1,165 1,775 Total trading revenue 3,661 4,108 14,152 14,656 Private equity gains/(losses) (115) 34 (30) 44 Principal transactions $ 3,546 $ 4,142 $ 14,122 $ 14,700 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Trading revenue by instrument type Trading revenue by instrument type Interest rate(a) Interest rate (a) $ 339 $ 287 $ 1,726 $ 2,258 Credit(b) Credit (b) 496 950 (c) (c) 2,525 2,201 (c) (c) Foreign exchange 648 714 2,287 3,606 Equity 1,863 1,410 6,449 4,816 Commodity 315 747 1,165 1,775 Total trading revenue 3,661 4,108 14,152 14,656 Private equity gains/(losses) Private equity gains/(losses) (115) 34 (30) 44 Principal transactions Principal transactions $ 3,546 $ 4,142 $ 14,122 $ 14,700 (a)Includes the impact of changes in funding valuation adjustments on derivatives. (a) Includes the impact of changes in funding valuation adjustments on derivatives. (b)Includes the impact of changes in credit valuation adjustments on derivatives, net of the associated hedging activities. (b) Includes the impact of changes in credit valuation adjustments on derivatives, net of the associated hedging activities. (c)Includes marks on held-for-sale positions, including unfunded commitments, in the bridge financing portfolio. (c) Includes marks on held-for-sale positions, including unfunded commitments, in the bridge financing portfolio. Lending- and deposit-related fees Lending- and deposit-related fees The following table presents the components of lending- and deposit-related fees. The following table presents the components of lending- and deposit-related fees. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Lending-related fees $ 374 $ 337 $ 1,102 $ 916 Deposit-related fees 1,427 1,310 4,146 3,868 Total lending- and deposit-related fees $ 1,801 $ 1,647 $ 5,248 $ 4,784 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Lending-related fees $ 374 $ 337 $ 1,102 $ 916 Deposit-related fees 1,427 1,310 4,146 3,868 Total lending- and deposit-related fees Total lending- and deposit-related fees $ 1,801 $ 1,647 $ 5,248 $ 4,784 Asset management, administration and commissions Asset management, administration and commissions The following table presents the components of asset management, administration and commissions. The following table presents the components of asset management, administration and commissions. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Asset management fees Investment management fees(a) $ 3,554 $ 2,937 $ 10,232 $ 8,439 All other asset management fees(b) 94 85 283 253 Total asset management fees 3,648 3,022 10,515 8,692 Total administration fees(c) 642 561 1,925 1,661 Commissions and other fees Brokerage commissions(d) 719 645 2,280 2,224 All other commissions and fees 248 242 760 699 Total commissions and fees 967 887 3,040 2,923 Total asset management, administration and commissions $ 5,257 $ 4,470 $ 15,480 $ 13,276 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Asset management fees Asset management fees Investment management fees(a) Investment management fees (a) $ 3,554 $ 2,937 $ 10,232 $ 8,439 All other asset management fees(b) All other asset management fees (b) 94 85 283 253 Total asset management fees Total asset management fees 3,648 3,022 10,515 8,692 Total administration fees(c) Total administration fees (c) 642 561 1,925 1,661 Commissions and other fees Commissions and other fees Brokerage commissions(d) Brokerage commissions (d) 719 645 2,280 2,224 All other commissions and fees 248 242 760 699 Total commissions and fees Total commissions and fees 967 887 3,040 2,923 Total asset management, administration and commissions Total asset management, administration and commissions $ 5,257 $ 4,470 $ 15,480 $ 13,276 (a)Represents fees earned from managing assets on behalf of the Firm’s clients, including investors in Firm-sponsored funds and owners of separately managed investment accounts. (a) Represents fees earned from managing assets on behalf of the Firm’s clients, including investors in Firm-sponsored funds and owners of separately managed investment accounts. (b)Represents fees for services that are ancillary to investment management services, such as commissions earned on the sales or distribution of mutual funds to clients. (b) Represents fees for services that are ancillary to investment management services, such as commissions earned on the sales or distribution of mutual funds to clients. (c)Predominantly includes fees for custody, securities lending, funds services and securities clearance. (c) Predominantly includes fees for custody, securities lending, funds services and securities clearance. (d)Represents commissions earned when the Firm acts as a broker, by facilitating its clients’ purchases and sales of securities and other financial instruments. (d) Represents commissions earned when the Firm acts as a broker, by facilitating its clients’ purchases and sales of securities and other financial instruments. Card income Card income The following table presents the components of card income: The following table presents the components of card income: Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Interchange and merchant processing income $ 6,117 $ 4,757 $ 16,959 $ 13,479 Rewards costs and partner payments (4,860) (3,497) (12,676) (9,895) Other card income(a) (252) (91) (281) (446) Total card income $ 1,005 $ 1,169 $ 4,002 $ 3,138 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Interchange and merchant processing income Interchange and merchant processing income $ 6,117 $ 4,757 $ 16,959 $ 13,479 Rewards costs and partner payments (4,860) (3,497) (12,676) (9,895) Other card income(a) Other card income (a) (252) (91) (281) (446) Total card income Total card income $ 1,005 $ 1,169 $ 4,002 $ 3,138 (a)Predominantly represents the amortization of account origination costs and annual fees. (a) Predominantly represents the amortization of account origination costs and annual fees. Refer to Note 14 for further information on mortgage servicing rights, including risk management activities. Refer to Note 14 for further information on mortgage servicing rights, including risk management activities. Refer to Note 16 for information on operating lease income included within other income. Refer to Note 16 for information on operating lease income included within other income. Noninterest expense Noninterest expense Other expense Other expense Other expense on the Firm’s Consolidated statements of income included the following: Other expense on the Firm’s Consolidated statements of income included the following: Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Legal expense $ 76 $ 524 $ 289 $ 839 FDIC-related expense 173 186 551 503 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Legal expense $ 76 $ 524 $ 289 $ 839 FDIC-related expense FDIC-related expense 173 186 551 503 | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| | 2020| | 2021| | 2020 Underwriting | | | | | | | Equity | $| 1,034| | | $| 736| | | $| 3,169| | | $| 2,037| Debt | 1,019| | | 1,019| | | 3,713| | | 3,342| Total underwriting | 2,053| | | 1,755| | | 6,882| | | 5,379| Advisory | 1,229| | | 432| | | 2,840| | | 1,524| Total investment banking fees | $| 3,282| | | $| 2,187| | | $| 9,722| | | $| 6,903| | | | | | | | | | | | | | | | | | | | | | | | | | | | |Three months en| | |Nine months end| (in millions) | 2021| | 2020| | | 2021| | 2020| Trading revenue by instrument | | | | | | | | | Interest rate(a) | $| 339| | | $| 287| | | | $| 1,726| | | $| 2,258| | Credit(b) | 496| | | 950| | (c)| | 2,525| | | 2,201| | (c) Foreign exchange | 648| | | 714| | | | 2,287| | | 3,606| | Equity | 1,863| | | 1,410| | | | 6,449| | | 4,816| | Commodity | 315| | | 747| | | | 1,165| | | 1,775| | Total trading revenue | 3,661| | | 4,108| | | | 14,152| | | 14,656| | Private equity gains/(losses) | (115)| | | 34| | | | (30)| | | 44| | Principal transactions | $| 3,546| | | $| 4,142| | | | $| 14,122| | | $| 14,700| | | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| | 2020| | 2021| | 2020 Lending-related fees | $| 374| | | $| 337| | | $| 1,102| | | $| 916| Deposit-related fees | 1,427| | | 1,310| | | 4,146| | | 3,868| Total lending- and deposit-rel| $| 1,801| | | $| 1,647| | | $| 5,248| | | $| 4,784| | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| | 2020| | 2021| | 2020 Asset management fees | | | | | | | Investment management fees(a) | $| 3,554| | | $| 2,937| | | $| 10,232| | | $| 8,439| All other asset management fee| 94| | | 85| | | 283| | | 253| Total asset management fees | 3,648| | | 3,022| | | 10,515| | | 8,692| | | | | | | | Total administration fees(c) | 642| | | 561| | | 1,925| | | 1,661| | | | | | | | Commissions and other fees | | | | | | | Brokerage commissions(d) | 719| | | 645| | | 2,280| | | 2,224| All other commissions and fees| 248| | | 242| | | 760| | | 699| Total commissions and fees | 967| | | 887| | | 3,040| | | 2,923| Total asset management, admini| $| 5,257| | | $| 4,470| | | $| 15,480| | | $| 13,276| | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| | 2020| | 2021| | 2020 Interchange and merchant proce| $| 6,117| | | $| 4,757| | | $| 16,959| | | $| 13,479| Rewards costs and partner paym| (4,860)| | | (3,497)| | | (12,676)| | | (9,895)| Other card income(a) | (252)| | | (91)| | | (281)| | | (446)| Total card income | $| 1,005| | | $| 1,169| | | $| 4,002| | | $| 3,138| | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| | 2020| | 2021| | 2020 Legal expense | $| 76| | | $| 524| | | $| 289| | | $| 839| FDIC-related expense | 173| | | 186| | | 551| | | 503| Definition: [240184012 - Disclosure - Fair Value Option - Structured Note Products by Balance Sheet Classification and Risk Component (Details)] [us-gaap:FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems] = [none]: [jpm:StructuredNotesBalanceUnderFairValueOption] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueByBalanceSheetGroupingTable] = [none] 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244000000 [credit] USD Equity (Derivative Instrument [Axis], Liability Class [Axis]) | 6258000000 [credit] USD Deposits (Liability Class [Axis]) | 11492000000 [credit] USD Credit (Derivative Instrument [Axis], Liability Class [Axis]) | 0 [credit] USD Interest rate (Derivative Instrument [Axis]) | 35571000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 5700000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 41284000000 [credit] USD Credit (Derivative Instrument [Axis]) | 6843000000 [credit] USD Credit (Derivative Instrument [Axis]) | 8281000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 3648000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 221000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 4113000000 [credit] USD Equity (Derivative Instrument [Axis]) | 28496000000 [credit] USD Equity (Derivative Instrument [Axis]) | 5565000000 [credit] USD Equity (Derivative Instrument [Axis]) | 40319000000 [credit] USD Commodity (Derivative Instrument [Axis]) | 321000000 [credit] USD Commodity (Derivative Instrument [Axis]) | 0 [credit] USD Commodity (Derivative Instrument [Axis]) | 6000000 [credit] USD Commodity (Derivative Instrument [Axis]) | 327000000 [credit] USD Excluded amount of deposits linked to precious metals for which fair value option was not elected Commodity (Derivative Instrument [Axis]) | 676000000 [credit] USD Calculation: validating [us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect] = [223891000000.00] [debit]: validating [us-gaap:NetCashProvidedByUsedInOperatingActivities] = [-51858000000.00] [none]: validating [us-gaap:NetIncomeLoss] = [16995000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [19369000000.00] [debit]: validating [us-gaap:DepreciationAmortizationAndAccretionNet] = [6487000000.00] [debit]: validating [us-gaap:DeferredIncomeTaxExpenseBenefit] = [-5139000000.00] [debit]: validating [us-gaap:OtherNoncashIncomeExpense] = [-1245000000.00] [credit]: validating [us-gaap:PaymentsForOriginationAndPurchasesOfLoansHeldForSale] = [112142000000.00] [credit]: validating [jpm:ProceedsFromSalesSecuritizationsAndPaydownsOfLoansHeldForSale] = [120786000000.00] [debit]: validating [us-gaap:IncreaseDecreaseInFinancialInstrumentsUsedInOperatingActivities] = [145124000000.00] [credit]: validating [us-gaap:IncreaseDecreaseInCashCollateralForBorrowedSecurities] = [2509000000.00] [credit]: validating [jpm:IncreaseDecreaseInAccruedInterestsAndAccountsReceivable] = [4398000000.00] [credit]: validating [us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets] = [28732000000.00] [credit]: validating [us-gaap:IncreaseDecreaseInTradingLiabilities] = [63516000000.00] [debit]: validating [jpm:IncreaseDecreaseInAccountsPayableAndOtherLiabilities] = [16495000000.00] [debit]: validating [us-gaap:OtherOperatingActivitiesCashFlowStatement] = [1293000000.00] [debit]: validating [us-gaap:NetCashProvidedByUsedInInvestingActivities] = [-198206000000.00] [debit]: validating [us-gaap:ProceedsFromPaymentsForFederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResellNet] = [-70597000000.00] [debit]: validating [us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities] = [11498000000.00] [debit]: validating [us-gaap:PaymentsToAcquireHeldToMaturitySecurities] = [5528000000.00] [credit]: validating [us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities] = [43709000000.00] [debit]: validating [us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt] = [110354000000.00] [debit]: validating [us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt] = [281147000000.00] [credit]: validating [us-gaap:ProceedsFromSaleOfFinanceReceivables] = [18509000000.00] [debit]: validating [jpm:ProceedsFromPaymentsForOtherLoansAndLeases] = [-21606000000.00] [debit]: validating [us-gaap:PaymentsForProceedsFromOtherInvestingActivities] = [3398000000.00] [credit]: validating [us-gaap:NetCashProvidedByUsedInFinancingActivities] = [470687000000.00] [debit]: validating [us-gaap:IncreaseDecreaseInDeposits] = [452454000000.00] [debit]: validating [us-gaap:IncreaseDecreaseInFederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchaseNet] = [52745000000.00] [debit]: validating [jpm:IncreaseDecreaseInBeneficialInterestsIssuedByConsolidatedVariableInterestEntities] = [2838000000.00] [debit]: validating [us-gaap:ProceedsFromIssuanceOfLongTermDebtAndCapitalSecuritiesNet] = [64243000000.00] [debit]: validating [us-gaap:RepaymentsOfLongTermDebtAndCapitalSecurities] = [90481000000.00] [credit]: validating [us-gaap:ProceedsFromIssuanceOfPreferredStockAndPreferenceStock] = [4500000000.00] [debit]: validating [us-gaap:PaymentsForRepurchaseOfRedeemablePreferredStock] = [1430000000.00] [credit]: validating [us-gaap:PaymentsForRepurchaseOfCommonStock] = [6517000000.00] [credit]: validating [us-gaap:PaymentsOfDividends] = [9551000000.00] [credit]: validating [us-gaap:ProceedsFromPaymentsForOtherFinancingActivities] = [-59000000.00] [debit]: validating [us-gaap:ProceedsFromShortTermDebt] = [1945000000.00] [debit]: validating [us-gaap:EffectOfExchangeRateOnCashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents] = [3268000000.00] [debit]: validating [us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect] = [232260000000.00] [debit]: validating [us-gaap:NetCashProvidedByUsedInOperatingActivities] = [-7011000000.00] [none]: validating [us-gaap:NetIncomeLoss] = [37935000000.00] [credit]: validating [us-gaap:ProvisionForLoanLeaseAndOtherLosses] = [-7968000000.00] [debit]: validating [us-gaap:DepreciationAmortizationAndAccretionNet] = [6001000000.00] [debit]: validating [us-gaap:DeferredIncomeTaxExpenseBenefit] = [-1063000000.00] [debit]: validating [us-gaap:OtherNoncashIncomeExpense] = [-2662000000.00] [credit]: validating [us-gaap:PaymentsForOriginationAndPurchasesOfLoansHeldForSale] = [259159000000.00] [credit]: validating [jpm:ProceedsFromSalesSecuritizationsAndPaydownsOfLoansHeldForSale] = [244966000000.00] [debit]: validating [us-gaap:IncreaseDecreaseInFinancialInstrumentsUsedInOperatingActivities] = [-2700000000.00] [credit]: validating [us-gaap:IncreaseDecreaseInCashCollateralForBorrowedSecurities] = [42471000000.00] [credit]: validating [jpm:IncreaseDecreaseInAccruedInterestsAndAccountsReceivable] = [26148000000.00] [credit]: validating [us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets] = [358000000.00] [credit]: validating [us-gaap:IncreaseDecreaseInTradingLiabilities] = [-10668000000.00] [debit]: validating [jpm:IncreaseDecreaseInAccountsPayableAndOtherLiabilities] = [47547000000.00] [debit]: validating [us-gaap:OtherOperatingActivitiesCashFlowStatement] = [-987000000.00] [debit]: validating [us-gaap:NetCashProvidedByUsedInInvestingActivities] = [-29186000000.00] [debit]: validating [us-gaap:ProceedsFromPaymentsForFederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResellNet] = [14089000000.00] [debit]: validating [us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities] = [39106000000.00] [debit]: validating [us-gaap:PaymentsToAcquireHeldToMaturitySecurities] = [78976000000.00] [credit]: validating [us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities] = [39346000000.00] [debit]: validating [us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt] = [146858000000.00] [debit]: validating [us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt] = [163211000000.00] [credit]: validating [us-gaap:ProceedsFromSaleOfFinanceReceivables] = [25981000000.00] [debit]: validating [jpm:ProceedsFromPaymentsForOtherLoansAndLeases] = [-45028000000.00] [debit]: validating [us-gaap:PaymentsForProceedsFromOtherInvestingActivities] = [7351000000.00] [credit]: validating [us-gaap:NetCashProvidedByUsedInFinancingActivities] = [278015000000.00] [debit]: validating [us-gaap:IncreaseDecreaseInDeposits] = [234716000000.00] [debit]: validating [us-gaap:IncreaseDecreaseInFederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchaseNet] = [39753000000.00] [debit]: validating [jpm:IncreaseDecreaseInBeneficialInterestsIssuedByConsolidatedVariableInterestEntities] = [-1839000000.00] [debit]: validating [us-gaap:ProceedsFromIssuanceOfLongTermDebtAndCapitalSecuritiesNet] = [69272000000.00] [debit]: validating [us-gaap:RepaymentsOfLongTermDebtAndCapitalSecurities] = [46041000000.00] [credit]: validating [us-gaap:ProceedsFromIssuanceOfPreferredStockAndPreferenceStock] = [7350000000.00] [debit]: validating [us-gaap:PaymentsForRepurchaseOfRedeemablePreferredStock] = [2575000000.00] [credit]: validating [us-gaap:PaymentsForRepurchaseOfCommonStock] = [16286000000.00] [credit]: validating [us-gaap:PaymentsOfDividends] = [9472000000.00] [credit]: validating [us-gaap:ProceedsFromPaymentsForOtherFinancingActivities] = [-1573000000.00] [debit]: validating [us-gaap:ProceedsFromShortTermDebt] = [4710000000.00] [debit]: validating [us-gaap:EffectOfExchangeRateOnCashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents] = [-9558000000.00] [debit]: Presentation: [100070008 - Statement - Consolidated Statements of Cash Flows (Unaudited)] [us-gaap:StatementOfCashFlowsAbstract] = [none]: [us-gaap:NetCashProvidedByUsedInOperatingActivitiesAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:NetIncomeLoss] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ProvisionForLoanLeaseAndOtherLosses] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DepreciationAmortizationAndAccretionNet] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DeferredIncomeTaxExpenseBenefit] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:OtherNoncashIncomeExpense] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:PaymentsForOriginationAndPurchasesOfLoansHeldForSale] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:ProceedsFromSalesSecuritizationsAndPaydownsOfLoansHeldForSale] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:IncreaseDecreaseInOperatingCapitalAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:IncreaseDecreaseInFinancialInstrumentsUsedInOperatingActivities] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:IncreaseDecreaseInCashCollateralForBorrowedSecurities] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:IncreaseDecreaseInAccruedInterestsAndAccountsReceivable] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:IncreaseDecreaseInTradingLiabilities] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:IncreaseDecreaseInAccountsPayableAndOtherLiabilities] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:OtherOperatingActivitiesCashFlowStatement] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:NetCashProvidedByUsedInOperatingActivities] [TOTAL] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:NetCashProvidedByUsedInInvestingActivitiesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:AdditionalCashFlowElementsInvestingActivitiesAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ProceedsFromPaymentsForFederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResellNet] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ProceedsFromSaleAndMaturityOfHeldToMaturitySecuritiesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:PaymentsToAcquireHeldToMaturitySecurities] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecuritiesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ProceedsFromSaleOfFinanceReceivables] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:ProceedsFromPaymentsForOtherLoansAndLeases] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:PaymentsForProceedsFromOtherInvestingActivities] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:NetCashProvidedByUsedInInvestingActivities] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:NetCashProvidedByUsedInFinancingActivitiesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:AdditionalCashFlowElementsFinancingActivitiesAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:IncreaseDecreaseInDeposits] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:IncreaseDecreaseInFederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchaseNet] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ProceedsFromShortTermDebt] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:IncreaseDecreaseInBeneficialInterestsIssuedByConsolidatedVariableInterestEntities] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:ProceedsFromIssuanceOfLongTermDebtAndCapitalSecuritiesNet] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:RepaymentsOfLongTermDebtAndCapitalSecurities] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ProceedsFromIssuanceOfPreferredStockAndPreferenceStock] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:PaymentsForRepurchaseOfRedeemablePreferredStock] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:PaymentsForRepurchaseOfCommonStock] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:PaymentsOfDividends] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:ProceedsFromPaymentsForOtherFinancingActivities] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:NetCashProvidedByUsedInFinancingActivities] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:EffectOfExchangeRateOnCashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents] [PERIOD-START] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents] [PERIOD-END] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:InterestPaidNet] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:IncomeTaxesPaidNet] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Statement of Cash Flows [Abstract] Operating activities Net income | 9443000000 [credit] USD Adjustments to reconcile net income to net cash used in operating activities: Provision for credit losses | 611000000 [ debit] USD Net change in: Investing activities Net change in: Held-to-maturity securities: Available-for-sale securities: Financing activities Net change in: Cash and due from banks and deposits with banks at the end of the period | 487522000000 [ debit] [end] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Statement of Cash Flows [Abstract] Operating activities Net income | 16995000000 [credit] USD Adjustments to reconcile net income to net cash used in operating activities: Provision for credit losses | 19369000000 [ debit] USD Depreciation and amortization | 6487000000 [ debit] USD Deferred tax (benefit)/expense | -5139000000 [ debit] USD Other | 1245000000 [credit] USD Originations and purchases of loans held-for-sale | -112142000000 [credit] USD Proceeds from sales, securitizations and paydowns of loans held-for-sale | 120786000000 [ debit] USD Net change in: Trading assets | -145124000000 [credit] USD Securities borrowed | -2509000000 [credit] USD Accrued interest and accounts receivable | -4398000000 [credit] USD Other assets | -28732000000 [credit] USD Trading liabilities | 63516000000 [ debit] USD Accounts payable and other liabilities | 16495000000 [ debit] USD Other operating adjustments | 1293000000 [ debit] USD Net cash (used in) operating activities | -51858000000 [ none] [tot] USD Investing activities Net change in: Federal funds sold and securities purchased under resale agreements | -70597000000 [ debit] USD Held-to-maturity securities: Proceeds from paydowns and maturities | 11498000000 [ debit] USD Purchases | -5528000000 [credit] USD Available-for-sale securities: Proceeds from paydowns and maturities | 43709000000 [ debit] USD Proceeds from sales | 110354000000 [ debit] USD Purchases | -281147000000 [credit] USD Proceeds from sales and securitizations of loans held-for-investment | 18509000000 [ debit] USD Other changes in loans, net | -21606000000 [ debit] USD All other investing activities, net | -3398000000 [credit] USD Net cash (used in) investing activities | -198206000000 [ debit] [tot] USD Financing activities Net change in: Deposits | 452454000000 [ debit] USD Federal funds purchased and securities loaned or sold under repurchase agreements | 52745000000 [ debit] USD Short-term borrowings | 1945000000 [ debit] USD Beneficial interests issued by consolidated VIEs | 2838000000 [ debit] USD Proceeds from long-term borrowings | 64243000000 [ debit] USD Payments of long-term borrowings | -90481000000 [credit] USD Proceeds from issuance of preferred stock | 4500000000 [ debit] USD Redemption of preferred stock | -1430000000 [credit] USD Treasury stock repurchased | -6517000000 [credit] USD Dividends paid | -9551000000 [credit] USD All other financing activities, net | -59000000 [ debit] USD Net cash provided by financing activities | 470687000000 [ debit] [tot] USD Effect of exchange rate changes on cash and due from banks and deposits with banks | 3268000000 [ debit] USD Net increase in cash and due from banks and deposits with banks | 223891000000 [ debit] [tot] USD Cash and due from banks and deposits with banks at the beginning of the period | 263631000000 [ debit] [beg] USD Cash and due from banks and deposits with banks at the end of the period | 487522000000 [ debit] [end] USD Cash interest paid | 11576000000 [credit] USD Cash income taxes paid, net | 6523000000 [credit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Statement of Cash Flows [Abstract] Operating activities Net income | 11687000000 [credit] USD Adjustments to reconcile net income to net cash used in operating activities: Provision for credit losses | -1527000000 [ debit] USD Net change in: Investing activities Net change in: Held-to-maturity securities: Available-for-sale securities: Financing activities Net change in: Cash and due from banks and deposits with banks at the end of the period | 759869000000 [ debit] [end] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Statement of Cash Flows [Abstract] Operating activities Net income | 37935000000 [credit] USD Adjustments to reconcile net income to net cash used in operating activities: Provision for credit losses | -7968000000 [ debit] USD Depreciation and amortization | 6001000000 [ debit] USD Deferred tax (benefit)/expense | -1063000000 [ debit] USD Other | 2662000000 [credit] USD Originations and purchases of loans held-for-sale | -259159000000 [credit] USD Proceeds from sales, securitizations and paydowns of loans held-for-sale | 244966000000 [ debit] USD Net change in: Trading assets | 2700000000 [credit] USD Securities borrowed | -42471000000 [credit] USD Accrued interest and accounts receivable | -26148000000 [credit] USD Other assets | -358000000 [credit] USD Trading liabilities | -10668000000 [ debit] USD Accounts payable and other liabilities | 47547000000 [ debit] USD Other operating adjustments | -987000000 [ debit] USD Net cash (used in) operating activities | -7011000000 [ none] [tot] USD Investing activities Net change in: Federal funds sold and securities purchased under resale agreements | 14089000000 [ debit] USD Held-to-maturity securities: Proceeds from paydowns and maturities | 39106000000 [ debit] USD Purchases | -78976000000 [credit] USD Available-for-sale securities: Proceeds from paydowns and maturities | 39346000000 [ debit] USD Proceeds from sales | 146858000000 [ debit] USD Purchases | -163211000000 [credit] USD Proceeds from sales and securitizations of loans held-for-investment | 25981000000 [ debit] USD Other changes in loans, net | -45028000000 [ debit] USD All other investing activities, net | -7351000000 [credit] USD Net cash (used in) investing activities | -29186000000 [ debit] [tot] USD Financing activities Net change in: Deposits | 234716000000 [ debit] USD Federal funds purchased and securities loaned or sold under repurchase agreements | 39753000000 [ debit] USD Short-term borrowings | 4710000000 [ debit] USD Beneficial interests issued by consolidated VIEs | -1839000000 [ debit] USD Proceeds from long-term borrowings | 69272000000 [ debit] USD Payments of long-term borrowings | -46041000000 [credit] USD Proceeds from issuance of preferred stock | 7350000000 [ debit] USD Redemption of preferred stock | -2575000000 [credit] USD Treasury stock repurchased | -16286000000 [credit] USD Dividends paid | -9472000000 [credit] USD All other financing activities, net | -1573000000 [ debit] USD Net cash provided by financing activities | 278015000000 [ debit] [tot] USD Effect of exchange rate changes on cash and due from banks and deposits with banks | -9558000000 [ debit] USD Net increase in cash and due from banks and deposits with banks | 232260000000 [ debit] [tot] USD Cash and due from banks and deposits with banks at the beginning of the period | 527609000000 [ debit] [beg] USD Cash and due from banks and deposits with banks at the end of the period | 759869000000 [ debit] [end] USD Cash interest paid | 3882000000 [credit] USD Cash income taxes paid, net | 17617000000 [credit] USD Definition: [240884062 - Disclosure - Variable Interest Entities - Re-securitizations (Details)] [us-gaap:VariableInterestEntityLineItems] = [none]: [us-gaap:AssetsNet] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfVariableInterestEntitiesTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancialInstrumentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:ConsolidatedEntitiesAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: Presentation: [240884062 - Disclosure - Variable Interest Entities - Re-securitizations (Details)] [us-gaap:ScheduleOfVariableInterestEntitiesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancialInstrumentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [srt:ConsolidatedEntitiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:AssetsNet] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(date: 2020-12-31)] [Not Classified] Schedule of Variable Interest Entities [Table] Interest in VIEs Nonconsolidated re-securitization VIEs (Consolidated Entities [Axis]) | 2631000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Variable Interest Entities [Table] Interest in VIEs Nonconsolidated re-securitization VIEs (Consolidated Entities [Axis]) | 2074000000 [ debit] USD [jpm:VariableInterestEntitiesAbstract] = [none]: [jpm:VariableInterestEntityTransferofSecuritiesAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:SecuritiesTransferredToAgencyResecuritizationVies] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ScheduleOfVariableInterestEntitiesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancialInstrumentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [srt:ConsolidatedEntitiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:AssetsNet] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Variable Interest Entities [Abstract] Transfers of securities to VIEs U.S. GSEs and government agencies | 12488000000 [credit] USD Schedule of Variable Interest Entities [Table] Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Variable Interest Entities [Abstract] Transfers of securities to VIEs U.S. GSEs and government agencies | 27710000000 [credit] USD Schedule of Variable Interest Entities [Table] Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Variable Interest Entities [Abstract] Transfers of securities to VIEs U.S. GSEs and government agencies | 11258000000 [credit] USD Schedule of Variable Interest Entities [Table] Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Variable Interest Entities [Abstract] Transfers of securities to VIEs U.S. GSEs and government agencies | 43157000000 [credit] USD Schedule of Variable Interest Entities [Table] Presentation: [241094077 - Disclosure - Leases - Narrative (Details)] [us-gaap:LeasesAbstract] = [none]: [us-gaap:LeaseCost] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Leases [Abstract] Net rental expense | 474000000 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Leases [Abstract] Net rental expense | 1400000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Leases [Abstract] Net rental expense | 490000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Leases [Abstract] Net rental expense | 1500000000 [ debit] USD Calculation: (date: 2020-12-31): {(us-gaap:CreditDefaultSwapMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [jpm:NetProtectionSoldPurchased] = [18121000000.00] [debit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [533900000000.00] [credit]: validating [jpm:CreditDerivativesPurchasedCreditProtection] = [552021000000.00] [debit]: validating [jpm:NetProtectionSoldPurchased] = [35381000000.00] [debit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [573984000000.00] [credit]: validating [jpm:CreditDerivativesPurchasedCreditProtection] = [609365000000.00] [debit]: (date: 2020-12-31): {(jpm:TotalCreditDerivativesMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [jpm:NetProtectionSoldPurchased] = [35381000000.00] [debit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [573984000000.00] [credit]: validating [jpm:CreditDerivativesPurchasedCreditProtection] = [609365000000.00] [debit]: (date: 2020-12-31): {(us-gaap:OtherCreditDerivativesMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [jpm:NetProtectionSoldPurchased] = [17260000000.00] [debit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [40084000000.00] [credit]: validating [jpm:CreditDerivativesPurchasedCreditProtection] = [57344000000.00] [debit]: (date: 2020-12-31): {(us-gaap:HybridInstrumentMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [jpm:NetProtectionSoldPurchased] = [0.00] [debit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [0.00] [credit]: validating [jpm:CreditDerivativesPurchasedCreditProtection] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:HybridInstrumentMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [jpm:NetProtectionSoldPurchased] = [0.00] [debit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [0.00] [credit]: validating [jpm:CreditDerivativesPurchasedCreditProtection] = [0.00] [debit]: (date: 2021-09-30): {(jpm:TotalCreditDerivativesMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [jpm:NetProtectionSoldPurchased] = [43127000000.00] [debit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [638394000000.00] [credit]: validating [jpm:CreditDerivativesPurchasedCreditProtection] = [681521000000.00] [debit]: validating [jpm:NetProtectionSoldPurchased] = [43127000000.00] [debit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [638394000000.00] [credit]: validating [jpm:CreditDerivativesPurchasedCreditProtection] = [681521000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditDefaultSwapMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [jpm:NetProtectionSoldPurchased] = [22143000000.00] [debit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [577311000000.00] [credit]: validating [jpm:CreditDerivativesPurchasedCreditProtection] = [599454000000.00] [debit]: (date: 2021-09-30): {(us-gaap:OtherCreditDerivativesMember, us-gaap:CreditDerivativesByContractTypeAxis)} validating [jpm:NetProtectionSoldPurchased] = [20984000000.00] [debit]: validating [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [61083000000.00] [credit]: validating [jpm:CreditDerivativesPurchasedCreditProtection] = [82067000000.00] [debit]: Definition: [240304022 - Disclosure - Derivative Instruments - Credit Derivatives (Details)] [us-gaap:CreditDerivativesLineItems] = [none]: [jpm:TotalCreditDerivativesAndCreditRelatedNotesAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditDerivativeMaximumExposureUndiscounted] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:CreditDerivativesPurchasedCreditProtection] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:NetProtectionSoldPurchased] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:CreditDerivativeOtherProtectionPurchased] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:ScheduleOfCreditDerivativesTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:CreditDerivativesByContractTypeAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:CreditDerivativesContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:TotalCreditDerivativesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditDefaultSwapMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:OtherCreditDerivativesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:HybridInstrumentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:CreditDerivativesContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:TotalCreditDerivativesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditDefaultSwapMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:OtherCreditDerivativesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:HybridInstrumentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: Presentation: [240304022 - Disclosure - Derivative Instruments - Credit Derivatives (Details)] [us-gaap:ScheduleOfCreditDerivativesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditDerivativesByContractTypeAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditDerivativesContractTypeDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:TotalCreditDerivativesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditDefaultSwapMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OtherCreditDerivativesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:HybridInstrumentMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CreditDerivativesLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:TotalCreditDerivativesAndCreditRelatedNotesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditDerivativeMaximumExposureUndiscounted] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:CreditDerivativesPurchasedCreditProtection] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:NetProtectionSoldPurchased] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:CreditDerivativeOtherProtectionPurchased] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: Period [(date: 2020-12-31)] [Not Classified] Schedule of Credit Derivatives [Table] Maximum payout/Notional amount Protection sold | -573984000000 [credit] USD Total credit derivatives (Credit Derivatives by Contract Type [Axis]) | 573984000000 [credit] USD Credit default swaps (Credit Derivatives by Contract Type [Axis]) | 533900000000 [credit] USD Other credit derivatives (Credit Derivatives by Contract Type [Axis]) | 40084000000 [credit] USD Credit-related notes (Credit Derivatives by Contract Type [Axis]) | 0 [credit] USD Protection purchased with identical underlyings | 609365000000 [ debit] USD Total credit derivatives (Credit Derivatives by Contract Type [Axis]) | 609365000000 [ debit] USD Credit default swaps (Credit Derivatives by Contract Type [Axis]) | 552021000000 [ debit] USD Other credit derivatives (Credit Derivatives by Contract Type [Axis]) | 57344000000 [ debit] USD Credit-related notes (Credit Derivatives by Contract Type [Axis]) | 0 [ debit] USD Net protection (sold)/purchased | 35381000000 [ debit] [tot] USD Total credit derivatives (Credit Derivatives by Contract Type [Axis]) | 35381000000 [ debit] [tot] USD Credit default swaps (Credit Derivatives by Contract Type [Axis]) | 18121000000 [ debit] [tot] USD Other credit derivatives (Credit Derivatives by Contract Type [Axis]) | 17260000000 [ debit] [tot] USD Credit-related notes (Credit Derivatives by Contract Type [Axis]) | 0 [ debit] [tot] USD Other protection purchased | 23664000000 [ debit] USD Total credit derivatives (Credit Derivatives by Contract Type [Axis]) | 13416000000 [ debit] USD Credit default swaps (Credit Derivatives by Contract Type [Axis]) | 2786000000 [ debit] USD Other credit derivatives (Credit Derivatives by Contract Type [Axis]) | 10630000000 [ debit] USD Credit-related notes (Credit Derivatives by Contract Type [Axis]) | 10248000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Credit Derivatives [Table] Maximum payout/Notional amount Protection sold | -638394000000 [credit] USD Total credit derivatives (Credit Derivatives by Contract Type [Axis]) | 638394000000 [credit] USD Credit default swaps (Credit Derivatives by Contract Type [Axis]) | 577311000000 [credit] USD Other credit derivatives (Credit Derivatives by Contract Type [Axis]) | 61083000000 [credit] USD Credit-related notes (Credit Derivatives by Contract Type [Axis]) | 0 [credit] USD Protection purchased with identical underlyings | 681521000000 [ debit] USD Total credit derivatives (Credit Derivatives by Contract Type [Axis]) | 681521000000 [ debit] USD Credit default swaps (Credit Derivatives by Contract Type [Axis]) | 599454000000 [ debit] USD Other credit derivatives (Credit Derivatives by Contract Type [Axis]) | 82067000000 [ debit] USD Credit-related notes (Credit Derivatives by Contract Type [Axis]) | 0 [ debit] USD Net protection (sold)/purchased | 43127000000 [ debit] [tot] USD Total credit derivatives (Credit Derivatives by Contract Type [Axis]) | 43127000000 [ debit] [tot] USD Credit default swaps (Credit Derivatives by Contract Type [Axis]) | 22143000000 [ debit] [tot] USD Other credit derivatives (Credit Derivatives by Contract Type [Axis]) | 20984000000 [ debit] [tot] USD Credit-related notes (Credit Derivatives by Contract Type [Axis]) | 0 [ debit] [tot] USD Other protection purchased | 32374000000 [ debit] USD Total credit derivatives (Credit Derivatives by Contract Type [Axis]) | 19629000000 [ debit] USD Credit default swaps (Credit Derivatives by Contract Type [Axis]) | 3198000000 [ debit] USD Other credit derivatives (Credit Derivatives by Contract Type [Axis]) | 16431000000 [ debit] USD Credit-related notes (Credit Derivatives by Contract Type [Axis]) | 12745000000 [ debit] USD Presentation: [241354089 - Disclosure - Pledged Assets and Collateral - Schedule of Collateral Received (Details)] [us-gaap:CommitmentsAndContingenciesDisclosureAbstract] = [none]: [us-gaap:FairValueOfSecuritiesReceivedAsCollateralThatCanBeResoldOrRepledged] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueOfSecuritiesReceivedAsCollateralThatHaveBeenResoldOrRepledged] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(date: 2020-12-31)] [Not Classified] Commitments and Contingencies Disclosure [Abstract] Collateral permitted to be sold or repledged, delivered, or otherwise used | 1451700000000 [credit] USD Collateral sold, repledged, delivered or otherwise used | 1038900000000.00 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Commitments and Contingencies Disclosure [Abstract] Collateral permitted to be sold or repledged, delivered, or otherwise used | 1417700000000 [credit] USD Collateral sold, repledged, delivered or otherwise used | 1085700000000 [ debit] USD Calculation: validating [us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic] = [9015000000.00] [credit]: validating [jpm:NetIncomeApplicableToCommonEquity] = [9062000000.00] [credit]: validating [us-gaap:NetIncomeLoss] = [9443000000.00] [credit]: validating [us-gaap:DividendsPreferredStock] = [381000000.00] [debit]: validating [us-gaap:ParticipatingSecuritiesDistributedAndUndistributedEarningsLossBasic] = [47000000.00] [debit]: validating [us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic] = [15712000000.00] [credit]: validating [jpm:NetIncomeApplicableToCommonEquity] = [15792000000.00] [credit]: validating [us-gaap:NetIncomeLoss] = [16995000000.00] [credit]: validating [us-gaap:DividendsPreferredStock] = [1203000000.00] [debit]: validating [us-gaap:ParticipatingSecuritiesDistributedAndUndistributedEarningsLossBasic] = [80000000.00] [debit]: validating [us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic] = [11229000000.00] [credit]: validating [jpm:NetIncomeApplicableToCommonEquity] = [11285000000.00] [credit]: validating [us-gaap:NetIncomeLoss] = [11687000000.00] [credit]: validating [us-gaap:DividendsPreferredStock] = [402000000.00] [debit]: validating [us-gaap:ParticipatingSecuritiesDistributedAndUndistributedEarningsLossBasic] = [56000000.00] [debit]: validating [us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic] = [36576000000.00] [credit]: validating [jpm:NetIncomeApplicableToCommonEquity] = [36761000000.00] [credit]: validating [us-gaap:NetIncomeLoss] = [37935000000.00] [credit]: validating [us-gaap:DividendsPreferredStock] = [1174000000.00] [debit]: validating [us-gaap:ParticipatingSecuritiesDistributedAndUndistributedEarningsLossBasic] = [185000000.00] [debit]: validating [us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding] = [3082800000.00] [none]: validating [us-gaap:WeightedAverageNumberOfSharesOutstandingBasic] = [3077800000.00] [none]: validating [us-gaap:WeightedAverageNumberDilutedSharesOutstandingAdjustment] = [5000000.00] [none]: validating [us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding] = [3088100000.00] [none]: validating [us-gaap:WeightedAverageNumberOfSharesOutstandingBasic] = [3083300000.00] [none]: validating [us-gaap:WeightedAverageNumberDilutedSharesOutstandingAdjustment] = [4800000.00] [none]: validating [us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding] = [3005100000.00] [none]: validating [us-gaap:WeightedAverageNumberOfSharesOutstandingBasic] = [2999900000.00] [none]: validating [us-gaap:WeightedAverageNumberDilutedSharesOutstandingAdjustment] = [5200000.00] [none]: validating [us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding] = [3041700000.00] [none]: validating [us-gaap:WeightedAverageNumberOfSharesOutstandingBasic] = [3036400000.00] [none]: validating [us-gaap:WeightedAverageNumberDilutedSharesOutstandingAdjustment] = [5300000.00] [none]: Presentation: [241164080 - Disclosure - Earnings per Share (Details)] [us-gaap:EarningsPerShareAbstract] = [none]: [us-gaap:EarningsPerShareBasicTwoClassMethodAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:NetIncomeLoss] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DividendsPreferredStock] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:NetIncomeApplicableToCommonEquity] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ParticipatingSecuritiesDistributedAndUndistributedEarningsLossBasic] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:WeightedAverageNumberOfSharesOutstandingBasic] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:EarningsPerShareBasic] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:EarningsPerShareDilutedTwoClassMethodAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:WeightedAverageNumberOfSharesOutstandingBasic] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:WeightedAverageNumberDilutedSharesOutstandingAdjustment] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding] [TOTAL] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:EarningsPerShareDiluted] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Earnings Per Share [Abstract] Basic earnings per share Net income | 9443000000 [credit] USD Less: Preferred stock dividends | 381000000 [ debit] USD Net income applicable to common equity | 9062000000 [credit] [tot] USD Less: Dividends and undistributed earnings allocated to participating securities | 47000000 [ debit] USD Net income applicable to common stockholders | 9015000000 [credit] [tot] USD Total weighted-average basic shares outstanding (in shares) | 3077800000 [ none] shares Net income per share (in dollars per share) | 2.93 [ none] USD/shares Diluted earnings per share Net income applicable to common stockholders | 9015000000 [credit] USD Total weighted-average basic shares outstanding (in shares) | 3077800000 [ none] shares Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs (in shar| 5000000 [ none] shares Total weighted-average diluted shares outstanding (in shares) | 3082800000 [ none] [tot] shares Net income per share (in dollars per share) | 2.92 [ none] USD/shares Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Earnings Per Share [Abstract] Basic earnings per share Net income | 16995000000 [credit] USD Less: Preferred stock dividends | 1203000000 [ debit] USD Net income applicable to common equity | 15792000000 [credit] [tot] USD Less: Dividends and undistributed earnings allocated to participating securities | 80000000 [ debit] USD Net income applicable to common stockholders | 15712000000 [credit] [tot] USD Total weighted-average basic shares outstanding (in shares) | 3083300000 [ none] shares Net income per share (in dollars per share) | 5.10 [ none] USD/shares Diluted earnings per share Net income applicable to common stockholders | 15712000000 [credit] USD Total weighted-average basic shares outstanding (in shares) | 3083300000 [ none] shares Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs (in shar| 4800000 [ none] shares Total weighted-average diluted shares outstanding (in shares) | 3088100000 [ none] [tot] shares Net income per share (in dollars per share) | 5.09 [ none] USD/shares Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Earnings Per Share [Abstract] Basic earnings per share Net income | 11687000000 [credit] USD Less: Preferred stock dividends | 402000000 [ debit] USD Net income applicable to common equity | 11285000000 [credit] [tot] USD Less: Dividends and undistributed earnings allocated to participating securities | 56000000 [ debit] USD Net income applicable to common stockholders | 11229000000 [credit] [tot] USD Total weighted-average basic shares outstanding (in shares) | 2999900000 [ none] shares Net income per share (in dollars per share) | 3.74 [ none] USD/shares Diluted earnings per share Net income applicable to common stockholders | 11229000000 [credit] USD Total weighted-average basic shares outstanding (in shares) | 2999900000 [ none] shares Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs (in shar| 5200000 [ none] shares Total weighted-average diluted shares outstanding (in shares) | 3005100000 [ none] [tot] shares Net income per share (in dollars per share) | 3.74 [ none] USD/shares Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Earnings Per Share [Abstract] Basic earnings per share Net income | 37935000000 [credit] USD Less: Preferred stock dividends | 1174000000 [ debit] USD Net income applicable to common equity | 36761000000 [credit] [tot] USD Less: Dividends and undistributed earnings allocated to participating securities | 185000000 [ debit] USD Net income applicable to common stockholders | 36576000000 [credit] [tot] USD Total weighted-average basic shares outstanding (in shares) | 3036400000 [ none] shares Net income per share (in dollars per share) | 12.05 [ none] USD/shares Diluted earnings per share Net income applicable to common stockholders | 36576000000 [credit] USD Total weighted-average basic shares outstanding (in shares) | 3036400000 [ none] shares Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs (in shar| 5300000 [ none] shares Total weighted-average diluted shares outstanding (in shares) | 3041700000 [ none] [tot] shares Net income per share (in dollars per share) | 12.02 [ none] USD/shares Definition: [240984070 - Disclosure - Goodwill and Mortgage Servicing Rights - by Business Segment and Corporate (Details)] [us-gaap:GoodwillLineItems] = [none]: [us-gaap:Goodwill] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfGoodwillTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:StatementBusinessSegmentsAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:SegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:ConsumerCommunityBankingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:CorporateInvestmentBankMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:CommercialBankingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:AssetandWealthManagementSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:SegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:ConsumerCommunityBankingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:CorporateInvestmentBankMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:CommercialBankingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:AssetandWealthManagementSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [srt:ConsolidationItemsAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [srt:ConsolidationItemsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:CorporateNonSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:ConsolidationItemsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:CorporateNonSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: Presentation: [240984070 - Disclosure - Goodwill and Mortgage Servicing Rights - by Business Segment and Corporate (Details)] [us-gaap:ScheduleOfGoodwillTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:StatementBusinessSegmentsAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:SegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ConsumerCommunityBankingMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:CorporateInvestmentBankMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:CommercialBankingMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:AssetandWealthManagementSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [srt:ConsolidationItemsAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [srt:ConsolidationItemsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CorporateNonSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:GoodwillLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:Goodwill] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(date: 2019-12-31)] [Not Classified] Schedule of Goodwill [Table] Total goodwill | 47823000000 [ debit] USD Period [(date: 2020-06-30)] [Not Classified] Schedule of Goodwill [Table] Total goodwill | 47811000000 [ debit] USD Period [(date: 2020-09-30)] [Not Classified] Schedule of Goodwill [Table] Total goodwill | 47819000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Goodwill [Table] Total goodwill | 49248000000 [ debit] USD Consumer & Community Banking (Segments [Axis]) | 31311000000 [ debit] USD Corporate & Investment Bank (Segments [Axis]) | 7913000000 [ debit] USD Commercial Banking (Segments [Axis]) | 2985000000 [ debit] USD Asset & Wealth Management (Segments [Axis]) | 7039000000 [ debit] USD Corporate (Consolidation Items [Axis]) | 0 [ debit] USD Period [(date: 2021-06-30)] [Not Classified] Schedule of Goodwill [Table] Total goodwill | 49256000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Goodwill [Table] Total goodwill | 50313000000 [ debit] USD Consumer & Community Banking (Segments [Axis]) | 31472000000 [ debit] USD Corporate & Investment Bank (Segments [Axis]) | 7906000000 [ debit] USD Commercial Banking (Segments [Axis]) | 2986000000 [ debit] USD Asset & Wealth Management (Segments [Axis]) | 7222000000 [ debit] USD Corporate (Consolidation Items [Axis]) | 727000000 [ debit] USD Presentation: [230153002 - Disclosure - Fair Value Option (Tables)] [us-gaap:FairValueDisclosuresAbstract] = [none]: [us-gaap:FairValueOptionQuantitativeDisclosuresTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:DifferenceBetweenAggregateFairValueAndAggregateRemainingContractualPrincipalBalanceOutstandingTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:FairValueOptionStructuredNotesByBalanceSheetClassificationAndPrimaryEmbeddedDerivativeRiskTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Fair Value Disclosures [Abstract] Changes in fair value under the fair value option election | The following table presents the changes in fair value included in the Consolidated statements of income for the three and nine months ended September 30, 2021 and 2020, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. Three months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (19) $ — $ (19) $ (148) $ — $ (148) Securities borrowed (22) — (22) 5 — 5 Trading assets: Debt and equity instruments, excluding loans (2,255) — (2,255) 1,780 (f) — 1,780 Loans reported as trading assets: Changes in instrument-specific credit risk 66 — 66 216 — 216 Other changes in fair value 1 — 1 — — — Loans: Changes in instrument-specific credit risk 119 (7) (c) 112 112 (13) (c) 99 Other changes in fair value 25 609 (c) 634 93 928 (c) 1,021 Other assets (22) — (22) (28) (7) (d) (35) Deposits(a) 38 — 38 (147) — (147) Federal funds purchased and securities loaned or sold under repurchase agreements 11 — 11 58 — 58 Short-term borrowings(a) 388 — 388 (54) — (54) Trading liabilities (1) — (1) 1 — 1 Other liabilities (1) — (1) (8) — (8) Long-term debt(a)(b) 643 11 (c)(d) 654 (530) (4) (c) (534) Nine months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (33) $ — $ (33) $ 96 $ — $ 96 Securities borrowed (119) — (119) 173 — 173 Trading assets: Debt and equity instruments, excluding loans (1,188) (1) (c) (1,189) 1,083 (f) (1) (c) 1,082 Loans reported as trading assets: Changes in instrument-specific credit risk 342 — 342 (39) — (39) Other changes in fair value (7) — (7) 1 — 1 Loans: Changes in instrument-specific credit risk 540 (9) (c) 531 143 2 (c) 145 Other changes in fair value (82) 1,733 (c) 1,651 357 2,423 (c) 2,780 Other assets 6 (23) (d) (17) 74 1 (d) 75 Deposits(a) (53) — (53) (612) — (612) Federal funds purchased and securities loaned or sold under repurchase agreements 42 — 42 (20) — (20) Short-term borrowings(a) (223) — (223) 1,035 — 1,035 Trading liabilities (2) — (2) 1 — 1 Other liabilities 1 — 1 (54) — (54) Long-term debt(a)(b) (262) 6 (c)(d) (256) 70 (1) (c) 69 (a)Unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected are recorded in OCI, while realized gains/(losses) are recorded in principal transactions revenue. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transactions revenue were $(6) million and $1 million for the three months ended September 30, 2021 and 2020, respectively and $(8) million and $20 million for the nine months ended September 30, 2021 and 2020, respectively. (b)Long-term debt measured at fair value predominantly relates to structured notes. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (c)Reported in mortgage fees and related income. (d)Reported in other income. (e)Changes in fair value exclude contractual interest, which is included in interest income and interest expense for all instruments other than certain hybrid financial instruments recorded in CIB. Refer to Note 6 for further information regarding interest income and interest expense. (f)Prior-period amounts have been revised to conform with the current presentation. The following table presents the changes in fair value included in the Consolidated statements of income for the three and nine months ended September 30, 2021 and 2020, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. The following table presents the changes in fair value included in the Consolidated statements of income for the three and nine months ended September 30, 2021 and 2020, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. Three months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (19) $ — $ (19) $ (148) $ — $ (148) Securities borrowed (22) — (22) 5 — 5 Trading assets: Debt and equity instruments, excluding loans (2,255) — (2,255) 1,780 (f) — 1,780 Loans reported as trading assets: Changes in instrument-specific credit risk 66 — 66 216 — 216 Other changes in fair value 1 — 1 — — — Loans: Changes in instrument-specific credit risk 119 (7) (c) 112 112 (13) (c) 99 Other changes in fair value 25 609 (c) 634 93 928 (c) 1,021 Other assets (22) — (22) (28) (7) (d) (35) Deposits(a) 38 — 38 (147) — (147) Federal funds purchased and securities loaned or sold under repurchase agreements 11 — 11 58 — 58 Short-term borrowings(a) 388 — 388 (54) — (54) Trading liabilities (1) — (1) 1 — 1 Other liabilities (1) — (1) (8) — (8) Long-term debt(a)(b) 643 11 (c)(d) 654 (530) (4) (c) (534) Three months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair Total changes in fair value recorded (e) value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements Federal funds sold and securities purchased under resale agreements $ (19) $ — $ (19) $ (148) $ — $ (148) Securities borrowed (22) — (22) 5 — 5 Trading assets: Debt and equity instruments, excluding loans Debt and equity instruments, excluding loans (2,255) — (2,255) 1,780 (f) (f) — 1,780 Loans reported as trading assets: Loans reported as trading assets: Changes in instrument-specific credit risk 66 — 66 216 — 216 Other changes in fair value 1 — 1 — — — Loans: Changes in instrument-specific credit risk 119 (7) (c) (c) 112 112 (13) (c) (c) 99 Other changes in fair value 25 609 (c) (c) 634 93 928 (c) (c) 1,021 Other assets (22) — (22) (28) (7) (d) (d) (35) Deposits(a) Deposits (a) 38 — 38 (147) — (147) Federal funds purchased and securities loaned or sold under repurchase agreements Federal funds purchased and securities loaned or sold under repurchase agreements 11 — 11 58 — 58 Short-term borrowings(a) Short-term borrowings (a) 388 — 388 (54) — (54) Trading liabilities (1) — (1) 1 — 1 Other liabilities (1) — (1) (8) — (8) Long-term debt(a)(b) Long-term debt (a)(b) 643 11 (c)(d) (c)(d) 654 (530) (4) (c) (c) (534) Nine months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (33) $ — $ (33) $ 96 $ — $ 96 Securities borrowed (119) — (119) 173 — 173 Trading assets: Debt and equity instruments, excluding loans (1,188) (1) (c) (1,189) 1,083 (f) (1) (c) 1,082 Loans reported as trading assets: Changes in instrument-specific credit risk 342 — 342 (39) — (39) Other changes in fair value (7) — (7) 1 — 1 Loans: Changes in instrument-specific credit risk 540 (9) (c) 531 143 2 (c) 145 Other changes in fair value (82) 1,733 (c) 1,651 357 2,423 (c) 2,780 Other assets 6 (23) (d) (17) 74 1 (d) 75 Deposits(a) (53) — (53) (612) — (612) Federal funds purchased and securities loaned or sold under repurchase agreements 42 — 42 (20) — (20) Short-term borrowings(a) (223) — (223) 1,035 — 1,035 Trading liabilities (2) — (2) 1 — 1 Other liabilities 1 — 1 (54) — (54) Long-term debt(a)(b) (262) 6 (c)(d) (256) 70 (1) (c) 69 Nine months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair Total changes in fair value recorded (e) value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements Federal funds sold and securities purchased under resale agreements $ (33) $ — $ (33) $ 96 $ — $ 96 Securities borrowed (119) — (119) 173 — 173 Trading assets: Debt and equity instruments, excluding loans Debt and equity instruments, excluding loans (1,188) (1) (c) (c) (1,189) 1,083 (f) (f) (1) (c) (c) 1,082 Loans reported as trading assets: Loans reported as trading assets: Changes in instrument-specific credit risk 342 — 342 (39) — (39) Other changes in fair value (7) — (7) 1 — 1 Loans: Changes in instrument-specific credit risk 540 (9) (c) (c) 531 143 2 (c) (c) 145 Other changes in fair value (82) 1,733 (c) (c) 1,651 357 2,423 (c) (c) 2,780 Other assets 6 (23) (d) (d) (17) 74 1 (d) (d) 75 Deposits(a) Deposits (a) (53) — (53) (612) — (612) Federal funds purchased and securities loaned or sold under repurchase agreements Federal funds purchased and securities loaned or sold under repurchase agreements 42 — 42 (20) — (20) Short-term borrowings(a) Short-term borrowings (a) (223) — (223) 1,035 — 1,035 Trading liabilities (2) — (2) 1 — 1 Other liabilities 1 — 1 (54) — (54) Long-term debt(a)(b) Long-term debt (a)(b) (262) 6 (c)(d) (c)(d) (256) 70 (1) (c) (c) 69 (a)Unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected are recorded in OCI, while realized gains/(losses) are recorded in principal transactions revenue. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transactions revenue were $(6) million and $1 million for the three months ended September 30, 2021 and 2020, respectively and $(8) million and $20 million for the nine months ended September 30, 2021 and 2020, respectively. (a) Unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected are recorded in OCI, while realized gains/(losses) are recorded in principal transactions revenue. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transactions revenue were $(6) million and $1 million for the three months ended September 30, 2021 and 2020, respectively and $(8) million and $20 million for the nine months ended September 30, 2021 and 2020, respectively. (b)Long-term debt measured at fair value predominantly relates to structured notes. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (b) Long-term debt measured at fair value predominantly relates to structured notes. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (c)Reported in mortgage fees and related income. (c) Reported in mortgage fees and related income. (d)Reported in other income. (d) Reported in other income. (e)Changes in fair value exclude contractual interest, which is included in interest income and interest expense for all instruments other than certain hybrid financial instruments recorded in CIB. Refer to Note 6 for further information regarding interest income and interest expense. (e) Changes in fair value exclude contractual interest, which is included in interest income and interest expense for all instruments other than certain hybrid financial instruments recorded in CIB. Refer to Note 6 for further information regarding interest income and interest expense. (f)Prior-period amounts have been revised to conform with the current presentation. (f) Prior-period amounts have been revised to conform with the current presentation. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Three months en| | 2021| | 2020| (in millions) |Principal trans| |All other incom|Total changes i| |Principal trans| |All other incom|Total changes i Federal funds sold and securit| $| (19)| | | $| —| | | $| (19)| | | | $| (148)| | | $| —| | | $| (148)| | Securities borrowed | (22)| | | —| | | (22)| | | | 5| | | —| | | 5| | Trading assets: | | | | | | | | | | | | | Debt and equity instruments, e| (2,255)| | | —| | | (2,255)| | | | 1,780| | (f)| —| | | 1,780| | Loans reported as trading asse| | | | | | | | | | | | | Changes in instrument-specific| 66| | | —| | | 66| | | | 216| | | —| | | 216| | Other changes in fair value | 1| | | —| | | 1| | | | —| | | —| | | —| | Loans: | | | | | | | | | | | | | Changes in instrument-specific| 119| | | (7)| | (c)| 112| | | | 112| | | (13)| | (c)| 99| | Other changes in fair value | 25| | | 609| | (c)| 634| | | | 93| | | 928| | (c)| 1,021| | Other assets | (22)| | | —| | | (22)| | | | (28)| | | (7)| | (d)| (35)| | Deposits(a) | 38| | | —| | | 38| | | | (147)| | | —| | | (147)| | Federal funds purchased and se| 11| | | —| | | 11| | | | 58| | | —| | | 58| | Short-term borrowings(a) | 388| | | —| | | 388| | | | (54)| | | —| | | (54)| | Trading liabilities | (1)| | | —| | | (1)| | | | 1| | | —| | | 1| | | | | | | | | | | | | | | Other liabilities | (1)| | | —| | | (1)| | | | (8)| | | —| | | (8)| | Long-term debt(a)(b) | 643| | | 11| | (c)(d)| 654| | | | (530)| | | (4)| | (c)| (534)| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Nine months end| | 2021| | 2020| (in millions) |Principal trans| |All other incom|Total changes i| |Principal trans| |All other incom|Total changes i Federal funds sold and securit| $| (33)| | | $| —| | | $| (33)| | | | $| 96| | | $| —| | | $| 96| | Securities borrowed | (119)| | | —| | | (119)| | | | 173| | | —| | | 173| | Trading assets: | | | | | | | | | | | | | Debt and equity instruments, e| (1,188)| | | (1)| | (c)| (1,189)| | | | 1,083| | (f)| (1)| | (c)| 1,082| | Loans reported as trading asse| | | | | | | | | | | | | Changes in instrument-specific| 342| | | —| | | 342| | | | (39)| | | —| | | (39)| | Other changes in fair value | (7)| | | —| | | (7)| | | | 1| | | —| | | 1| | Loans: | | | | | | | | | | | | | Changes in instrument-specific| 540| | | (9)| | (c)| 531| | | | 143| | | 2| | (c)| 145| | Other changes in fair value | (82)| | | 1,733| | (c)| 1,651| | | | 357| | | 2,423| | (c)| 2,780| | Other assets | 6| | | (23)| | (d)| (17)| | | | 74| | | 1| | (d)| 75| | Deposits(a) | (53)| | | —| | | (53)| | | | (612)| | | —| | | (612)| | Federal funds purchased and se| 42| | | —| | | 42| | | | (20)| | | —| | | (20)| | Short-term borrowings(a) | (223)| | | —| | | (223)| | | | 1,035| | | —| | | 1,035| | Trading liabilities | (2)| | | —| | | (2)| | | | 1| | | —| | | 1| | | | | | | | | | | | | | | Other liabilities | 1| | | —| | | 1| | | | (54)| | | —| | | (54)| | Long-term debt(a)(b) | (262)| | | 6| | (c)(d)| (256)| | | | 70| | | (1)| | (c)| 69| | | | | | | | | | | | | | | | | | | | | | | | | | | | Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding | The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of September 30, 2021, and December 31, 2020, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. September 30, 2021December 31, 2020(in millions)Contractual principal outstandingFair valueFair value over/(under) contractual principal outstandingContractual principal outstandingFair valueFair value over/(under) contractual principal outstandingLoansNonaccrual loansLoans reported as trading assets$3,591 $642 $(2,949)$3,386 $555 $(2,831)Loans1,193 1,055 (138)1,867 1,507 (360)Subtotal4,784 1,697 (3,087)5,253 2,062 (3,191)90 or more days past due and government guaranteedLoans(a) 301 289 (12)328 317 (11)All other performing loans(b)Loans reported as trading assets7,950 6,699 (1,251)7,917 6,439 (1,478)Loans58,949 59,284 335 42,022 42,650 628 Subtotal66,899 65,983 (916)49,939 49,089 (850)Total loans$71,984 $67,969 $(4,015)$55,520 $51,468 $(4,052)Long-term debtPrincipal-protected debt$37,445 (d)$35,244 $(2,201)$40,560 (d)$40,526 $(34)Nonprincipal-protected debt(c)NA41,255 NANA36,291 NATotal long-term debtNA$76,499 NANA$76,817 NALong-term beneficial interestsNonprincipal-protected debt(c)NA$99 NANA$41 NATotal long-term beneficial interestsNA$99 NANA$41 NA(a)These balances are excluded from nonaccrual loans as the loans are insured and/or guaranteed by U.S. government agencies.(b)There were no performing loans that were ninety days or more past due as of September 30, 2021, and December 31, 2020, respectively.(c)Remaining contractual principal is not applicable to nonprincipal-protected structured notes and long-term beneficial interests. Unlike principal-protected structured notes and long-term beneficial interests, for which the Firm is obligated to return a stated amount of principal at maturity, nonprincipal-protected structured notes and long-term beneficial interests do not obligate the Firm to return a stated amount of principal at maturity, but for structured notes to return an amount based on the performance of an underlying variable or derivative feature embedded in the note. However, investors are exposed to the credit risk of the Firm as issuer for both nonprincipal-protected and principal-protected notes. (d)Where the Firm issues principal-protected zero-coupon or discount notes, the balance reflects the contractual principal payment at maturity or, if applicable, the contractual principal payment at the Firm’s next call date. Fair value option, structured notes by balance sheet classification and primary embedded derivative risk | The following table presents the fair value of structured notes, by balance sheet classification and the primary risk type.September 30, 2021December 31, 2020(in millions)Long-term debtShort-term borrowingsDepositsTotalLong-term debtShort-term borrowingsDepositsTotalRisk exposureInterest rate$35,571 $13 $5,700 $41,284 $38,129 $65 $5,057 $43,251 Credit6,843 1,438 — 8,281 6,409 1,022 — 7,431 Foreign exchange3,648 244 221 4,113 3,613 92 — 3,705 Equity28,496 6,258 5,565 40,319 26,943 5,021 6,893 38,857 Commodity321 — 6 (a)327 250 13 232 (a)495 Total structured notes$74,879 $7,953 $11,492 $94,324 $75,344 $6,213 $12,182 $93,739 (a)Excludes deposits linked to precious metals for which the fair value option has not been elected of $676 million and $739 million for the periods ended September 30, 2021 and December 31, 2020, respectively. Presentation: [231183018 - Disclosure - Accumulated Other Comprehensive Income/(Loss) (Tables)] [us-gaap:AccumulatedOtherComprehensiveIncomeLossNetOfTaxAbstract] = [none]: [us-gaap:ScheduleOfAccumulatedOtherComprehensiveIncomeLossTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ScheduleOfAmountsRecognizedInOtherComprehensiveIncomeLossTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract] Accumulated other comprehensive income/(loss) | AOCI includes the after-tax change in unrealized gains and losses on investment securities, foreign currency translation adjustments (including the impact of related derivatives), fair value changes of excluded components on fair value hedges, cash flow hedging activities, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans, and fair value option-elected liabilities arising from changes in the Firm’s own credit risk (DVA). As of or for the three months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2021 $ 4,515 $ (659) $ (163) $ 725 $ (1,055) $ (793) $ 2,570 Net change (434) (187) 9 (450) 6 (551) (1,607) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the three months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2020 $ 7,920 $ (895) $ (27) $ 2,762 $ (1,318) $ 347 $ 8,789 Net change 514 127 (69) (70) (12) (339) 151 Balance at September 30, 2020 $ 8,434 (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 As of or for the nine months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2021 $ 8,180 $ (473) $ (112) $ 2,383 $ (1,132) $ (860) $ 7,986 Net change (4,099) (373) (42) (2,108) 83 (484) (7,023) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the nine months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2020 $ 4,057 $ (707) $ (131) $ 63 $ (1,344) $ (369) $ 1,569 Net change 4,377 (61) 35 2,629 14 377 7,371 Balance at September 30, 2020 $ 8,434 (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 (a)Includes after-tax net unamortized unrealized gains of $2.7 billion related to AFS securities that have been transferred to HTM at both September 30, 2021 and 2020. Refer to Note 10 of JPMorgan Chase's 2020 Form 10-K for further information. AOCI includes the after-tax change in unrealized gains and losses on investment securities, foreign currency translation adjustments (including the impact of related derivatives), fair value changes of excluded components on fair value hedges, cash flow hedging activities, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans, and fair value option-elected liabilities arising from changes in the Firm’s own credit risk (DVA). AOCI includes the after-tax change in unrealized gains and losses on investment securities, foreign currency translation adjustments (including the impact of related derivatives), fair value changes of excluded components on fair value hedges, cash flow hedging activities, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans, and fair value option-elected liabilities arising from changes in the Firm’s own credit risk (DVA). As of or for the three months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2021 $ 4,515 $ (659) $ (163) $ 725 $ (1,055) $ (793) $ 2,570 Net change (434) (187) 9 (450) 6 (551) (1,607) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the three months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2020 $ 7,920 $ (895) $ (27) $ 2,762 $ (1,318) $ 347 $ 8,789 Net change 514 127 (69) (70) (12) (339) 151 Balance at September 30, 2020 $ 8,434 (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 As of or for the nine months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2021 $ 8,180 $ (473) $ (112) $ 2,383 $ (1,132) $ (860) $ 7,986 Net change (4,099) (373) (42) (2,108) 83 (484) (7,023) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the nine months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2020 $ 4,057 $ (707) $ (131) $ 63 $ (1,344) $ (369) $ 1,569 Net change 4,377 (61) 35 2,629 14 377 7,371 Balance at September 30, 2020 $ 8,434 (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 As of or for the three months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2021 $ 4,515 $ (659) $ (163) $ 725 $ (1,055) $ (793) $ 2,570 Net change (434) (187) 9 (450) 6 (551) (1,607) Balance at September 30, 2021 $ 4,081 (a) (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the three months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2020 $ 7,920 $ (895) $ (27) $ 2,762 $ (1,318) $ 347 $ 8,789 Net change 514 127 (69) (70) (12) (339) 151 Balance at September 30, 2020 $ 8,434 (a) (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 As of or for the nine months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2021 $ 8,180 $ (473) $ (112) $ 2,383 $ (1,132) $ (860) $ 7,986 Net change (4,099) (373) (42) (2,108) 83 (484) (7,023) Balance at September 30, 2021 $ 4,081 (a) (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the nine months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2020 $ 4,057 $ (707) $ (131) $ 63 $ (1,344) $ (369) $ 1,569 Net change 4,377 (61) 35 2,629 14 377 7,371 Balance at September 30, 2020 $ 8,434 (a) (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of or for the three months | |Unrealized gain| |Translation adj| |Fair value hedg|Cash flow hedge| |Defined benefit|DVA on fair val|Accumulated oth Balance at July 1, 2021 | | $| 4,515| | | | | $| (659)| | | | $| (163)| | | $| 725| | | | | $| (1,055)| | | | $| (793)| | | | $| 2,570| | Net change | | (434)| | | | | (187)| | | | 9| | | (450)| | | | | 6| | | | (551)| | | | (1,607)| | Balance at September 30, 2021 | | $| 4,081| | (a)| | | $| (846)| | | | $| (154)| | | $| 275| | | | | $| (1,049)| | | | $| (1,344)| | | | $| 963| | | | | | | | | | | | | | | | | | | | | | | | As of or for the three months | |Unrealized gain| |Translation adj| |Fair value hedg|Cash flow hedge| |Defined benefit|DVA on fair val|Accumulated oth Balance at July 1, 2020 | | $| 7,920| | | | | $| (895)| | | | $| (27)| | | $| 2,762| | | | | $| (1,318)| | | | $| 347| | | | $| 8,789| | Net change | | 514| | | | | 127| | | | (69)| | | (70)| | | | | (12)| | | | (339)| | | | 151| | Balance at September 30, 2020 | | $| 8,434| | (a)| | | $| (768)| | | | $| (96)| | | $| 2,692| | | | | $| (1,330)| | | | $| 8| | | | $| 8,940| | | | | | | | | | | | | | | | | | | | | | | | As of or for the nine months e| |Unrealized gain| |Translation adj| |Fair value hedg|Cash flow hedge| |Defined benefit|DVA on fair val|Accumulated oth Balance at January 1, 2021 | | $| 8,180| | | | | $| (473)| | | | $| (112)| | | $| 2,383| | | | | $| (1,132)| | | | $| (860)| | | | $| 7,986| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Net change | | (4,099)| | | | | (373)| | | | (42)| | | (2,108)| | | | | 83| | | | (484)| | | | (7,023)| | Balance at September 30, 2021 | | $| 4,081| | (a)| | | $| (846)| | | | $| (154)| | | $| 275| | | | | $| (1,049)| | | | $| (1,344)| | | | $| 963| | | | | | | | | | | | | | | | | | | | | | | | As of or for the nine months e| |Unrealized gain| |Translation adj| |Fair value hedg|Cash flow hedge| |Defined benefit|DVA on fair val|Accumulated oth Balance at January 1, 2020 | | $| 4,057| | | | | $| (707)| | | | $| (131)| | | $| 63| | | | | $| (1,344)| | | | $| (369)| | | | $| 1,569| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Net change | | 4,377| | | | | (61)| | | | 35| | | 2,629| | | | | 14| | | | 377| | | | 7,371| | Balance at September 30, 2020 | | $| 8,434| | (a)| | | $| (768)| | | | $| (96)| | | $| 2,692| | | | | $| (1,330)| | | | $| 8| | | | $| 8,940| | Changes of the components of accumulated other comprehensive income (loss) | The following table presents the pre-tax and after-tax changes in the components of OCI.20212020Three months ended September 30,(in millions)Pre-taxTax effectAfter-taxPre-taxTax effectAfter-taxUnrealized gains/(losses) on investment securities:Net unrealized gains/(losses) arising during the period$(826)$197 $(629)$1,143 $(270)$873 Reclassification adjustment for realized (gains)/losses included in net income(a)256 (61)195 (473)114 (359)Net change(570)136 (434)670 (156)514 Translation adjustments(b):Translation(1,030)63 (967)871 (86)785 Hedges1,028 (248)780 (868)210 (658)Net change(2)(185)(187)3 124 127 Fair value hedges, net change(c):12 (3)9 (91)22 (69)Cash flow hedges:Net unrealized gains/(losses) arising during the period(267)65 (202)134 (32)102 Reclassification adjustment for realized (gains)/losses included in net income(d)(326)78 (248)(227)55 (172)Net change(593)143 (450)(93)23 (70)Defined benefit pension and OPEB plans, net change:8 (2)6 (18)6 (12)DVA on fair value option elected liabilities, net change:(729)178 (551)(445)106 (339)Total other comprehensive income/(loss)$(1,874)$267 $(1,607)$26 $125 $151 20212020Nine months ended September 30, (in millions)Pre-taxTax effectAfter-taxPre-taxTax effectAfter-taxUnrealized gains/(losses) on investment securities:Net unrealized gains/(losses) arising during the period$(5,792)$1,391 $(4,401)$6,494 $(1,561)$4,933 Reclassification adjustment for realized (gains)/losses included in net income(a)397 (95)302 (732)176 (556)Net change(5,395)1,296 (4,099)5,762 (1,385)4,377 Translation adjustments(b):Translation(1,950)92 (1,858)(316)15 (301)Hedges1,958 (473)1,485 316 (76)240 Net change8 (381)(373)— (61)(61)Fair value hedges, net change(c):(56)14 (42)45 (10)35 Cash flow hedges:Net unrealized gains/(losses) arising during the period(1,844)443 (1,401)3,787 (909)2,878 Reclassification adjustment for realized (gains)/losses included in net income(d)(930)223 (707)(328)79 (249)Net change(2,774)666 (2,108)3,459 (830)2,629 Defined benefit pension and OPEB plans, net change:101 (18)83 23 (9)14 DVA on fair value option elected liabilities, net change:(642)158 (484)496 (119)377 Total other comprehensive income/(loss)$(8,758)$1,735 $(7,023)$9,785 $(2,414)$7,371 (a)The pre-tax amount is reported in Investment securities gains/(losses) in the Consolidated statements of income.(b)Reclassifications of pre-tax realized gains/(losses) on translation adjustments and related hedges are reported in other income/expense in the Consolidated statements of income. The amounts were not material for the three and nine months ended September 30, 2021 and 2020.(c)Represents changes in fair value of cross-currency swaps attributable to changes in cross-currency basis spreads, which are excluded from the assessment of hedge effectiveness and recorded in other comprehensive income. The initial cost of cross-currency basis spreads is recognized in earnings as part of the accrual of interest on the cross currency swaps.(d)The pre-tax amounts are primarily recorded in noninterest revenue, net interest income and compensation expense in the Consolidated statements of income. Presentation: [211321023 - Disclosure - Pledged Assets and Collateral] [us-gaap:CommitmentsAndContingenciesDisclosureAbstract] = [none]: [us-gaap:CommitmentsContingenciesAndGuaranteesTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Commitments and Contingencies Disclosure [Abstract] Pledged Assets and Collateral | Pledged assets and collateral Refer to Note 29 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the Firm’s pledged assets and collateral. Pledged assets The Firm pledges financial assets that it owns to maintain potential borrowing capacity at discount windows with Federal Reserve banks, various other central banks and FHLBs. Additionally, the Firm pledges assets for other purposes, including to collateralize repurchase and other securities financing agreements, to cover short sales and to collateralize derivative contracts and deposits. Certain of these pledged assets may be sold or repledged or otherwise used by the secured parties and are parenthetically identified on the Consolidated balance sheets as assets pledged. The following table presents the Firm’s pledged assets. (in billions) September 30, 2021 December 31, 2020 Assets that may be sold or repledged or otherwise used by secured parties $ 122.4 $ 166.6 Assets that may not be sold or repledged or otherwise used by secured parties 115.3 113.9 Assets pledged at Federal Reserve banks and FHLBs 462.9 455.3 Total pledged assets $ 700.6 $ 735.8 Total pledged assets do not include assets of consolidated VIEs; these assets are used to settle the liabilities of those entities. Refer to Note 13 for additional information on assets and liabilities of consolidated VIEs. Refer to Note 10 for additional information on the Firm’s securities financing activities. Refer to Note 20 of JPMorgan Chase’s 2020 Form 10-K for additional information on the Firm’s long-term debt. Collateral The Firm accepts financial assets as collateral that it is permitted to sell or repledge, deliver or otherwise use. This collateral is generally obtained under resale and other securities financing agreements, prime brokerage-related held-for-investment customer receivables and derivative contracts. Collateral is generally used under repurchase and other securities financing agreements, to cover short sales and to collateralize derivative contracts and deposits. The following table presents the fair value of collateral accepted. (in billions) September 30, 2021 December 31, 2020 Collateral permitted to be sold or repledged, delivered, or otherwise used $ 1,417.7 $ 1,451.7 Collateral sold, repledged, delivered or otherwise used 1,085.7 1,038.9 Refer to Note 29 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the Firm’s pledged assets and collateral. Refer to Note 29 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the Firm’s pledged assets and collateral. Pledged assets Pledged assets The Firm pledges financial assets that it owns to maintain potential borrowing capacity at discount windows with Federal Reserve banks, various other central banks and FHLBs. Additionally, the Firm pledges assets for other purposes, including to collateralize repurchase and other securities financing agreements, to cover short sales and to collateralize derivative contracts and deposits. Certain of these pledged assets may be sold or repledged or otherwise used by the secured parties and are parenthetically identified on the Consolidated balance sheets as assets pledged. The Firm pledges financial assets that it owns to maintain potential borrowing capacity at discount windows with Federal Reserve banks, various other central banks and FHLBs. Additionally, the Firm pledges assets for other purposes, including to collateralize repurchase and other securities financing agreements, to cover short sales and to collateralize derivative contracts and deposits. Certain of these pledged assets may be sold or repledged or otherwise used by the secured parties and are parenthetically identified on the Consolidated balance sheets as assets pledged. The following table presents the Firm’s pledged assets. The following table presents the Firm’s pledged assets. (in billions) September 30, 2021 December 31, 2020 Assets that may be sold or repledged or otherwise used by secured parties $ 122.4 $ 166.6 Assets that may not be sold or repledged or otherwise used by secured parties 115.3 113.9 Assets pledged at Federal Reserve banks and FHLBs 462.9 455.3 Total pledged assets $ 700.6 $ 735.8 (in billions) September 30, 2021 December 31, 2020 Assets that may be sold or repledged or otherwise used by secured parties Assets that may be sold or repledged or otherwise used by secured parties $ 122.4 $ 166.6 Assets that may not be sold or repledged or otherwise used by secured parties Assets that may not be sold or repledged or otherwise used by secured parties 115.3 113.9 Assets pledged at Federal Reserve banks and FHLBs 462.9 455.3 Total pledged assets Total pledged assets $ 700.6 $ 735.8 Total pledged assets do not include assets of consolidated VIEs; these assets are used to settle the liabilities of those entities. Refer to Note 13 for additional information on assets and liabilities of consolidated VIEs. Refer to Note 10 for additional information on the Firm’s securities financing activities. Refer to Note 20 of JPMorgan Chase’s 2020 Form 10-K for additional information on the Firm’s long-term debt. Total pledged assets do not include assets of consolidated VIEs; these assets are used to settle the liabilities of those entities. Refer to Note 13 for additional information on assets and liabilities of consolidated VIEs. Refer to Note 10 for additional information on the Firm’s securities financing activities. Refer to Note 20 of JPMorgan Chase’s 2020 Form 10-K for additional information on the Firm’s long-term debt. Collateral Collateral The Firm accepts financial assets as collateral that it is permitted to sell or repledge, deliver or otherwise use. This collateral is generally obtained under resale and other securities financing agreements, prime brokerage-related held-for-investment customer receivables and derivative contracts. Collateral is generally used under repurchase and other securities financing agreements, to cover short sales and to collateralize derivative contracts and deposits. The Firm accepts financial assets as collateral that it is permitted to sell or repledge, deliver or otherwise use. This collateral is generally obtained under resale and other securities financing agreements, prime brokerage-related held-for-investment customer receivables and derivative contracts. Collateral is generally used under repurchase and other securities financing agreements, to cover short sales and to collateralize derivative contracts and deposits. The following table presents the fair value of collateral accepted. The following table presents the fair value of collateral accepted. (in billions) September 30, 2021 December 31, 2020 Collateral permitted to be sold or repledged, delivered, or otherwise used $ 1,417.7 $ 1,451.7 Collateral sold, repledged, delivered or otherwise used 1,085.7 1,038.9 (in billions) September 30, 2021 December 31, 2020 Collateral permitted to be sold or repledged, delivered, or otherwise used Collateral permitted to be sold or repledged, delivered, or otherwise used $ 1,417.7 $ 1,451.7 Collateral sold, repledged, delivered or otherwise used 1,085.7 1,038.9 | | | | | | | | | | | (in billions) |September 30, 2| |December 31, 20 Assets that may be sold or rep| $| 122.4| | | $| 166.6| Assets that may not be sold or| 115.3| | | 113.9| Assets pledged at Federal Rese| 462.9| | | 455.3| Total pledged assets | $| 700.6| | | $| 735.8| | | | | | | | | | | | | (in billions) |September 30, 2| |December 31, 20| Collateral permitted to be sol| $| 1,417.7| | | $| 1,451.7| | Collateral sold, repledged, de| 1,085.7| | | 1,038.9| | Presentation: [210961014 - Disclosure - Goodwill and Mortgage Servicing Rights] [us-gaap:GoodwillAndIntangibleAssetsDisclosureAbstract] = [none]: [us-gaap:GoodwillAndIntangibleAssetsDisclosureTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Goodwill and Intangible Assets Disclosure [Abstract] Goodwill and Mortgage Servicing Rights | Goodwill and Mortgage servicing rights Refer to Note 15 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the accounting policies related to goodwill and mortgage servicing rights. Goodwill The following table presents goodwill attributed to the reportable business segments and Corporate. (in millions) September 30, 2021 December 31, 2020 Consumer & Community Banking $ 31,472 $ 31,311 Corporate & Investment Bank 7,906 7,913 Commercial Banking 2,986 2,985 Asset & Wealth Management 7,222 7,039 Corporate 727 — Total goodwill $ 50,313 $ 49,248 The following table presents changes in the carrying amount of goodwill. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Balance at beginning of period $ 49,256 $ 47,811 $ 49,248 $ 47,823 Changes during the period from: Business combinations(a) 1,065 — 1,065 — Other(b) (8) 8 — (4) Balance at September 30, $ 50,313 $ 47,819 $ 50,313 $ 47,819 (a)For the three and nine months ended September 30, 2021, represents estimated goodwill associated with the acquisitions of Nutmeg in Corporate, OpenInvest and Campbell Global in AWM and Frank in CCB. (b)Primarily foreign currency adjustments and adjustments to goodwill related to prior period acquisitions. Goodwill impairment testing Goodwill is tested for impairment during the fourth quarter of each fiscal year, or more often if events or circumstances, such as adverse changes in the business climate, indicate that there may be an impairment. Refer to Note 15 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of the Firm’s goodwill impairment testing. Unanticipated declines in business performance, increases in credit losses, increases in capital requirements, as well as deterioration in economic or market conditions, adverse regulatory or legislative changes or increases in the estimated market cost of equity, could cause the estimated fair values of the Firm’s reporting units to decline in the future, which could result in a material impairment charge to earnings in a future period related to some portion of the associated goodwill. As of September 30, 2021, the Firm reviewed current economic conditions, including the potential impacts of the COVID-19 pandemic on business performance, estimated market cost of equity, as well as actual business results and projections of business performance. The Firm has concluded that goodwill was not impaired as of September 30, 2021, or December 31, 2020, nor was goodwill written off due to impairment during the nine months ended September 30, 2021 or 2020. Mortgage servicing rights MSRs represent the fair value of expected future cash flows for performing servicing activities for others. The fair value considers estimated future servicing fees and ancillary revenue, offset by estimated costs to service the loans, and generally declines over time as net servicing cash flows are received, effectively amortizing the MSR asset against contractual servicing and ancillary fee income. MSRs are either purchased from third parties or recognized upon sale or securitization of mortgage loans if servicing is retained. Refer to Notes 2 and 15 of JPMorgan Chase’s 2020 Form 10-K for a further description of the MSR asset, interest rate risk management, and the valuation of MSRs. The following table summarizes MSR activity for the three and nine months ended September 30, 2021 and 2020. As of or for the three months ended September 30, As of or for the nine months ended September 30, (in millions, except where otherwise noted) 2021 2020 2021 2020 Fair value at beginning of period $ 4,549 $ 3,080 $ 3,276 $ 4,699 MSR activity: Originations of MSRs 429 204 1,252 639 Purchase of MSRs 584 17 1,158 24 Disposition of MSRs(a) 1 (104) (23) (177) Net additions/(dispositions) 1,014 117 2,387 486 Changes due to collection/realization of expected cash flows (201) (215) (570) (710) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other(b) 133 (59) 469 (1,573) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) 119 (82) 96 (80) Discount rates — 199 — 199 Prepayment model changes and other(c) (263) (24) (307) (5) Total changes in valuation due to other inputs and assumptions (144) 93 (211) 114 Total changes in valuation due to inputs and assumptions (11) 34 258 (1,459) Fair value at September 30, $ 5,351 $ 3,016 $ 5,351 $ 3,016 Changes in unrealized gains/(losses) included in income related to MSRs held at September 30, $ (11) $ 34 $ 258 $ (1,459) Contractual service fees, late fees and other ancillary fees included in income 334 333 932 1,026 Third-party mortgage loans serviced at September 30, (in billions) 510 456 510 456 Servicer advances, net of an allowance for uncollectible amounts, at September 30, (in billions)(d) 1.7 1.7 1.7 1.7 (a)Includes excess MSRs transferred to agency-sponsored trusts in exchange for stripped mortgage backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired the remaining balance of those SMBS as trading securities. (b)Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (c)Represents changes in prepayments other than those attributable to changes in market interest rates. (d)Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest, taxes and insurance), which will generally be reimbursed within a short period of time after the advance from future cash flows from the trust or the underlying loans. The Firm’s credit risk associated with these servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements. The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the three and nine months ended September 30, 2021 and 2020. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 CCB mortgage fees and related income Production revenue $ 614 $ 765 $ 1,888 $ 1,826 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 328 381 892 1,063 Changes in MSR asset fair value due to collection/realization of expected cash flows (201) (215) (570) (710) Total operating revenue 127 166 322 353 Risk management: Changes in MSR asset fair value due to market interest rates and other(a) 133 (59) 469 (1,573) Other changes in MSR asset fair value due to other inputs and assumptions in model(b) (144) 93 (211) 114 Changes in derivative fair value and other (134) 111 (621) 1,593 Total risk management (145) 145 (363) 134 Total net mortgage servicing revenue (18) 311 (41) 487 Total CCB mortgage fees and related income 596 1,076 1,847 2,313 All other 4 11 8 11 Mortgage fees and related income $ 600 $ 1,087 $ 1,855 $ 2,324 (a)Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (b)Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices). The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at September 30, 2021, and December 31, 2020, and outlines hypothetical sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Sep 30, 2021 Dec 31, 2020 Weighted-average prepayment speed assumption (constant prepayment rate) 10.12 % 14.90 % Impact on fair value of 10% adverse change $ (220) $ (206) Impact on fair value of 20% adverse change (423) (392) Weighted-average option adjusted spread(a) 6.56 % 7.19 % Impact on fair value of a 100 basis point adverse change $ (226) $ (134) Impact on fair value of a 200 basis point adverse change (433) (258) (a)Includes the impact of operational risk and regulatory capital. Changes in fair value based on variations in assumptions generally cannot be easily extrapolated, because the relationship of the change in the assumptions to the change in fair value are often highly interrelated and may not be linear. In this table, the effect that a change in a particular assumption may have on the fair value is calculated without changing any other assumption. In reality, changes in one factor may result in changes in another, which would either magnify or counteract the impact of the initial change. Refer to Note 15 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the accounting policies related to goodwill and mortgage servicing rights. Goodwill The following table presents goodwill attributed to the reportable business segments and Corporate. (in millions) September 30, 2021 December 31, 2020 Consumer & Community Banking $ 31,472 $ 31,311 Corporate & Investment Bank 7,906 7,913 Commercial Banking 2,986 2,985 Asset & Wealth Management 7,222 7,039 Corporate 727 — Total goodwill $ 50,313 $ 49,248 The following table presents changes in the carrying amount of goodwill. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Balance at beginning of period $ 49,256 $ 47,811 $ 49,248 $ 47,823 Changes during the period from: Business combinations(a) 1,065 — 1,065 — Other(b) (8) 8 — (4) Balance at September 30, $ 50,313 $ 47,819 $ 50,313 $ 47,819 (a)For the three and nine months ended September 30, 2021, represents estimated goodwill associated with the acquisitions of Nutmeg in Corporate, OpenInvest and Campbell Global in AWM and Frank in CCB. (b)Primarily foreign currency adjustments and adjustments to goodwill related to prior period acquisitions. Refer to Note 15 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the accounting policies related to goodwill and mortgage servicing rights. Refer to Note 15 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the accounting policies related to goodwill and mortgage servicing rights. Goodwill Goodwill The following table presents goodwill attributed to the reportable business segments and Corporate. The following table presents goodwill attributed to the reportable business segments and Corporate. (in millions) September 30, 2021 December 31, 2020 Consumer & Community Banking $ 31,472 $ 31,311 Corporate & Investment Bank 7,906 7,913 Commercial Banking 2,986 2,985 Asset & Wealth Management 7,222 7,039 Corporate 727 — Total goodwill $ 50,313 $ 49,248 (in millions) September 30, 2021 December 31, 2020 Consumer & Community Banking $ 31,472 $ 31,311 Corporate & Investment Bank 7,906 7,913 Commercial Banking 2,986 2,985 Asset & Wealth Management 7,222 7,039 Corporate 727 — Total goodwill $ 50,313 $ 49,248 The following table presents changes in the carrying amount of goodwill. The following table presents changes in the carrying amount of goodwill. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Balance at beginning of period $ 49,256 $ 47,811 $ 49,248 $ 47,823 Changes during the period from: Business combinations(a) 1,065 — 1,065 — Other(b) (8) 8 — (4) Balance at September 30, $ 50,313 $ 47,819 $ 50,313 $ 47,819 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Balance at beginning Balance at beginning of period of period $ 49,256 $ 47,811 $ 49,248 $ 47,823 Changes during the period from: Changes during the period from: Business combinations(a) Business combinations (a) 1,065 — 1,065 — Other(b) Other (b) (8) 8 — (4) Balance at September 30, $ 50,313 $ 47,819 $ 50,313 $ 47,819 (a)For the three and nine months ended September 30, 2021, represents estimated goodwill associated with the acquisitions of Nutmeg in Corporate, OpenInvest and Campbell Global in AWM and Frank in CCB. (a) For the three and nine months ended September 30, 2021, represents estimated goodwill associated with the acquisitions of Nutmeg in Corporate, OpenInvest and Campbell Global in AWM and Frank in CCB. (b)Primarily foreign currency adjustments and adjustments to goodwill related to prior period acquisitions. (b) Primarily foreign currency adjustments and adjustments to goodwill related to prior period acquisitions. Goodwill impairment testing Goodwill is tested for impairment during the fourth quarter of each fiscal year, or more often if events or circumstances, such as adverse changes in the business climate, indicate that there may be an impairment. Refer to Note 15 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of the Firm’s goodwill impairment testing. Unanticipated declines in business performance, increases in credit losses, increases in capital requirements, as well as deterioration in economic or market conditions, adverse regulatory or legislative changes or increases in the estimated market cost of equity, could cause the estimated fair values of the Firm’s reporting units to decline in the future, which could result in a material impairment charge to earnings in a future period related to some portion of the associated goodwill. As of September 30, 2021, the Firm reviewed current economic conditions, including the potential impacts of the COVID-19 pandemic on business performance, estimated market cost of equity, as well as actual business results and projections of business performance. The Firm has concluded that goodwill was not impaired as of September 30, 2021, or December 31, 2020, nor was goodwill written off due to impairment during the nine months ended September 30, 2021 or 2020. Goodwill impairment testing Goodwill impairment testing Goodwill is tested for impairment during the fourth quarter of each fiscal year, or more often if events or circumstances, such as adverse changes in the business climate, indicate that there may be an impairment. Refer to Note 15 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of the Firm’s goodwill impairment testing. Goodwill is tested for impairment during the fourth quarter of each fiscal year, or more often if events or circumstances, such as adverse changes in the business climate, indicate that there may be an impairment. Refer to Note 15 of JPMorgan Chase’s 2020 Form 10-K for a further discussion of the Firm’s goodwill impairment testing. Unanticipated declines in business performance, increases in credit losses, increases in capital requirements, as well as deterioration in economic or market conditions, adverse regulatory or legislative changes or increases in the estimated market cost of equity, could cause the estimated fair values of the Firm’s reporting units to decline in the future, which could result in a material impairment charge to earnings in a future period related to some portion of the associated goodwill. Unanticipated declines in business performance, increases in credit losses, increases in capital requirements, as well as deterioration in economic or market conditions, adverse regulatory or legislative changes or increases in the estimated market cost of equity, could cause the estimated fair values of the Firm’s reporting units to decline in the future, which could result in a material impairment charge to earnings in a future period related to some portion of the associated goodwill. As of September 30, 2021, the Firm reviewed current economic conditions, including the potential impacts of the COVID-19 pandemic on business performance, estimated market cost of equity, as well as actual business results and projections of business performance. The Firm has concluded that goodwill was not impaired as of September 30, 2021, or December 31, 2020, nor was goodwill written off due to impairment during the nine months ended September 30, 2021 or 2020. As of September 30, 2021, the Firm reviewed current economic conditions, including the potential impacts of the COVID-19 pandemic on business performance, estimated market cost of equity, as well as actual business results and projections of business performance. The Firm has concluded that goodwill was not impaired as of September 30, 2021, or December 31, 2020, nor was goodwill written off due to impairment during the nine months ended September 30, 2021 or 2020. Mortgage servicing rights Mortgage servicing rights MSRs represent the fair value of expected future cash flows for performing servicing activities for others. The fair value considers estimated future servicing fees and ancillary revenue, offset by estimated costs to service the loans, and generally declines over time as net servicing cash flows are received, effectively amortizing the MSR asset against contractual servicing and ancillary fee income. MSRs are either purchased from third parties or recognized upon sale or securitization of mortgage loans if servicing is retained. Refer to Notes 2 and 15 of JPMorgan Chase’s 2020 Form 10-K for a further description of the MSR asset, interest rate risk management, and the valuation of MSRs. MSRs represent the fair value of expected future cash flows for performing servicing activities for others. The fair value considers estimated future servicing fees and ancillary revenue, offset by estimated costs to service the loans, and generally declines over time as net servicing cash flows are received, effectively amortizing the MSR asset against contractual servicing and ancillary fee income. MSRs are either purchased from third parties or recognized upon sale or securitization of mortgage loans if servicing is retained. Refer to Notes 2 and 15 of JPMorgan Chase’s 2020 Form 10-K for a further description of the MSR asset, interest rate risk management, and the valuation of MSRs. The following table summarizes MSR activity for the three and nine months ended September 30, 2021 and 2020. The following table summarizes MSR activity for the three and nine months ended September 30, 2021 and 2020. As of or for the three months ended September 30, As of or for the nine months ended September 30, (in millions, except where otherwise noted) 2021 2020 2021 2020 Fair value at beginning of period $ 4,549 $ 3,080 $ 3,276 $ 4,699 MSR activity: Originations of MSRs 429 204 1,252 639 Purchase of MSRs 584 17 1,158 24 Disposition of MSRs(a) 1 (104) (23) (177) Net additions/(dispositions) 1,014 117 2,387 486 Changes due to collection/realization of expected cash flows (201) (215) (570) (710) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other(b) 133 (59) 469 (1,573) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) 119 (82) 96 (80) Discount rates — 199 — 199 Prepayment model changes and other(c) (263) (24) (307) (5) Total changes in valuation due to other inputs and assumptions (144) 93 (211) 114 Total changes in valuation due to inputs and assumptions (11) 34 258 (1,459) Fair value at September 30, $ 5,351 $ 3,016 $ 5,351 $ 3,016 Changes in unrealized gains/(losses) included in income related to MSRs held at September 30, $ (11) $ 34 $ 258 $ (1,459) Contractual service fees, late fees and other ancillary fees included in income 334 333 932 1,026 Third-party mortgage loans serviced at September 30, (in billions) 510 456 510 456 Servicer advances, net of an allowance for uncollectible amounts, at September 30, (in billions)(d) 1.7 1.7 1.7 1.7 As of or for the three months ended September 30, As of or for the nine months ended September 30, (in millions, except where otherwise noted) 2021 2020 2021 2020 Fair value at beginning of period $ 4,549 $ 3,080 $ 3,276 $ 4,699 MSR activity: Originations of MSRs 429 204 1,252 639 Purchase of MSRs 584 17 1,158 24 Disposition of MSRs(a) Disposition of MSRs (a) 1 (104) (23) (177) Net additions/(dispositions) 1,014 117 2,387 486 Changes due to collection/realization of expected cash flows Changes due to collection/realization of expected cash flows (201) (215) (570) (710) Changes in valuation due to inputs and assumptions: Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other(b) Changes due to market interest rates and other (b) 133 (59) 469 (1,573) Changes in valuation due to other inputs and assumptions: Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) Projected cash flows (e.g., cost to service) 119 (82) 96 (80) Discount rates Discount rates — 199 — 199 Prepayment model changes and other(c) Prepayment model changes and other (c) (263) (24) (307) (5) Total changes in valuation due to other inputs and assumptions (144) 93 (211) 114 Total changes in valuation due to inputs and assumptions (11) 34 258 (1,459) Fair value at September 30, $ 5,351 $ 3,016 $ 5,351 $ 3,016 Changes in unrealized gains/(losses) included in income related to MSRs held at September 30, $ (11) $ 34 $ 258 $ (1,459) Contractual service fees, late fees and other ancillary fees included in income Contractual service fees, late fees and other ancillary fees included in income 334 333 932 1,026 Third-party mortgage loans serviced at September 30, (in billions) 510 456 510 456 Servicer advances, net of an allowance for uncollectible amounts, at September 30, (in billions)(d) Servicer advances, net of an allowance for uncollectible amounts, at September 30, (in billions) (d) 1.7 1.7 1.7 1.7 (a)Includes excess MSRs transferred to agency-sponsored trusts in exchange for stripped mortgage backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired the remaining balance of those SMBS as trading securities. (a) Includes excess MSRs transferred to agency-sponsored trusts in exchange for stripped mortgage backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired the remaining balance of those SMBS as trading securities. (b)Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (b) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (c)Represents changes in prepayments other than those attributable to changes in market interest rates. (c) Represents changes in prepayments other than those attributable to changes in market interest rates. (d)Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest, taxes and insurance), which will generally be reimbursed within a short period of time after the advance from future cash flows from the trust or the underlying loans. The Firm’s credit risk associated with these servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements. (d) Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest, taxes and insurance), which will generally be reimbursed within a short period of time after the advance from future cash flows from the trust or the underlying loans. The Firm’s credit risk associated with these servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements. The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the three and nine months ended September 30, 2021 and 2020. The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the three and nine months ended September 30, 2021 and 2020. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 CCB mortgage fees and related income Production revenue $ 614 $ 765 $ 1,888 $ 1,826 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 328 381 892 1,063 Changes in MSR asset fair value due to collection/realization of expected cash flows (201) (215) (570) (710) Total operating revenue 127 166 322 353 Risk management: Changes in MSR asset fair value due to market interest rates and other(a) 133 (59) 469 (1,573) Other changes in MSR asset fair value due to other inputs and assumptions in model(b) (144) 93 (211) 114 Changes in derivative fair value and other (134) 111 (621) 1,593 Total risk management (145) 145 (363) 134 Total net mortgage servicing revenue (18) 311 (41) 487 Total CCB mortgage fees and related income 596 1,076 1,847 2,313 All other 4 11 8 11 Mortgage fees and related income $ 600 $ 1,087 $ 1,855 $ 2,324 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 CCB mortgage fees and related income Production revenue $ 614 $ 765 $ 1,888 $ 1,826 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 328 381 892 1,063 Changes in MSR asset fair value due to collection/realization of expected cash flows (201) (215) (570) (710) Total operating revenue 127 166 322 353 Risk management: Changes in MSR asset fair value due to market interest rates and other(a) Changes in MSR asset fair value due to market interest rates and other (a) 133 (59) 469 (1,573) Other changes in MSR asset fair value due to other inputs and assumptions in model(b) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) (144) 93 (211) 114 Changes in derivative fair value and other (134) 111 (621) 1,593 Total risk management (145) 145 (363) 134 Total net mortgage servicing revenue (18) 311 (41) 487 Total CCB mortgage fees and related income 596 1,076 1,847 2,313 All other 4 11 8 11 Mortgage fees and related income $ 600 $ 1,087 $ 1,855 $ 2,324 (a)Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (a) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (b)Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices). (b) Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices). The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at September 30, 2021, and December 31, 2020, and outlines hypothetical sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Sep 30, 2021 Dec 31, 2020 Weighted-average prepayment speed assumption (constant prepayment rate) 10.12 % 14.90 % Impact on fair value of 10% adverse change $ (220) $ (206) Impact on fair value of 20% adverse change (423) (392) Weighted-average option adjusted spread(a) 6.56 % 7.19 % Impact on fair value of a 100 basis point adverse change $ (226) $ (134) Impact on fair value of a 200 basis point adverse change (433) (258) (a)Includes the impact of operational risk and regulatory capital. Changes in fair value based on variations in assumptions generally cannot be easily extrapolated, because the relationship of the change in the assumptions to the change in fair value are often highly interrelated and may not be linear. In this table, the effect that a change in a particular assumption may have on the fair value is calculated without changing any other assumption. In reality, changes in one factor may result in changes in another, which would either magnify or counteract the impact of the initial change. The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at September 30, 2021, and December 31, 2020, and outlines hypothetical sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Sep 30, 2021 Dec 31, 2020 Weighted-average prepayment speed assumption (constant prepayment rate) 10.12 % 14.90 % Impact on fair value of 10% adverse change $ (220) $ (206) Impact on fair value of 20% adverse change (423) (392) Weighted-average option adjusted spread(a) 6.56 % 7.19 % Impact on fair value of a 100 basis point adverse change $ (226) $ (134) Impact on fair value of a 200 basis point adverse change (433) (258) (a)Includes the impact of operational risk and regulatory capital. The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at September 30, 2021, and December 31, 2020, and outlines hypothetical sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at September 30, 2021, and December 31, 2020, and outlines hypothetical sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Sep 30, 2021 Dec 31, 2020 Weighted-average prepayment speed assumption (constant prepayment rate) 10.12 % 14.90 % Impact on fair value of 10% adverse change $ (220) $ (206) Impact on fair value of 20% adverse change (423) (392) Weighted-average option adjusted spread(a) 6.56 % 7.19 % Impact on fair value of a 100 basis point adverse change $ (226) $ (134) Impact on fair value of a 200 basis point adverse change (433) (258) (in millions, except rates) Sep 30, 2021 Dec 31, 2020 Weighted-average prepayment speed assumption (constant prepayment rate) Weighted-average prepayment speed assumption (constant prepayment rate) 10.12 % 14.90 % Impact on fair value of 10% adverse change Impact on fair value of 10% adverse change $ (220) $ (206) Impact on fair value of 20% adverse change Impact on fair value of 20% adverse change (423) (392) Weighted-average option adjusted spread(a) Weighted-average option adjusted spread (a) 6.56 % 7.19 % Impact on fair value of a 100 basis point adverse change Impact on fair value of a 100 basis point adverse change $ (226) $ (134) Impact on fair value of a 200 basis point adverse change Impact on fair value of a 200 basis point adverse change (433) (258) (a)Includes the impact of operational risk and regulatory capital. (a) Includes the impact of operational risk and regulatory capital. Changes in fair value based on variations in assumptions generally cannot be easily extrapolated, because the relationship of the change in the assumptions to the change in fair value are often highly interrelated and may not be linear. In this table, the effect that a change in a particular assumption may have on the fair value is calculated without changing any other assumption. In reality, changes in one factor may result in changes in another, which would either magnify or counteract the impact of the initial change. Changes in fair value based on variations in assumptions generally cannot be easily extrapolated, because the relationship of the change in the assumptions to the change in fair value are often highly interrelated and may not be linear. In this table, the effect that a change in a particular assumption may have on the fair value is calculated without changing any other assumption. In reality, changes in one factor may result in changes in another, which would either magnify or counteract the impact of the initial change. Changes in fair value based on variations in assumptions generally cannot be easily extrapolated, because the relationship of the change in the assumptions to the change in fair value are often highly interrelated and may not be linear. In this table, the effect that a change in a particular assumption may have on the fair value is calculated without changing any other assumption. In reality, changes in one factor may result in changes in another, which would either magnify or counteract the impact of the initial change. | | | | | | | | (in millions) |September 30, 2|December 31, 20 Consumer & Community Banking | $| 31,472| | $| 31,311| Corporate & Investment Bank | 7,906| | 7,913| Commercial Banking | 2,986| | 2,985| Asset & Wealth Management | 7,222| | 7,039| Corporate | 727| | —| Total goodwill | $| 50,313| | $| 49,248| | | | | | | | | | | | | | | | | | | | | |Three months en|Nine months end (in millions) | 2021| | 2020| 2021| | 2020 Balance at beginning of period| $| 49,256| | | $| 47,811| | $| 49,248| | | $| 47,823| Changes during the period from| | | | | | Business combinations(a) | 1,065| | | —| | 1,065| | | —| | | | | | | Other(b) | (8)| | | 8| | —| | | (4)| Balance at September 30, | $| 50,313| | | $| 47,819| | $| 50,313| | | $| 47,819| | | | | | | | | | | | | | | | | | | | | | |As of or for th| |As of or for th| (in millions, except where oth| 2021| 2020| | 2021| 2020| | Fair value at beginning of per| $| 4,549| | $| 3,080| | | $| 3,276| | $| 4,699| | | MSR activity: | | | | | | | Originations of MSRs | 429| | 204| | | 1,252| | 639| | | Purchase of MSRs | 584| | 17| | | 1,158| | 24| | | Disposition of MSRs(a) | 1| | (104)| | | (23)| | (177)| | | Net additions/(dispositions) | 1,014| | 117| | | 2,387| | 486| | | | | | | | | | Changes due to collection/real| (201)| | (215)| | | (570)| | (710)| | | | | | | | | | Changes in valuation due to in| | | | | | | Changes due to market interest| 133| | (59)| | | 469| | (1,573)| | | Changes in valuation due to ot| | | | | | | Projected cash flows (e.g., co| 119| | (82)| | | 96| | (80)| | | Discount rates | —| | 199| | | —| | 199| | | Prepayment model changes and o| (263)| | (24)| | | (307)| | (5)| | | Total changes in valuation due| (144)| | 93| | | (211)| | 114| | | Total changes in valuation due| (11)| | 34| | | 258| | (1,459)| | | Fair value at September 30, | $| 5,351| | $| 3,016| | | $| 5,351| | $| 3,016| | | | | | | | | | Changes in unrealized gains/(l| $| (11)| | $| 34| | | $| 258| | $| (1,459)| | | Contractual service fees, late| 334| | 333| | | 932| | 1,026| | | Third-party mortgage loans ser| 510| | 456| | | 510| | 456| | | Servicer advances, net of an a| 1.7| | 1.7| | | 1.7| | 1.7| | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| 2020| | 2021| 2020 | | | | | | | | | | CCB mortgage fees and related | | | | | Production revenue | $| 614| | $| 765| | | $| 1,888| | $| 1,826| | | | | | Net mortgage servicing revenue| | | | | Operating revenue: | | | | | Loan servicing revenue | 328| | 381| | | 892| | 1,063| Changes in MSR asset fair valu| (201)| | (215)| | | (570)| | (710)| Total operating revenue | 127| | 166| | | 322| | 353| Risk management: | | | | | Changes in MSR asset fair valu| 133| | (59)| | | 469| | (1,573)| Other changes in MSR asset fai| (144)| | 93| | | (211)| | 114| Changes in derivative fair val| (134)| | 111| | | (621)| | 1,593| Total risk management | (145)| | 145| | | (363)| | 134| Total net mortgage servicing r| (18)| | 311| | | (41)| | 487| | | | | | Total CCB mortgage fees and re| 596| | 1,076| | | 1,847| | 2,313| | | | | | All other | 4| | 11| | | 8| | 11| Mortgage fees and related inco| $| 600| | $| 1,087| | | $| 1,855| | $| 2,324| | | | | | | | | | | | | | | (in millions, except rates) | Sep 30, 2021| | Dec 31, 2020 Weighted-average prepayment sp| 10.12| %| | 14.90| % Impact on fair value of 10% ad| $| (220)| | | $| (206)| Impact on fair value of 20% ad| (423)| | | (392)| Weighted-average option adjust| 6.56| %| | 7.19| % Impact on fair value of a 100 | $| (226)| | | $| (134)| Impact on fair value of a 200 | (433)| | | (258)| Presentation: [230523008 - Disclosure - Investment Securities (Tables)] [us-gaap:InvestmentsDebtAndEquitySecuritiesAbstract] = [none]: [jpm:AmortizedCostsAndEstimatedFairValuesTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:SecuritiesImpairmentAFSHTMTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:RealizedGainLossOnInvestmentsTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:InvestmentsClassifiedByContractualMaturityDateTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Investments, Debt and Equity Securities [Abstract] Amortized costs and estimated fair values | The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. September 30, 2021December 31, 2020(in millions)Amortized cost(c)(d)Gross unrealized gainsGross unrealized lossesFair valueAmortized cost(c)(d)Gross unrealized gainsGross unrealized lossesFair valueAvailable-for-sale securitiesMortgage-backed securities:U.S. GSEs and government agencies(a)$72,749 $1,091 $791 $73,049 $110,979 $2,372 $50 $113,301 Residential:U.S.2,265 58 — 2,323 6,246 224 3 6,467 Non-U.S.4,014 36 — 4,050 3,751 20 5 3,766 Commercial3,102 41 11 3,132 2,819 71 34 2,856 Total mortgage-backed securities82,130 1,226 802 82,554 123,795 2,687 92 126,390 U.S. Treasury and government agencies121,227 730 486 121,471 199,910 2,141 100 201,951 Obligations of U.S. states and municipalities16,471 1,049 5 17,515 18,993 1,404 1 20,396 Non-U.S. government debt securities15,738 111 24 15,825 22,587 354 13 22,928 Corporate debt securities263 6 9 260 215 4 3 216 Asset-backed securities:Collateralized loan obligations9,133 8 4 9,137 10,055 24 31 10,048 Other4,771 59 2 4,828 6,174 91 16 6,249 Total available-for-sale securities249,733 3,189 1,332 251,590 381,729 6,705 256 388,178 Held-to-maturity securities(b)Mortgage-backed securities:U.S. GSEs and government agencies(a)101,086 1,923 412 102,597 107,889 2,968 29 110,828 U.S. Residential7,021 4 43 6,982 4,345 8 30 4,323 Commercial3,738 20 21 3,737 2,602 77 — 2,679 Total mortgage-backed securities111,845 1,947 476 113,316 114,836 3,053 59 117,830 U.S. Treasury and government agencies182,368 133 1,225 181,276 53,184 50 — 53,234 Obligations of U.S. states and municipalities13,465 397 9 13,853 12,751 519 — 13,270 Asset-backed securities:Collateralized loan obligations33,664 90 9 33,745 21,050 90 2 21,138 Other2,200 4 1 2,203 — — — — Total held-to-maturity securities343,542 2,571 1,720 344,393 201,821 3,712 61 205,472 Total investment securities, net of allowance for credit losses$593,275 $5,760 $3,052 $595,983 $583,550 $10,417 $317 $593,650 (a)Includes AFS U.S. GSE obligations with fair values of $44.1 billion and $65.8 billion, and HTM U.S. GSE obligations with amortized cost of $71.9 billion and $86.3 billion, at September 30, 2021 and December 31, 2020, respectively. As of September 30, 2021, mortgage-backed securities issued by Fannie Mae and Freddie Mac each exceeded 10% of JPMorgan Chase’s total stockholders’ equity; the amortized cost and fair value of such securities were $69.5 billion and $71.1 billion, and $46.3 billion and $46.3 billion, respectively.(b)The Firm purchased $15.9 billion and $79.0 billion of HTM securities for the three and nine months ended September 30, 2021, respectively, and $514 million and $5.5 billion for the three and nine months ended September 30, 2020, respectively.(c)The amortized cost of investment securities is reported net of allowance for credit losses of $73 million and $78 million at September 30, 2021 and December 31, 2020, respectively.(d)Excludes $1.8 billion and $2.1 billion of accrued interest receivables at September 30, 2021 and December 31, 2020, respectively. The Firm did not reverse through interest income any accrued interest receivables for the three and nine months ended September 30, 2021 and 2020. Securities impairment | The following tables present the fair value and gross unrealized losses by aging category for AFS securities at September 30, 2021 and December 31, 2020. The tables exclude U.S. Treasury and government agency securities and U.S. GSE and government agency MBS with unrealized losses of $1.3 billion and $150 million, at September 30, 2021 and December 31, 2020, respectively; changes in the value of these securities are generally driven by changes in interest rates rather than changes in their credit profile given the explicit or implicit guarantees provided by the U.S. government. Available-for-sale securities with gross unrealized lossesLess than 12 months12 months or moreSeptember 30, 2021 (in millions)Fair valueGross unrealized lossesFair valueGross unrealized lossesTotal fair valueTotal gross unrealized lossesAvailable-for-sale securitiesMortgage-backed securities:Residential:U.S. $72 $— $31 $— $103 $— Non-U.S.134 — — — 134 — Commercial250 5 363 6 613 11 Total mortgage-backed securities456 5 394 6 850 11 Obligations of U.S. states and municipalities271 5 — — 271 5 Non-U.S. government debt securities5,031 17 441 7 5,472 24 Corporate debt securities149 9 40 — 189 9 Asset-backed securities:Collateralized loan obligations4,381 4 270 — 4,651 4 Other1,500 — 206 2 1,706 2 Total available-for-sale securities with gross unrealized losses$11,788 $40 $1,351 $15 $13,139 $55 Available-for-sale securities with gross unrealized lossesLess than 12 months12 months or moreDecember 31, 2020 (in millions)Fair valueGross unrealized lossesFair valueGross unrealized lossesTotal fair valueTotal gross unrealized lossesAvailable-for-sale securitiesMortgage-backed securities:Residential:U.S.$562 $3 $32 $— $594 $3 Non-U.S.2,507 4 235 1 2,742 5 Commercial699 18 124 16 823 34 Total mortgage-backed securities3,768 25 391 17 4,159 42 Obligations of U.S. states and municipalities49 1 — — 49 1 Non-U.S. government debt securities2,709 9 968 4 3,677 13 Corporate debt securities91 3 5 — 96 3 Asset-backed securities:Collateralized loan obligations5,248 18 2,645 13 7,893 31 Other268 1 685 15 953 16 Total available-for-sale securities with gross unrealized losses$12,133 $57 $4,694 $49 $16,827 $106 Securities gains and losses and provision for credit loss | Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Realized gains$60 $1,123 $481 $2,842 Realized losses(316)(650)(878)(2,110)Investment securities gains/(losses)$(256)$473 $(397)$732 Provision for credit losses$(14)$97 $(5)$110 Amortized cost and estimated fair value by contractual maturity | The following table presents the amortized cost and estimated fair value at September 30, 2021, of JPMorgan Chase’s investment securities portfolio by contractual maturity. By remaining maturity September 30, 2021 (in millions)Due in one year or lessDue after one year through five yearsDue after five years through 10 yearsDue after 10 years(b)TotalAvailable-for-sale securitiesMortgage-backed securitiesAmortized cost$— $2,882 $5,326 $73,925 $82,133 Fair value— 2,916 5,650 73,988 82,554 Average yield(a)— %1.47 %1.79 %2.33 %2.26 %U.S. Treasury and government agenciesAmortized cost$5,111 $88,001 $19,610 $8,505 $121,227 Fair value5,150 88,082 19,581 8,658 121,471 Average yield(a)1.28 %0.53 %0.68 %0.50 %0.58 %Obligations of U.S. states and municipalitiesAmortized cost$15 $167 $1,216 $15,073 $16,471 Fair value16 172 1,277 16,050 17,515 Average yield(a)3.91 %4.37 %4.88 %5.01 %4.99 %Non-U.S. government debt securitiesAmortized cost$6,750 $4,980 $3,811 $197 $15,738 Fair value6,762 5,050 3,816 197 15,825 Average yield(a)2.02 %2.54 %0.84 %0.38 %1.88 %Corporate debt securitiesAmortized cost$— $233 $30 $— $263 Fair value— 228 32 — 260 Average yield(a)— %7.74 %1.63 %— %7.01 %Asset-backed securitiesAmortized cost$1,500 $1,076 $3,800 $7,528 $13,904 Fair value1,500 1,081 3,807 7,577 13,965 Average yield(a)1.19 %1.93 %1.27 %1.26 %1.31 %Total available-for-sale securitiesAmortized cost$13,376 $97,339 $33,793 $105,228 $249,736 Fair value13,428 97,529 34,163 106,470 251,590 Average yield(a)1.65 %0.70 %1.09 %2.48 %1.56 %Held-to-maturity securitiesMortgage-backed securitiesAmortized cost$— $1,029 $11,737 $99,091 $111,857 Fair value— 1,050 12,197 100,069 113,316 Average yield(a)— %1.68 %2.42 %2.90 %2.84 %U.S. Treasury and government agenciesAmortized cost$14,376 $97,814 $70,178 $— $182,368 Fair value14,383 97,545 69,348 — 181,276 Average yield(a)0.65 %0.66 %1.29 %— %0.90 %Obligations of U.S. states and municipalitiesAmortized cost$35 $66 $1,059 $12,363 $13,523 Fair value35 66 1,105 12,647 13,853 Average yield(a)3.78 %2.67 %3.67 %3.84 %3.82 %Asset-backed securitiesAmortized cost$— $— $13,535 $22,329 $35,864 Fair value— — 13,592 22,356 35,948 Average yield(a)— %— %1.19 %1.25 %1.23 %Total held-to-maturity securitiesAmortized cost$14,411 $98,909 $96,509 $133,783 $343,612 Fair value14,418 98,661 96,242 135,072 344,393 Average yield(a)0.66 %0.67 %1.44 %2.71 %1.68 %(a)Average yield is computed using the effective yield of each security owned at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and the effect of related hedging derivatives. Taxable-equivalent amounts are used where applicable. The effective yield excludes unscheduled principal prepayments; and accordingly, actual maturities of securities may differ from their contractual or expected maturities as certain securities may be prepaid. However, for certain callable debt securities, the average yield is calculated to the earliest call date.(b)Substantially all of the Firm’s U.S. residential MBS and collateralized mortgage obligations are due in 10 years or more, based on contractual maturity. The estimated weighted-average life, which reflects anticipated future prepayments, is approximately 6 years for agency residential MBS, 4 years for agency residential collateralized mortgage obligations and 3 years for nonagency residential collateralized mortgage obligations. Presentation: [210631011 - Disclosure - Loans] [us-gaap:ReceivablesAbstract] = [none]: [us-gaap:LoansNotesTradeAndOtherReceivablesExcludingAllowanceForCreditLossesTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Receivables [Abstract] Loans | Loans Loan accounting framework The accounting for a loan depends on management’s strategy for the loan. The Firm accounts for loans based on the following categories: •Originated or purchased loans held-for-investment (i.e., “retained”) •Loans held-for-sale •Loans at fair value Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for a detailed discussion of loans, including accounting policies. Refer to Note 3 of this Form 10-Q for further information on the Firm's elections of fair value accounting under the fair value option. Refer to Note 2 of this Form 10-Q for information on loans carried at fair value and classified as trading assets. Loan portfolio The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class. Consumer, excluding credit card Credit card Wholesale(c)(d) • Residential real estate(a) • Auto and other(b) • Credit card loans • Secured by real estate • Commercial and industrial • Other(e) (a)Includes scored mortgage and home equity loans held in CCB and AWM, and scored mortgage loans held in CIB and Corporate. (b)Includes scored auto and business banking loans and overdrafts. (c)Includes loans held in CIB, CB, AWM, Corporate as well as risk-rated loans held in CCB, including business banking and auto dealer loans for which the wholesale methodology is applied when determining the allowance for loan losses. (d)The wholesale portfolio segment's classes align with loan classifications as defined by the bank regulatory agencies, based on the loan's collateral, purpose, and type of borrower. (e)Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. The following tables summarize the Firm’s loan balances by portfolio segment. September 30, 2021 Consumer, excluding credit card Credit card Wholesale Total(a)(b) (in millions) Retained $ 298,308 $ 143,166 $ 532,786 $ 974,260 Held-for-sale 1,407 — 8,320 9,727 At fair value 28,449 — 32,179 60,628 Total $ 328,164 $ 143,166 $ 573,285 $ 1,044,615 December 31, 2020 Consumer, excluding credit card Credit card Wholesale Total(a)(b) (in millions) Retained $ 302,127 $ 143,432 $ 514,947 $ 960,506 Held-for-sale 1,305 784 5,784 7,873 At fair value 15,147 — 29,327 44,474 Total $ 318,579 $ 144,216 $ 550,058 $ 1,012,853 (a)Excludes $2.7 billion and $2.9 billion of accrued interest receivables at September 30, 2021, and December 31, 2020, respectively. The Firm wrote off accrued interest receivables of $10 million and $34 million for the three months ended September 30, 2021 and 2020, respectively, and $30 million and $82 million for the nine months ended September 30, 2021 and 2020, respectively. (b)Loans (other than those for which the fair value option has been elected) are presented net of unamortized discounts and premiums and net deferred loan fees or costs. These amounts were not material as of September 30, 2021, and December 31, 2020. The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. Loans that were reclassified to held-for-sale and sold in a subsequent period are excluded from the sales line of this table. 2021 2020 Three months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 101 (b)(c) $ — $ 245 $ 346 $ 1,780 (b)(c) $ — $ 309 $ 2,089 Sales — — 7,826 7,826 — — 4,578 4,578 Retained loans reclassified to held-for-sale(a) 522 — 397 919 995 787 403 2,185 2021 2020 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 403 (b)(c) $ — $ 772 $ 1,175 $ 3,180 (b)(c) $ — $ 937 $ 4,117 Sales 181 — 22,307 22,488 348 — 13,579 13,927 Retained loans reclassified to held-for-sale(a) 771 — 2,061 2,832 1,822 787 1,154 3,763 (a)Reclassifications of loans to held-for-sale are non-cash transactions. (b)Predominantly includes purchases of residential real estate loans, including the Firm’s voluntary repurchases of certain delinquent loans from loan pools as permitted by Government National Mortgage Association (“Ginnie Mae”) guidelines for the three and nine months ended September 30, 2021 and 2020. The Firm typically elects to repurchase these delinquent loans as it continues to service them and/or manage the foreclosure process in accordance with applicable requirements of Ginnie Mae, FHA, RHS, and/or VA. (c)Excludes purchases of retained loans of $7.3 billion and $3.1 billion for the three months ended September 30, 2021 and 2020, respectively, and $19.3 billion and $10.5 billion for the nine months ended September 30, 2021 and 2020, respectively, which are predominantly sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards. Gains and losses on sales of loans Net gains/(losses) on sales of loans and lending-related commitments (including adjustments to record loans and lending-related commitments held-for-sale at the lower of cost or fair value) recognized in noninterest revenue for the three and nine months ended September 30, 2021 was $31 million and $225 million, respectively, of which $30 million and $211 million, respectively, related to loans. Net gains/(losses) on sales of loans and lending-related commitments for the three and nine months ended September 30, 2020 was $113 million and $(75) million, respectively, of which $24 million and $(76) million, respectively, related to loans. In addition, the sale of loans may also result in write downs, recoveries or changes in the allowance recognized in the provision for credit losses. Loan modifications The Firm has granted various forms of assistance to customers and clients impacted by the COVID-19 pandemic, including payment deferrals and covenant modifications. The majority of the Firm’s COVID-19 related loan modifications have not been considered TDRs because: •they represent short-term or other insignificant modifications, whether under the Firm’s regular loan modification assessments or as permitted by regulatory guidance, or •the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. To the extent that certain modifications do not meet any of the above criteria, the Firm accounts for them as TDRs. As permitted by regulatory guidance, the Firm does not place loans with deferrals granted due to COVID-19 on nonaccrual status where such loans are not otherwise reportable as nonaccrual. The Firm considers expected losses of principal and accrued interest associated with all COVID-19 related loan modifications in its allowance for credit losses. Assistance provided in response to the COVID-19 pandemic could delay the recognition of delinquencies, nonaccrual status, and net charge-offs for those customers who would have otherwise moved into past due or nonaccrual status. Consumer, excluding credit card loan portfolio Consumer loans, excluding credit card loans, consist primarily of scored residential mortgages, home equity loans and lines of credit, auto and business banking loans, with a focus on serving the prime consumer credit market. The portfolio also includes home equity loans secured by junior liens, prime mortgage loans with an interest-only payment period and certain payment-option loans that may result in negative amortization. The following table provides information about retained consumer loans, excluding credit card, by class. (in millions) September 30, 2021 December 31, 2020 Residential real estate $ 221,671 $ 225,302 Auto and other(a) 76,637 76,825 Total retained loans $ 298,308 $ 302,127 (a)At September 30, 2021 and December 31, 2020, included $11.1 billion and $19.2 billion of loans, respectively, in Business Banking under the PPP. Delinquency rates are the primary credit quality indicator for consumer loans. Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for further information on consumer credit quality indicators. Residential real estate The following tables provide information on delinquency, which is the primary credit quality indicator for retained residential real estate loans. (in millions, except ratios) September 30, 2021 Term loans by origination year(d) Revolving loans Total 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Loan delinquency(a)(b) Current $ 50,900 $ 51,577 $ 21,058 $ 8,958 $ 13,231 $ 54,691 $ 6,707 $ 12,595 $ 219,717 30–149 days past due 11 13 17 17 10 479 16 172 735 150 or more days past due — — 7 5 13 927 5 262 1,219 Total retained loans $ 50,911 $ 51,590 $ 21,082 $ 8,980 $ 13,254 $ 56,097 $ 6,728 $ 13,029 $ 221,671 % of 30+ days past due to total retained loans(c) 0.02 % 0.03 % 0.11 % 0.24 % 0.17 % 2.45 % 0.31 % 3.33 % 0.87 % (in millions, except ratios) December 31, 2020 Term loans by origination year(d) Revolving loans Total 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Loan delinquency(a)(b) Current $ 56,576 (e) $ 31,820 $ 13,900 $ 20,410 $ 27,978 $ 49,218 (e) $ 7,902 (e) $ 15,260 (e) $ 223,064 30–149 days past due 9 25 20 22 29 674 21 245 1,045 150 or more days past due 3 14 10 18 18 844 22 264 1,193 Total retained loans $ 56,588 $ 31,859 $ 13,930 $ 20,450 $ 28,025 $ 50,736 $ 7,945 $ 15,769 $ 225,302 % of 30+ days past due to total retained loans(c) 0.02 % 0.12 % 0.22 % 0.20 % 0.17 % 2.91 % (e) 0.54 % (e) 3.23 % (e) 0.98 % (a)Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $41 million and $36 million; 30–149 days past due included $11 million and $16 million; and 150 or more days past due included $20 million and $24 million at September 30, 2021 and December 31, 2020, respectively. (b)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (c)At September 30, 2021 and December 31, 2020, residential real estate loans excluded mortgage loans insured by U.S. government agencies of $31 million and $40 million, respectively, that are 30 or more days past due. These amounts have been excluded based upon the government guarantee. (d)Purchased loans are included in the year in which they were originated. (e)Prior-period amounts have been revised to conform with the current presentation. Approximately 36% of the total revolving loans are senior lien loans; the remaining balance are junior lien loans. The lien position the Firm holds is considered in the Firm’s allowance for credit losses. Revolving loans that have been converted to term loans have higher delinquency rates than those that are still within the revolving period. That is primarily because the fully-amortizing payment that is generally required for those products is higher than the minimum payment options available for revolving loans within the revolving period. Nonaccrual loans and other credit quality indicators The following table provides information on nonaccrual and other credit quality indicators for retained residential real estate loans. (in millions, except weighted-average data) September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c)(d) $ 4,794 $ 5,313 90 or more days past due and government guaranteed(e) 25 33 Current estimated LTV ratios(f)(g)(h) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 12 $ 6 Less than 660 3 12 101% to 125% and refreshed FICO scores: Equal to or greater than 660 31 38 Less than 660 20 44 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,146 2,177 Less than 660 103 239 Less than 80% and refreshed FICO scores: Equal to or greater than 660 205,919 208,238 Less than 660 10,054 11,980 No FICO/LTV available 3,311 2,492 U.S. government-guaranteed 72 76 Total retained loans $ 221,671 $ 225,302 Weighted average LTV ratio(f)(i) 51 % 54 % Weighted average FICO(g)(i) 764 763 Geographic region(j) California $ 70,719 $ 73,444 New York 32,221 32,287 Florida 15,439 13,981 Texas 13,645 13,773 Illinois 11,860 13,130 Colorado 8,496 8,235 Washington 8,071 7,917 New Jersey 6,884 7,227 Massachusetts 6,009 5,784 Connecticut 5,188 5,024 All other(k) 43,139 44,500 Total retained loans $ 221,671 $ 225,302 (a)Includes collateral-dependent residential real estate loans that are charged down to the fair value of the underlying collateral less costs to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status. At September 30, 2021, approximately 7% of Chapter 7 residential real estate loans were 30 days or more past due. (b)Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (c)Interest income on nonaccrual loans recognized on a cash basis was $41 million and $39 million and $127 million and $119 million for the three and nine months ended September 30, 2021 and 2020, respectively. (d)Generally excludes loans under payment deferral programs offered in response to the COVID-19 pandemic. Includes loans to customers that have exited COVID-19 payment related deferral programs and are 90 or more days past due, predominantly all of which were considered collateral-dependent at time of exit. (e)These balances are excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At September 30, 2021 and December 31, 2020, these balances were no longer accruing interest based on the agreed-upon servicing guidelines. There were no loans that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (f)Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (g)Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (h)Prior-period amounts have been revised to conform with the current presentation. (i)Excludes loans with no FICO and/or LTV data available. (j)The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. (k)At September 30, 2021 and December 31, 2020, included mortgage loans insured by U.S. government agencies of $72 million and $76 million, respectively. These amounts have been excluded from the geographic regions presented based upon the government guarantee. Loan modifications Modifications of residential real estate loans where the Firm grants concessions to borrowers who are experiencing financial difficulty are generally accounted for and reported as TDRs. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs nor are loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The carrying value of new TDRs was $116 million and $199 million for the three months ended September 30, 2021 and 2020, respectively, and $674 million and $537 million for the nine months ended September 30, 2021 and 2020, respectively. There were no additional commitments to lend to borrowers whose residential real estate loans have been modified in TDRs. Nature and extent of modifications The Firm’s proprietary modification programs as well as government programs, including U.S. GSE programs, generally provide various concessions to financially troubled borrowers including, but not limited to, interest rate reductions, term or payment extensions and delays of principal and/or interest payments that would otherwise have been required under the terms of the original agreement. The following table provides information about how residential real estate loans were modified in TDRs under the Firm’s loss mitigation programs described above during the periods presented. This table excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Number of loans approved for a trial modification 1,448 1,623 4,014 4,468 Number of loans permanently modified 917 1,615 3,817 5,200 Concession granted:(a) Interest rate reduction 75 % 40 % 74 % 51 % Term or payment extension 64 39 49 53 Principal and/or interest deferred 19 21 24 12 Principal forgiveness 1 1 2 2 Other(b) 24 65 39 65 (a)Represents concessions granted in permanent modifications as a percentage of the number of loans permanently modified. The sum of the percentages exceeds 100% because predominantly all of the modifications include more than one type of concession. Concessions offered on trial modifications are generally consistent with those granted on permanent modifications. (b)Includes variable interest rate to fixed interest rate modifications and payment delays that meet the definition of a TDR. Financial effects of modifications and redefaults The following table provides information about the financial effects of the various concessions granted in modifications of residential real estate loans under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following table presents only the financial effects of permanent modifications and do not include temporary concessions offered through trial modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Weighted-average interest rate of loans with interest rate reductions – before TDR 4.65 % 4.99 % 4.55 % 5.10 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.89 3.34 2.91 3.40 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 23 23 23 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 39 37 39 Charge-offs recognized upon permanent modification $ — $ 1 $ — $ 2 Principal deferred 5 3 23 12 Principal forgiven — 1 1 4 Balance of loans that redefaulted within one year of permanent modification(a) $ 52 $ 65 $ 97 $ 173 (a)Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it will generally be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last twelve months may not be representative of ultimate redefault levels. At September 30, 2021, the weighted-average estimated remaining lives of residential real estate loans permanently modified in TDRs were four years. The estimated remaining lives of these loans reflect estimated prepayments, both voluntary and involuntary (i.e., foreclosures and other forced liquidations). Active and suspended foreclosure At September 30, 2021 and December 31, 2020, the Firm had residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $693 million and $846 million, respectively, that were not included in REO, but were in the process of active or suspended foreclosure. In response to the COVID-19 pandemic, the Firm has temporarily suspended certain foreclosure activities. This could delay recognition of foreclosed properties until the foreclosure moratoriums are lifted. Auto and other The following tables provide information on delinquency, which is the primary credit quality indicator for retained auto and other consumer loans. September 30, 2021 (in millions, except ratios) Term Loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loan delinquency(a) Current $ 35,379 (c) $ 21,917 (c) $ 8,641 $ 4,466 $ 2,343 $ 993 $ 2,246 $ 129 $ 76,114 30–119 days past due 110 193 77 49 30 25 12 8 504 120 or more days past due — 4 — 1 — 1 5 8 19 Total retained loans $ 35,489 $ 22,114 $ 8,718 $ 4,516 $ 2,373 $ 1,019 $ 2,263 $ 145 $ 76,637 % of 30+ days past due to total retained loans(b) 0.31 % 0.32 % 0.88 % 1.11 % 1.26 % 2.55 % 0.75 % 11.03 % 0.68 % December 31, 2020 (in millions, except ratios) Term Loans by origination year Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loan delinquency(a) Current $ 46,169 (d) $ 12,829 $ 7,367 $ 4,521 $ 2,058 $ 742 $ 2,517 $ 158 $ 76,361 30–119 days past due 97 107 77 53 42 23 30 17 446 120 or more days past due — — — 1 — 1 8 8 18 Total retained loans $ 46,266 $ 12,936 $ 7,444 $ 4,575 $ 2,100 $ 766 $ 2,555 $ 183 $ 76,825 % of 30+ days past due to total retained loans 0.21 % 0.83 % 1.03 % 1.18 % 2.00 % 3.13 % 1.49 % 13.66 % 0.60 % (a)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (b)At September 30, 2021, auto and other loans excluded $126 million of PPP loans guaranteed by the SBA that are 30 or more days past due. These amounts have been excluded based upon the SBA guarantee. At December 31, 2020, all PPP loans guaranteed by the SBA were current. (c)At September 30, 2021, included $9.1 billion of loans originated in 2021 and $2.0 billion of loans originated in 2020 in Business Banking under the PPP. PPP loans are guaranteed by the SBA. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (d)At December 31, 2020, included $19.2 billion of loans in Business Banking under the PPP. Nonaccrual and other credit quality indicators The following table provides information on nonaccrual and other credit quality indicators for retained auto and other consumer loans. (in millions, except ratios) Total Auto and other September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c) 117 151 Geographic region(d) California $ 12,137 $ 12,302 Texas 8,333 8,235 New York 7,511 8,824 Florida 5,125 4,668 Illinois 3,333 3,768 New Jersey 2,580 2,646 Arizona 2,103 2,465 Pennsylvania 2,076 1,924 Ohio 2,029 2,163 Louisiana 1,870 1,808 All other 29,540 28,022 Total retained loans $ 76,637 $ 76,825 (a)There were no loans that were 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (b)Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (c)Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended months ended September 30, 2021 and 2020. (d)The geographic regions presented in this table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. Loan modifications Certain auto and other loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs. The impact of these modifications, as well as new TDRs, were not material to the Firm for the three and nine months ended September 30, 2021 and 2020. Additional commitments to lend to borrowers whose loans have been modified in TDRs as of September 30, 2021 and December 31, 2020 were not material. Credit card loan portfolio The credit card portfolio segment includes credit card loans originated and purchased by the Firm. Delinquency rates are the primary credit quality indicator for credit card loans. Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for further information on the credit card loan portfolio, including credit quality indicators. The following tables provide information on delinquency, which is the primary credit quality indicator for retained credit card loans. (in millions, except ratios) September 30, 2021 Within the revolving period Converted to term loans(b) Total Loan delinquency(a) Current and less than 30 days past due and still accruing $ 140,730 $ 1,001 $ 141,731 30–89 days past due and still accruing 679 57 736 90 or more days past due and still accruing 674 25 699 Total retained loans $ 142,083 $ 1,083 $ 143,166 Loan delinquency ratios % of 30+ days past due to total retained loans 0.95 % 7.57 % 1.00 % % of 90+ days past due to total retained loans 0.47 2.31 0.49 (in millions, except ratios) December 31, 2020 Within the revolving period Converted to term loans(b) Total Loan delinquency(a) Current and less than 30 days past due and still accruing $ 139,783 $ 1,239 $ 141,022 30–89 days past due and still accruing 997 94 1,091 90 or more days past due and still accruing 1,277 42 1,319 Total retained loans $ 142,057 $ 1,375 $ 143,432 Loan delinquency ratios % of 30+ days past due to total retained loans 1.60 % 9.89 % 1.68 % % of 90+ days past due to total retained loans 0.90 3.05 0.92 (a)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (b)Represents TDRs. Other credit quality indicators The following table provides information on other credit quality indicators for retained credit card loans. (in millions, except ratios) September 30, 2021 December 31, 2020 Geographic region(a) California $ 21,211 $ 20,921 Texas 14,752 14,544 New York 11,924 11,919 Florida 9,514 9,562 Illinois 8,004 8,006 New Jersey 5,967 5,927 Ohio 4,566 4,673 Pennsylvania 4,332 4,476 Colorado 4,322 4,092 Michigan 3,513 3,553 All other 55,061 55,759 Total retained loans $ 143,166 $ 143,432 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 88.2 % 85.9 % Less than 660 11.6 13.9 No FICO available 0.2 0.2 (a)The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. Loan modifications The Firm may offer one of a number of loan modification programs granting concessions to credit card borrowers who are experiencing financial difficulty. The Firm grants concessions for most of the credit card loans under long-term programs. These modifications involve placing the customer on a fixed payment plan, generally for 60 months, and typically include reducing the interest rate on the credit card. Substantially all modifications under the Firm’s long-term programs are considered to be TDRs. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs. If the cardholder does not comply with the modified payment terms, then the credit card loan continues to age and will ultimately be charged-off in accordance with the Firm’s standard charge-off policy. In most cases, the Firm does not reinstate the borrower’s line of credit. Financial effects of modifications and redefaults The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented. For all periods disclosed, new enrollments were less than 1% of total retained credit card loans. (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Balance of new TDRs(a) $ 82 $ 220 $ 315 $ 648 Weighted-average interest rate of loans – before TDR 17.75 % 17.65 % 17.79 % 18.21 % Weighted-average interest rate of loans – after TDR 5.15 4.80 5.19 4.55 Balance of loans that redefaulted within one year of modification(b) $ 13 $ 22 $ 45 $ 83 (a)Represents the outstanding balance prior to modification. (b)Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted. For credit card loans modified in TDRs, payment default is deemed to have occurred when the borrower misses two consecutive contractual payments. Defaulted modified credit card loans remain in the modification program and continue to be charged off in accordance with the Firm’s standard charge-off policy. Wholesale loan portfolio Wholesale loans include loans made to a variety of clients, ranging from large corporate and institutional clients, to small businesses and high-net-worth individuals. The primary credit quality indicator for wholesale loans is the internal risk rating assigned to each loan. Refer to Note 12 of JPMorgan Chase’s 2020 Form 10-K for further information on these risk ratings. The following tables provide information on internal risk rating, which is the primary credit quality indicator for retained wholesale loans. Secured by real estate Commercial and industrial Other(a) Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by risk ratings Investment-grade $ 90,209 $ 90,147 $ 68,112 $ 71,917 $ 230,185 $ 217,209 $ 388,506 $ 379,273 Noninvestment-grade: Noncriticized 23,661 26,129 56,658 57,870 49,097 33,053 129,416 117,052 Criticized performing 3,922 3,234 7,712 10,991 1,146 1,079 12,780 15,304 Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total noninvestment- grade 27,958 29,846 65,364 70,792 50,958 35,036 144,280 135,674 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 % of investment-grade to total retained loans 76.34 % 75.13 % 51.03 % 50.39 % 81.87 % 86.11 % 72.92 % 73.65 % % of total criticized to total retained loans 3.64 3.10 6.52 9.05 0.66 0.79 2.79 3.62 % of criticized nonaccrual to total retained loans 0.32 0.40 0.74 1.35 0.25 0.36 0.39 0.64 (a)Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. Secured by real estate (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 15,893 $ 16,153 $ 18,216 $ 9,486 $ 8,240 $ 21,072 $ 1,141 $ 8 $ 90,209 Noninvestment-grade 3,661 4,460 5,052 4,344 3,311 6,606 522 2 27,958 Total retained loans $ 19,554 $ 20,613 $ 23,268 $ 13,830 $ 11,551 $ 27,678 $ 1,663 $ 10 $ 118,167 Secured by real estate (in millions) December 31, 2020 Term loans by origination year (a) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 17,004 $ 19,870 $ 12,448 $ 11,218 $ 13,611 $ 14,898 $ 1,098 $ — $ 90,147 Noninvestment-grade 4,998 6,027 5,886 4,184 3,738 4,523 489 1 29,846 Total retained loans $ 22,002 $ 25,897 $ 18,334 $ 15,402 $ 17,349 $ 19,421 $ 1,587 $ 1 $ 119,993 (a)Prior-period amounts have been revised to conform with the current presentation. Commercial and industrial (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 16,741 $ 7,060 $ 4,243 $ 1,496 $ 1,288 $ 1,104 $ 36,179 $ 1 $ 68,112 (a) Noninvestment-grade 13,286 8,498 5,493 2,733 1,141 784 33,353 76 65,364 Total retained loans $ 30,027 $ 15,558 $ 9,736 $ 4,229 $ 2,429 $ 1,888 $ 69,532 $ 77 $ 133,476 Commercial and industrial (in millions) December 31, 2020 Term loans by origination year (b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 21,233 $ 7,341 $ 2,950 $ 1,756 $ 1,034 $ 1,178 $ 36,424 $ 1 $ 71,917 (c) Noninvestment-grade 15,488 9,189 5,470 2,323 611 786 36,852 73 70,792 Total retained loans $ 36,721 $ 16,530 $ 8,420 $ 4,079 $ 1,645 $ 1,964 $ 73,276 $ 74 $ 142,709 (a)At September 30, 2021, $2.0 billion of the $2.2 billion total PPP loans in the wholesale portfolio were commercial and industrial. Of the $2.0 billion, $1.3 billion were originated in 2021 and $639 million were originated in 2020. PPP loans are guaranteed by the SBA and considered investment-grade. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (b)Prior-period amounts have been revised to conform with the current presentation. (c)At December 31, 2020, $7.4 billion of the $8.0 billion total PPP loans in the wholesale portfolio were commercial and industrial. Other(a) (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 22,301 $ 20,154 $ 7,079 $ 3,229 $ 4,185 $ 8,930 $ 163,875 $ 432 $ 230,185 Noninvestment-grade 12,011 3,112 1,488 1,425 312 1,574 31,007 29 50,958 Total retained loans $ 34,312 $ 23,266 $ 8,567 $ 4,654 $ 4,497 $ 10,504 $ 194,882 $ 461 $ 281,143 Other(a) (in millions) December 31, 2020 Term loans by origination year(b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 33,190 $ 11,116 $ 7,455 $ 6,804 $ 4,089 $ 8,252 $ 145,524 $ 779 $ 217,209 Noninvestment-grade 5,048 2,231 1,660 553 175 535 24,710 124 35,036 Total retained loans $ 38,238 $ 13,347 $ 9,115 $ 7,357 $ 4,264 $ 8,787 $ 170,234 $ 903 $ 252,245 (a)Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. (b)Prior-period amounts have been revised to conform with the current presentation. The following table presents additional information on retained loans secured by real estate, which consists of loans secured wholly or substantially by a lien or liens on real property at origination. (in millions, except ratios) Multifamily Other commercial Total retained loans secured by real estate Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Retained loans secured by real estate $ 72,903 $ 73,078 $ 45,264 $ 46,915 $ 118,167 $ 119,993 Criticized 1,710 1,144 2,587 2,573 4,297 3,717 % of total criticized to total retained loans secured by real estate 2.35 % 1.57 % 5.72 % 5.48 % 3.64 % 3.10 % Criticized nonaccrual $ 84 $ 56 $ 291 $ 427 $ 375 $ 483 % of criticized nonaccrual loans to total retained loans secured by real estate 0.12 % 0.08 % 0.64 % 0.91 % 0.32 % 0.40 % Geographic distribution and delinquency The following table provides information on the geographic distribution and delinquency for retained wholesale loans. Secured by real estate Commercial and industrial Other Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by geographic distribution(a) Total U.S. $ 115,155 $ 116,990 $ 95,657 $ 109,273 $ 203,631 $ 180,583 $ 414,443 $ 406,846 Total non-U.S. 3,012 3,003 37,819 33,436 77,512 71,662 118,343 108,101 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 Loan delinquency(b) Current and less than 30 days past due and still accruing $ 117,563 $ 118,894 $ 131,863 $ 140,100 $ 278,607 $ 249,713 $ 528,033 $ 508,707 30–89 days past due and still accruing 150 601 546 658 1,789 1,606 2,485 2,865 90 or more days past due and still accruing(c) 79 15 73 20 32 22 184 57 Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 (a)The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower. (b)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. (c)Represents loans that are considered well-collateralized and therefore still accruing interest. The following tables provide information about net charge-offs on retained wholesale loans. Wholesale net charge-offs/(recoveries) Secured by real estate Commercial and industrial Other Total retained loans Three months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 9 $ (3) $ 23 $ 95 $ 5 $ — $ 37 $ 92 Secured by real estate Commercial and industrial Other Total retained loans Nine months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 10 $ 9 $ 75 $ 531 $ 15 $ 13 $ 100 $ 553 Nonaccrual loans The following table provides information on retained wholesale nonaccrual loans. (in millions) Secured by real estate Commercial and industrial Other Total retained loans Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Nonaccrual loans(a) With an allowance $ 309 $ 351 $ 722 $ 1,667 $ 520 $ 800 $ 1,551 $ 2,818 Without an allowance(b) 66 132 272 264 195 104 533 500 Total nonaccrual loans(c) $ 375 $ 483 $ 994 $ 1,931 $ 715 $ 904 $ 2,084 $ 3,318 (a)Loans that were modified in response to the COVID-19 pandemic continue to be risk-rated in accordance with the Firm’s overall credit risk management framework. As of September 30, 2021, substantially all of these loans were considered performing. (b)When the discounted cash flows or collateral value equals or exceeds the amortized cost of the loan, the loan does not require an allowance. This typically occurs when the loans have been partially charged off and/or there have been interest payments received and applied to the loan balance. (c)Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended September 30, 2021 and 2020. Loan modifications Certain loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs nor are loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The carrying value of TDRs was $928 million and $954 million as of September 30, 2021, and December 31, 2020, respectively. The carrying value of new TDRs was $180 million and $188 million for the three months ended September 30, 2021 and 2020, respectively, and $832 million and $352 million for the nine months ended September 30, 2021 and 2020, respectively. New TDRs for the three and nine months ended September 30, 2021 reflected deferral of principal and interest payments, extending maturity dates and the receipt of assets in partial satisfaction of the loan predominantly in Other and Commercial and Industrial loan classes. The impact of these modifications resulting in new TDRs was not material to the Firm for the three and nine months ended September 30, 2021 and 2020. Loan accounting framework Loan accounting framework The accounting for a loan depends on management’s strategy for the loan. The Firm accounts for loans based on the following categories: The accounting for a loan depends on management’s strategy for the loan. The Firm accounts for loans based on the following categories: •Originated or purchased loans held-for-investment (i.e., “retained”) • Originated or purchased loans held-for-investment (i.e., “retained”) •Loans held-for-sale • Loans held-for-sale •Loans at fair value • Loans at fair value Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for a detailed discussion of loans, including accounting policies. Refer to Note 3 of this Form 10-Q for further information on the Firm's elections of fair value accounting under the fair value option. Refer to Note 2 of this Form 10-Q for information on loans carried at fair value and classified as trading assets. Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for a detailed discussion of loans, including accounting policies. Refer to Note 3 of this Form 10-Q for further information on the Firm's elections of fair value accounting under the fair value option. Refer to Note 2 of this Form 10-Q for information on loans carried at fair value and classified as trading assets. Loan portfolio Loan portfolio The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class. The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class. Consumer, excluding credit card Credit card Wholesale(c)(d) • Residential real estate(a) • Auto and other(b) • Credit card loans • Secured by real estate • Commercial and industrial • Other(e) Consumer, excluding credit card Credit card Wholesale(c)(d) Wholesale (c)(d) • Residential real estate(a) • Residential real estate (a) • Auto and other(b) • Auto and other (b) • Credit card loans • Secured by real estate • Secured by real estate • Commercial and industrial • Commercial and industrial • Other(e) • Other (e) (a)Includes scored mortgage and home equity loans held in CCB and AWM, and scored mortgage loans held in CIB and Corporate. (a) Includes scored mortgage and home equity loans held in CCB and AWM, and scored mortgage loans held in CIB and Corporate. (b)Includes scored auto and business banking loans and overdrafts. (b) Includes scored auto and business banking loans and overdrafts. (c)Includes loans held in CIB, CB, AWM, Corporate as well as risk-rated loans held in CCB, including business banking and auto dealer loans for which the wholesale methodology is applied when determining the allowance for loan losses. (c) Includes loans held in CIB, CB, AWM, Corporate as well as risk-rated loans held in CCB, including business banking and auto dealer loans for which the wholesale methodology is applied when determining the allowance for loan losses. (d)The wholesale portfolio segment's classes align with loan classifications as defined by the bank regulatory agencies, based on the loan's collateral, purpose, and type of borrower. (d) The wholesale portfolio segment's classes align with loan classifications as defined by the bank regulatory agencies, based on the loan's collateral, purpose, and type of borrower. (e)Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. (e) Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. The following tables summarize the Firm’s loan balances by portfolio segment. The following tables summarize the Firm’s loan balances by portfolio segment. September 30, 2021 Consumer, excluding credit card Credit card Wholesale Total(a)(b) (in millions) Retained $ 298,308 $ 143,166 $ 532,786 $ 974,260 Held-for-sale 1,407 — 8,320 9,727 At fair value 28,449 — 32,179 60,628 Total $ 328,164 $ 143,166 $ 573,285 $ 1,044,615 December 31, 2020 Consumer, excluding credit card Credit card Wholesale Total(a)(b) (in millions) Retained $ 302,127 $ 143,432 $ 514,947 $ 960,506 Held-for-sale 1,305 784 5,784 7,873 At fair value 15,147 — 29,327 44,474 Total $ 318,579 $ 144,216 $ 550,058 $ 1,012,853 September 30, 2021 Consumer, excluding credit card Credit card Wholesale Total(a)(b) Total (a)(b) (in millions) Retained $ 298,308 $ 143,166 $ 532,786 $ 974,260 Held-for-sale 1,407 — 8,320 9,727 At fair value 28,449 — 32,179 60,628 Total $ 328,164 $ 143,166 $ 573,285 $ 1,044,615 December 31, 2020 Consumer, excluding credit card Credit card Wholesale Total(a)(b) Total (a)(b) (in millions) Retained $ 302,127 $ 143,432 $ 514,947 $ 960,506 Held-for-sale 1,305 784 5,784 7,873 At fair value 15,147 — 29,327 44,474 Total $ 318,579 $ 144,216 $ 550,058 $ 1,012,853 (a)Excludes $2.7 billion and $2.9 billion of accrued interest receivables at September 30, 2021, and December 31, 2020, respectively. The Firm wrote off accrued interest receivables of $10 million and $34 million for the three months ended September 30, 2021 and 2020, respectively, and $30 million and $82 million for the nine months ended September 30, 2021 and 2020, respectively. (a) Excludes $2.7 billion and $2.9 billion of accrued interest receivables at September 30, 2021, and December 31, 2020, respectively. The Firm wrote off accrued interest receivables of $10 million and $34 million for the three months ended September 30, 2021 and 2020, respectively, and $30 million and $82 million for the nine months ended September 30, 2021 and 2020, respectively. (b)Loans (other than those for which the fair value option has been elected) are presented net of unamortized discounts and premiums and net deferred loan fees or costs. These amounts were not material as of September 30, 2021, and December 31, 2020. (b) Loans (other than those for which the fair value option has been elected) are presented net of unamortized discounts and premiums and net deferred loan fees or costs. These amounts were not material as of September 30, 2021, and December 31, 2020. The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. Loans that were reclassified to held-for-sale and sold in a subsequent period are excluded from the sales line of this table. The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. Loans that were reclassified to held-for-sale and sold in a subsequent period are excluded from the sales line of this table. 2021 2020 Three months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 101 (b)(c) $ — $ 245 $ 346 $ 1,780 (b)(c) $ — $ 309 $ 2,089 Sales — — 7,826 7,826 — — 4,578 4,578 Retained loans reclassified to held-for-sale(a) 522 — 397 919 995 787 403 2,185 2021 2020 Three months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 101 (b)(c) (b)(c) $ — $ 245 $ 346 $ 1,780 (b)(c) (b)(c) $ — $ 309 $ 2,089 Sales — — 7,826 7,826 — — 4,578 4,578 Retained loans reclassified to held-for-sale(a) Retained loans reclassified to held-for-sale (a) 522 — 397 919 995 787 403 2,185 2021 2020 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 403 (b)(c) $ — $ 772 $ 1,175 $ 3,180 (b)(c) $ — $ 937 $ 4,117 Sales 181 — 22,307 22,488 348 — 13,579 13,927 Retained loans reclassified to held-for-sale(a) 771 — 2,061 2,832 1,822 787 1,154 3,763 2021 2020 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 403 (b)(c) (b)(c) $ — $ 772 $ 1,175 $ 3,180 (b)(c) (b)(c) $ — $ 937 $ 4,117 Sales 181 — 22,307 22,488 348 — 13,579 13,927 Retained loans reclassified to held-for-sale(a) Retained loans reclassified to held-for-sale (a) 771 — 2,061 2,832 1,822 787 1,154 3,763 (a)Reclassifications of loans to held-for-sale are non-cash transactions. (a) Reclassifications of loans to held-for-sale are non-cash transactions. (b)Predominantly includes purchases of residential real estate loans, including the Firm’s voluntary repurchases of certain delinquent loans from loan pools as permitted by Government National Mortgage Association (“Ginnie Mae”) guidelines for the three and nine months ended September 30, 2021 and 2020. The Firm typically elects to repurchase these delinquent loans as it continues to service them and/or manage the foreclosure process in accordance with applicable requirements of Ginnie Mae, FHA, RHS, and/or VA. (b) Predominantly includes purchases of residential real estate loans, including the Firm’s voluntary repurchases of certain delinquent loans from loan pools as permitted by Government National Mortgage Association (“Ginnie Mae”) guidelines for the three and nine months ended September 30, 2021 and 2020. The Firm typically elects to repurchase these delinquent loans as it continues to service them and/or manage the foreclosure process in accordance with applicable requirements of Ginnie Mae, FHA, RHS, and/or VA. (c)Excludes purchases of retained loans of $7.3 billion and $3.1 billion for the three months ended September 30, 2021 and 2020, respectively, and $19.3 billion and $10.5 billion for the nine months ended September 30, 2021 and 2020, respectively, which are predominantly sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards. (c) Excludes purchases of retained loans of $7.3 billion and $3.1 billion for the three months ended September 30, 2021 and 2020, respectively, and $19.3 billion and $10.5 billion for the nine months ended September 30, 2021 and 2020, respectively, which are predominantly sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards. Gains and losses on sales of loans Net gains/(losses) on sales of loans and lending-related commitments (including adjustments to record loans and lending-related commitments held-for-sale at the lower of cost or fair value) recognized in noninterest revenue for the three and nine months ended September 30, 2021 was $31 million and $225 million, respectively, of which $30 million and $211 million, respectively, related to loans. Net gains/(losses) on sales of loans and lending-related commitments for the three and nine months ended September 30, 2020 was $113 million and $(75) million, respectively, of which $24 million and $(76) million, respectively, related to loans. In addition, the sale of loans may also result in write downs, recoveries or changes in the allowance recognized in the provision for credit losses. Loan modifications The Firm has granted various forms of assistance to customers and clients impacted by the COVID-19 pandemic, including payment deferrals and covenant modifications. The majority of the Firm’s COVID-19 related loan modifications have not been considered TDRs because: •they represent short-term or other insignificant modifications, whether under the Firm’s regular loan modification assessments or as permitted by regulatory guidance, or •the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. To the extent that certain modifications do not meet any of the above criteria, the Firm accounts for them as TDRs. As permitted by regulatory guidance, the Firm does not place loans with deferrals granted due to COVID-19 on nonaccrual status where such loans are not otherwise reportable as nonaccrual. The Firm considers expected losses of principal and accrued interest associated with all COVID-19 related loan modifications in its allowance for credit losses. Assistance provided in response to the COVID-19 pandemic could delay the recognition of delinquencies, nonaccrual status, and net charge-offs for those customers who would have otherwise moved into past due or nonaccrual status. Gains and losses on sales of loans Net gains/(losses) on sales of loans and lending-related commitments (including adjustments to record loans and lending-related commitments held-for-sale at the lower of cost or fair value) recognized in noninterest revenue for the three and nine months ended September 30, 2021 was $31 million and $225 million, respectively, of which $30 million and $211 million, respectively, related to loans. Net gains/(losses) on sales of loans and lending-related commitments for the three and nine months ended September 30, 2020 was $113 million and $(75) million, respectively, of which $24 million and $(76) million, respectively, related to loans. In addition, the sale of loans may also result in write downs, recoveries or changes in the allowance recognized in the provision for credit losses. Gains and losses on sales of loans Gains and losses on sales of loans Net gains/(losses) on sales of loans and lending-related commitments (including adjustments to record loans and lending-related commitments held-for-sale at the lower of cost or fair value) recognized in noninterest revenue for the three and nine months ended September 30, 2021 was $31 million and $225 million, respectively, of which $30 million and $211 million, respectively, related to loans. Net gains/(losses) on sales of loans and lending-related commitments for the three and nine months ended September 30, 2020 was $113 million and $(75) million, respectively, of which $24 million and $(76) million, respectively, related to loans. In addition, the sale of loans may also result in write downs, recoveries or changes in the allowance recognized in the provision for credit losses. Net gains/(losses) on sales of loans and lending-related commitments (including adjustments to record loans and lending-related commitments held-for-sale at the lower of cost or fair value) recognized in noninterest revenue for the three and nine months ended September 30, 2021 was $31 million and $225 million, respectively, of which $30 million and $211 million, respectively, related to loans. Net gains/(losses) on sales of loans and lending-related commitments for the three and nine months ended September 30, 2020 was $113 million and $(75) million, respectively, of which $24 million and $(76) million, respectively, related to loans. In addition, the sale of loans may also result in write downs, recoveries or changes in the allowance recognized in the provision for credit losses. Loan modifications The Firm has granted various forms of assistance to customers and clients impacted by the COVID-19 pandemic, including payment deferrals and covenant modifications. The majority of the Firm’s COVID-19 related loan modifications have not been considered TDRs because: •they represent short-term or other insignificant modifications, whether under the Firm’s regular loan modification assessments or as permitted by regulatory guidance, or •the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. To the extent that certain modifications do not meet any of the above criteria, the Firm accounts for them as TDRs. As permitted by regulatory guidance, the Firm does not place loans with deferrals granted due to COVID-19 on nonaccrual status where such loans are not otherwise reportable as nonaccrual. The Firm considers expected losses of principal and accrued interest associated with all COVID-19 related loan modifications in its allowance for credit losses. Assistance provided in response to the COVID-19 pandemic could delay the recognition of delinquencies, nonaccrual status, and net charge-offs for those customers who would have otherwise moved into past due or nonaccrual status. Loan modifications Loan modifications The Firm has granted various forms of assistance to customers and clients impacted by the COVID-19 pandemic, including payment deferrals and covenant modifications. The majority of the Firm’s COVID-19 related loan modifications have not been considered TDRs because: The Firm has granted various forms of assistance to customers and clients impacted by the COVID-19 pandemic, including payment deferrals and covenant modifications. The majority of the Firm’s COVID-19 related loan modifications have not been considered TDRs because: •they represent short-term or other insignificant modifications, whether under the Firm’s regular loan modification assessments or as permitted by regulatory guidance, or • they represent short-term or other insignificant modifications, whether under the Firm’s regular loan modification assessments or as permitted by regulatory guidance, or •the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. • the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. To the extent that certain modifications do not meet any of the above criteria, the Firm accounts for them as TDRs. To the extent that certain modifications do not meet any of the above criteria, the Firm accounts for them as TDRs. As permitted by regulatory guidance, the Firm does not place loans with deferrals granted due to COVID-19 on nonaccrual status where such loans are not otherwise reportable as nonaccrual. The Firm considers expected losses of principal and accrued interest associated with all COVID-19 related loan modifications in its allowance for credit losses. As permitted by regulatory guidance, the Firm does not place loans with deferrals granted due to COVID-19 on nonaccrual status where such loans are not otherwise reportable as nonaccrual. The Firm considers expected losses of principal and accrued interest associated with all COVID-19 related loan modifications in its allowance for credit losses. Assistance provided in response to the COVID-19 pandemic could delay the recognition of delinquencies, nonaccrual status, and net charge-offs for those customers who would have otherwise moved into past due or nonaccrual status. Assistance provided in response to the COVID-19 pandemic could delay the recognition of delinquencies, nonaccrual status, and net charge-offs for those customers who would have otherwise moved into past due or nonaccrual status. Consumer, excluding credit card loan portfolio Consumer, excluding credit card loan portfolio Consumer loans, excluding credit card loans, consist primarily of scored residential mortgages, home equity loans and lines of credit, auto and business banking loans, with a focus on serving the prime consumer credit market. The portfolio also includes home equity loans secured by junior liens, prime mortgage loans with an interest-only payment period and certain payment-option loans that may result in negative amortization. The following table provides information about retained consumer loans, excluding credit card, by class. (in millions) September 30, 2021 December 31, 2020 Residential real estate $ 221,671 $ 225,302 Auto and other(a) 76,637 76,825 Total retained loans $ 298,308 $ 302,127 (a)At September 30, 2021 and December 31, 2020, included $11.1 billion and $19.2 billion of loans, respectively, in Business Banking under the PPP. Delinquency rates are the primary credit quality indicator for consumer loans. Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for further information on consumer credit quality indicators. Consumer loans, excluding credit card loans, consist primarily of scored residential mortgages, home equity loans and lines of credit, auto and business banking loans, with a focus on serving the prime consumer credit market. The portfolio also includes home equity loans secured by junior liens, prime mortgage loans with an interest-only payment period and certain payment-option loans that may result in negative amortization. The following table provides information about retained consumer loans, excluding credit card, by class. (in millions) September 30, 2021 December 31, 2020 Residential real estate $ 221,671 $ 225,302 Auto and other(a) 76,637 76,825 Total retained loans $ 298,308 $ 302,127 (a)At September 30, 2021 and December 31, 2020, included $11.1 billion and $19.2 billion of loans, respectively, in Business Banking under the PPP. Delinquency rates are the primary credit quality indicator for consumer loans. Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for further information on consumer credit quality indicators. Consumer loans, excluding credit card loans, consist primarily of scored residential mortgages, home equity loans and lines of credit, auto and business banking loans, with a focus on serving the prime consumer credit market. The portfolio also includes home equity loans secured by junior liens, prime mortgage loans with an interest-only payment period and certain payment-option loans that may result in negative amortization. Consumer loans, excluding credit card loans, consist primarily of scored residential mortgages, home equity loans and lines of credit, auto and business banking loans, with a focus on serving the prime consumer credit market. The portfolio also includes home equity loans secured by junior liens, prime mortgage loans with an interest-only payment period and certain payment-option loans that may result in negative amortization. The following table provides information about retained consumer loans, excluding credit card, by class. The following table provides information about retained consumer loans, excluding credit card, by class. (in millions) September 30, 2021 December 31, 2020 Residential real estate $ 221,671 $ 225,302 Auto and other(a) 76,637 76,825 Total retained loans $ 298,308 $ 302,127 (in millions) September 30, 2021 December 31, 2020 Residential real estate $ 221,671 $ 225,302 Auto and other(a) Auto and other (a) 76,637 76,825 Total retained loans $ 298,308 $ 302,127 (a)At September 30, 2021 and December 31, 2020, included $11.1 billion and $19.2 billion of loans, respectively, in Business Banking under the PPP. (a) At September 30, 2021 and December 31, 2020, included $11.1 billion and $19.2 billion of loans, respectively, in Business Banking under the PPP. Delinquency rates are the primary credit quality indicator for consumer loans. Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for further information on consumer credit quality indicators. Delinquency rates are the primary credit quality indicator for consumer loans. Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for further information on consumer credit quality indicators. Residential real estate Residential real estate The following tables provide information on delinquency, which is the primary credit quality indicator for retained residential real estate loans. The following tables provide information on delinquency, which is the primary credit quality indicator for retained residential real estate loans. (in millions, except ratios) September 30, 2021 Term loans by origination year(d) Revolving loans Total 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Loan delinquency(a)(b) Current $ 50,900 $ 51,577 $ 21,058 $ 8,958 $ 13,231 $ 54,691 $ 6,707 $ 12,595 $ 219,717 30–149 days past due 11 13 17 17 10 479 16 172 735 150 or more days past due — — 7 5 13 927 5 262 1,219 Total retained loans $ 50,911 $ 51,590 $ 21,082 $ 8,980 $ 13,254 $ 56,097 $ 6,728 $ 13,029 $ 221,671 % of 30+ days past due to total retained loans(c) 0.02 % 0.03 % 0.11 % 0.24 % 0.17 % 2.45 % 0.31 % 3.33 % 0.87 % (in millions, except ratios) September 30, 2021 Term loans by origination year(d) Term loans by origination year (d) Revolving loans Total 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Loan delinquency(a)(b) Loan delinquency (a)(b) Current $ 50,900 $ 51,577 $ 21,058 $ 8,958 $ 13,231 $ 54,691 $ 6,707 $ 12,595 $ 219,717 30–149 days past due 30–149 days past due 11 13 17 17 10 479 16 172 735 150 or more days past due 150 or more days past due — — 7 5 13 927 5 262 1,219 Total retained loans Total retained loans $ 50,911 $ 51,590 $ 21,082 $ 8,980 $ 13,254 $ 56,097 $ 6,728 $ 13,029 $ 221,671 % of 30+ days past due to total retained loans(c) % of 30+ days past due to total retained loans (c) 0.02 % 0.03 % 0.11 % 0.24 % 0.17 % 2.45 % 0.31 % 3.33 % 0.87 % (in millions, except ratios) December 31, 2020 Term loans by origination year(d) Revolving loans Total 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Loan delinquency(a)(b) Current $ 56,576 (e) $ 31,820 $ 13,900 $ 20,410 $ 27,978 $ 49,218 (e) $ 7,902 (e) $ 15,260 (e) $ 223,064 30–149 days past due 9 25 20 22 29 674 21 245 1,045 150 or more days past due 3 14 10 18 18 844 22 264 1,193 Total retained loans $ 56,588 $ 31,859 $ 13,930 $ 20,450 $ 28,025 $ 50,736 $ 7,945 $ 15,769 $ 225,302 % of 30+ days past due to total retained loans(c) 0.02 % 0.12 % 0.22 % 0.20 % 0.17 % 2.91 % (e) 0.54 % (e) 3.23 % (e) 0.98 % (in millions, except ratios) December 31, 2020 Term loans by origination year(d) Term loans by origination year (d) Revolving loans Total 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Loan delinquency(a)(b) Loan delinquency (a)(b) Current $ 56,576 (e) (e) $ 31,820 $ 13,900 $ 20,410 $ 27,978 $ 49,218 (e) (e) $ 7,902 (e) (e) $ 15,260 (e) (e) $ 223,064 30–149 days past due 30–149 days past due 9 25 20 22 29 674 21 245 1,045 150 or more days past due 150 or more days past due 3 14 10 18 18 844 22 264 1,193 Total retained loans Total retained loans $ 56,588 $ 31,859 $ 13,930 $ 20,450 $ 28,025 $ 50,736 $ 7,945 $ 15,769 $ 225,302 % of 30+ days past due to total retained loans(c) % of 30+ days past due to total retained loans (c) 0.02 % 0.12 % 0.22 % 0.20 % 0.17 % 2.91 % (e) (e) 0.54 % (e) (e) 3.23 % (e) (e) 0.98 % (a)Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $41 million and $36 million; 30–149 days past due included $11 million and $16 million; and 150 or more days past due included $20 million and $24 million at September 30, 2021 and December 31, 2020, respectively. (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $41 million and $36 million; 30–149 days past due included $11 million and $16 million; and 150 or more days past due included $20 million and $24 million at September 30, 2021 and December 31, 2020, respectively. (b)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (b) At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (c)At September 30, 2021 and December 31, 2020, residential real estate loans excluded mortgage loans insured by U.S. government agencies of $31 million and $40 million, respectively, that are 30 or more days past due. These amounts have been excluded based upon the government guarantee. (c) At September 30, 2021 and December 31, 2020, residential real estate loans excluded mortgage loans insured by U.S. government agencies of $31 million and $40 million, respectively, that are 30 or more days past due. These amounts have been excluded based upon the government guarantee. (d)Purchased loans are included in the year in which they were originated. (d) Purchased loans are included in the year in which they were originated. (e)Prior-period amounts have been revised to conform with the current presentation. (e) Prior-period amounts have been revised to conform with the current presentation. Approximately 36% of the total revolving loans are senior lien loans; the remaining balance are junior lien loans. The lien position the Firm holds is considered in the Firm’s allowance for credit losses. Revolving loans that have been converted to term loans have higher delinquency rates than those that are still within the revolving period. That is primarily because the fully-amortizing payment that is generally required for those products is higher than the minimum payment options available for revolving loans within the revolving period. Approximately 36% of the total revolving loans are senior lien loans; the remaining balance are junior lien loans. The lien position the Firm holds is considered in the Firm’s allowance for credit losses. Revolving loans that have been converted to term loans have higher delinquency rates than those that are still within the revolving period. That is primarily because the fully-amortizing payment that is generally required for those products is higher than the minimum payment options available for revolving loans within the revolving period. Nonaccrual loans and other credit quality indicators Nonaccrual loans and other credit quality indicators The following table provides information on nonaccrual and other credit quality indicators for retained residential real estate loans. The following table provides information on nonaccrual and other credit quality indicators for retained residential real estate loans. (in millions, except weighted-average data) September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c)(d) $ 4,794 $ 5,313 90 or more days past due and government guaranteed(e) 25 33 Current estimated LTV ratios(f)(g)(h) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 12 $ 6 Less than 660 3 12 101% to 125% and refreshed FICO scores: Equal to or greater than 660 31 38 Less than 660 20 44 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,146 2,177 Less than 660 103 239 Less than 80% and refreshed FICO scores: Equal to or greater than 660 205,919 208,238 Less than 660 10,054 11,980 No FICO/LTV available 3,311 2,492 U.S. government-guaranteed 72 76 Total retained loans $ 221,671 $ 225,302 Weighted average LTV ratio(f)(i) 51 % 54 % Weighted average FICO(g)(i) 764 763 Geographic region(j) California $ 70,719 $ 73,444 New York 32,221 32,287 Florida 15,439 13,981 Texas 13,645 13,773 Illinois 11,860 13,130 Colorado 8,496 8,235 Washington 8,071 7,917 New Jersey 6,884 7,227 Massachusetts 6,009 5,784 Connecticut 5,188 5,024 All other(k) 43,139 44,500 Total retained loans $ 221,671 $ 225,302 (in millions, except weighted-average data) September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c)(d) Nonaccrual loans (a)(b)(c)(d) $ 4,794 $ 5,313 90 or more days past due and government guaranteed(e) 90 or more days past due and government guaranteed (e) 25 33 Current estimated LTV ratios(f)(g)(h) Current estimated LTV ratios (f)(g)(h) Greater than 125% and refreshed FICO scores: Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 12 $ 6 Less than 660 3 12 101% to 125% and refreshed FICO scores: 101% to 125% and refreshed FICO scores: Equal to or greater than 660 31 38 Less than 660 20 44 80% to 100% and refreshed FICO scores: 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,146 2,177 Less than 660 103 239 Less than 80% and refreshed FICO scores: Less than 80% and refreshed FICO scores: Equal to or greater than 660 205,919 208,238 Less than 660 10,054 11,980 No FICO/LTV available 3,311 2,492 U.S. government-guaranteed U.S. government-guaranteed 72 76 Total retained loans Total retained loans $ 221,671 $ 225,302 Weighted average LTV ratio(f)(i) Weighted average LTV ratio (f)(i) 51 % 54 % Weighted average FICO(g)(i) Weighted average FICO (g)(i) 764 763 Geographic region(j) Geographic region (j) California $ 70,719 $ 73,444 New York 32,221 32,287 Florida 15,439 13,981 Texas 13,645 13,773 Illinois 11,860 13,130 Colorado 8,496 8,235 Washington 8,071 7,917 New Jersey 6,884 7,227 Massachusetts 6,009 5,784 Connecticut 5,188 5,024 All other(k) All other (k) 43,139 44,500 Total retained loans Total retained loans $ 221,671 $ 225,302 (a)Includes collateral-dependent residential real estate loans that are charged down to the fair value of the underlying collateral less costs to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status. At September 30, 2021, approximately 7% of Chapter 7 residential real estate loans were 30 days or more past due. (a) Includes collateral-dependent residential real estate loans that are charged down to the fair value of the underlying collateral less costs to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status. At September 30, 2021, approximately 7% of Chapter 7 residential real estate loans were 30 days or more past due. (b)Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (b) Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (c)Interest income on nonaccrual loans recognized on a cash basis was $41 million and $39 million and $127 million and $119 million for the three and nine months ended September 30, 2021 and 2020, respectively. (c) Interest income on nonaccrual loans recognized on a cash basis was $41 million and $39 million and $127 million and $119 million for the three and nine months ended September 30, 2021 and 2020, respectively. (d)Generally excludes loans under payment deferral programs offered in response to the COVID-19 pandemic. Includes loans to customers that have exited COVID-19 payment related deferral programs and are 90 or more days past due, predominantly all of which were considered collateral-dependent at time of exit. (d) Generally excludes loans under payment deferral programs offered in response to the COVID-19 pandemic. Includes loans to customers that have exited COVID-19 payment related deferral programs and are 90 or more days past due, predominantly all of which were considered collateral-dependent at time of exit. (e)These balances are excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At September 30, 2021 and December 31, 2020, these balances were no longer accruing interest based on the agreed-upon servicing guidelines. There were no loans that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (e) These balances are excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At September 30, 2021 and December 31, 2020, these balances were no longer accruing interest based on the agreed-upon servicing guidelines. There were no loans that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (f)Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (f) Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (g)Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (g) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (h)Prior-period amounts have been revised to conform with the current presentation. (h) Prior-period amounts have been revised to conform with the current presentation. (i)Excludes loans with no FICO and/or LTV data available. (i) Excludes loans with no FICO and/or LTV data available. (j)The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. (j) The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. (k)At September 30, 2021 and December 31, 2020, included mortgage loans insured by U.S. government agencies of $72 million and $76 million, respectively. These amounts have been excluded from the geographic regions presented based upon the government guarantee. (k) At September 30, 2021 and December 31, 2020, included mortgage loans insured by U.S. government agencies of $72 million and $76 million, respectively. These amounts have been excluded from the geographic regions presented based upon the government guarantee. Loan modifications Modifications of residential real estate loans where the Firm grants concessions to borrowers who are experiencing financial difficulty are generally accounted for and reported as TDRs. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs nor are loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The carrying value of new TDRs was $116 million and $199 million for the three months ended September 30, 2021 and 2020, respectively, and $674 million and $537 million for the nine months ended September 30, 2021 and 2020, respectively. There were no additional commitments to lend to borrowers whose residential real estate loans have been modified in TDRs. Nature and extent of modifications The Firm’s proprietary modification programs as well as government programs, including U.S. GSE programs, generally provide various concessions to financially troubled borrowers including, but not limited to, interest rate reductions, term or payment extensions and delays of principal and/or interest payments that would otherwise have been required under the terms of the original agreement. The following table provides information about how residential real estate loans were modified in TDRs under the Firm’s loss mitigation programs described above during the periods presented. This table excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. Loan modifications Modifications of residential real estate loans where the Firm grants concessions to borrowers who are experiencing financial difficulty are generally accounted for and reported as TDRs. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs nor are loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The carrying value of new TDRs was $116 million and $199 million for the three months ended September 30, 2021 and 2020, respectively, and $674 million and $537 million for the nine months ended September 30, 2021 and 2020, respectively. There were no additional commitments to lend to borrowers whose residential real estate loans have been modified in TDRs. Loan modifications Loan modifications Modifications of residential real estate loans where the Firm grants concessions to borrowers who are experiencing financial difficulty are generally accounted for and reported as TDRs. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs nor are loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The carrying value of new TDRs was $116 million and $199 million for the three months ended September 30, 2021 and 2020, respectively, and $674 million and $537 million for the nine months ended September 30, 2021 and 2020, respectively. There were no additional commitments to lend to borrowers whose residential real estate loans have been modified in TDRs. Modifications of residential real estate loans where the Firm grants concessions to borrowers who are experiencing financial difficulty are generally accounted for and reported as TDRs. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs nor are loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The carrying value of new TDRs was $116 million and $199 million for the three months ended September 30, 2021 and 2020, respectively, and $674 million and $537 million for the nine months ended September 30, 2021 and 2020, respectively. There were no additional commitments to lend to borrowers whose residential real estate loans have been modified in TDRs. Nature and extent of modifications The Firm’s proprietary modification programs as well as government programs, including U.S. GSE programs, generally provide various concessions to financially troubled borrowers including, but not limited to, interest rate reductions, term or payment extensions and delays of principal and/or interest payments that would otherwise have been required under the terms of the original agreement. The following table provides information about how residential real estate loans were modified in TDRs under the Firm’s loss mitigation programs described above during the periods presented. This table excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. Nature and extent of modifications Nature and extent of modifications The Firm’s proprietary modification programs as well as government programs, including U.S. GSE programs, generally provide various concessions to financially troubled borrowers including, but not limited to, interest rate reductions, term or payment extensions and delays of principal and/or interest payments that would otherwise have been required under the terms of the original agreement. The following table provides information about how residential real estate loans were modified in TDRs under the Firm’s loss mitigation programs described above during the periods presented. This table excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The Firm’s proprietary modification programs as well as government programs, including U.S. GSE programs, generally provide various concessions to financially troubled borrowers including, but not limited to, interest rate reductions, term or payment extensions and delays of principal and/or interest payments that would otherwise have been required under the terms of the original agreement. The following table provides information about how residential real estate loans were modified in TDRs under the Firm’s loss mitigation programs described above during the periods presented. This table excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Number of loans approved for a trial modification 1,448 1,623 4,014 4,468 Number of loans permanently modified 917 1,615 3,817 5,200 Concession granted:(a) Interest rate reduction 75 % 40 % 74 % 51 % Term or payment extension 64 39 49 53 Principal and/or interest deferred 19 21 24 12 Principal forgiveness 1 1 2 2 Other(b) 24 65 39 65 Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Number of loans approved for a trial modification Number of loans approved for a trial modification 1,448 1,623 4,014 4,468 Number of loans permanently modified Number of loans permanently modified 917 1,615 3,817 5,200 Concession granted:(a) Concession granted: (a) Interest rate reduction Interest rate reduction 75 % 40 % 74 % 51 % Term or payment extension Term or payment extension 64 39 49 53 Principal and/or interest deferred Principal and/or interest deferred 19 21 24 12 Principal forgiveness 1 1 2 2 Other(b) Other (b) 24 65 39 65 (a)Represents concessions granted in permanent modifications as a percentage of the number of loans permanently modified. The sum of the percentages exceeds 100% because predominantly all of the modifications include more than one type of concession. Concessions offered on trial modifications are generally consistent with those granted on permanent modifications. (a) Represents concessions granted in permanent modifications as a percentage of the number of loans permanently modified. The sum of the percentages exceeds 100% because predominantly all of the modifications include more than one type of concession. Concessions offered on trial modifications are generally consistent with those granted on permanent modifications. (b)Includes variable interest rate to fixed interest rate modifications and payment delays that meet the definition of a TDR. (b) Includes variable interest rate to fixed interest rate modifications and payment delays that meet the definition of a TDR. Financial effects of modifications and redefaults Financial effects of modifications and redefaults The following table provides information about the financial effects of the various concessions granted in modifications of residential real estate loans under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following table presents only the financial effects of permanent modifications and do not include temporary concessions offered through trial modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The following table provides information about the financial effects of the various concessions granted in modifications of residential real estate loans under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following table presents only the financial effects of permanent modifications and do not include temporary concessions offered through trial modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Weighted-average interest rate of loans with interest rate reductions – before TDR 4.65 % 4.99 % 4.55 % 5.10 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.89 3.34 2.91 3.40 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 23 23 23 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 39 37 39 Charge-offs recognized upon permanent modification $ — $ 1 $ — $ 2 Principal deferred 5 3 23 12 Principal forgiven — 1 1 4 Balance of loans that redefaulted within one year of permanent modification(a) $ 52 $ 65 $ 97 $ 173 (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Weighted-average interest rate of loans with interest rate reductions – before TDR Weighted-average interest rate of loans with interest rate reductions – before TDR 4.65 % 4.99 % 4.55 % 5.10 % Weighted-average interest rate of loans with interest rate reductions – after TDR Weighted-average interest rate of loans with interest rate reductions – after TDR 2.89 3.34 2.91 3.40 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 23 23 23 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 39 37 39 Charge-offs recognized upon permanent modification Charge-offs recognized upon permanent modification $ — $ 1 $ — $ 2 Principal deferred Principal deferred 5 3 23 12 Principal forgiven Principal forgiven — 1 1 4 Balance of loans that redefaulted within one year of permanent modification(a) Balance of loans that redefaulted within one year of permanent modification (a) $ 52 $ 65 $ 97 $ 173 (a)Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it will generally be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last twelve months may not be representative of ultimate redefault levels. (a) Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it will generally be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last twelve months may not be representative of ultimate redefault levels. At September 30, 2021, the weighted-average estimated remaining lives of residential real estate loans permanently modified in TDRs were four years. The estimated remaining lives of these loans reflect estimated prepayments, both voluntary and involuntary (i.e., foreclosures and other forced liquidations). At September 30, 2021, the weighted-average estimated remaining lives of residential real estate loans permanently modified in TDRs were four years. The estimated remaining lives of these loans reflect estimated prepayments, both voluntary and involuntary (i.e., foreclosures and other forced liquidations). Active and suspended foreclosure Active and suspended foreclosure At September 30, 2021 and December 31, 2020, the Firm had residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $693 million and $846 million, respectively, that were not included in REO, but were in the process of active or suspended foreclosure. At September 30, 2021 and December 31, 2020, the Firm had residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $693 million and $846 million, respectively, that were not included in REO, but were in the process of active or suspended foreclosure. In response to the COVID-19 pandemic, the Firm has temporarily suspended certain foreclosure activities. This could delay recognition of foreclosed properties until the foreclosure moratoriums are lifted. In response to the COVID-19 pandemic, the Firm has temporarily suspended certain foreclosure activities. This could delay recognition of foreclosed properties until the foreclosure moratoriums are lifted. Auto and other Auto and other The following tables provide information on delinquency, which is the primary credit quality indicator for retained auto and other consumer loans. The following tables provide information on delinquency, which is the primary credit quality indicator for retained auto and other consumer loans. September 30, 2021 (in millions, except ratios) Term Loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loan delinquency(a) Current $ 35,379 (c) $ 21,917 (c) $ 8,641 $ 4,466 $ 2,343 $ 993 $ 2,246 $ 129 $ 76,114 30–119 days past due 110 193 77 49 30 25 12 8 504 120 or more days past due — 4 — 1 — 1 5 8 19 Total retained loans $ 35,489 $ 22,114 $ 8,718 $ 4,516 $ 2,373 $ 1,019 $ 2,263 $ 145 $ 76,637 % of 30+ days past due to total retained loans(b) 0.31 % 0.32 % 0.88 % 1.11 % 1.26 % 2.55 % 0.75 % 11.03 % 0.68 % September 30, 2021 (in millions, except ratios) Term Loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loan delinquency(a) Loan delinquency (a) Current Current $ 35,379 (c) (c) $ 21,917 (c) (c) $ 8,641 $ 4,466 $ 2,343 $ 993 $ 2,246 $ 129 $ 76,114 30–119 days past due 110 193 77 49 30 25 12 8 504 120 or more days past due — 4 — 1 — 1 5 8 19 Total retained loans $ 35,489 $ 22,114 $ 8,718 $ 4,516 $ 2,373 $ 1,019 $ 2,263 $ 145 $ 76,637 % of 30+ days past due to total retained loans(b) % of 30+ days past due to total retained loans (b) 0.31 % 0.32 % 0.88 % 1.11 % 1.26 % 2.55 % 0.75 % 11.03 % 0.68 % December 31, 2020 (in millions, except ratios) Term Loans by origination year Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loan delinquency(a) Current $ 46,169 (d) $ 12,829 $ 7,367 $ 4,521 $ 2,058 $ 742 $ 2,517 $ 158 $ 76,361 30–119 days past due 97 107 77 53 42 23 30 17 446 120 or more days past due — — — 1 — 1 8 8 18 Total retained loans $ 46,266 $ 12,936 $ 7,444 $ 4,575 $ 2,100 $ 766 $ 2,555 $ 183 $ 76,825 % of 30+ days past due to total retained loans 0.21 % 0.83 % 1.03 % 1.18 % 2.00 % 3.13 % 1.49 % 13.66 % 0.60 % December 31, 2020 (in millions, except ratios) Term Loans by origination year Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loan delinquency(a) Loan delinquency (a) Current Current $ 46,169 (d) (d) $ 12,829 $ 7,367 $ 4,521 $ 2,058 $ 742 $ 2,517 $ 158 $ 76,361 30–119 days past due 97 107 77 53 42 23 30 17 446 120 or more days past due — — — 1 — 1 8 8 18 Total retained loans $ 46,266 $ 12,936 $ 7,444 $ 4,575 $ 2,100 $ 766 $ 2,555 $ 183 $ 76,825 % of 30+ days past due to total retained loans % of 30+ days past due to total retained loans 0.21 % 0.83 % 1.03 % 1.18 % 2.00 % 3.13 % 1.49 % 13.66 % 0.60 % (a)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (a) At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (b)At September 30, 2021, auto and other loans excluded $126 million of PPP loans guaranteed by the SBA that are 30 or more days past due. These amounts have been excluded based upon the SBA guarantee. At December 31, 2020, all PPP loans guaranteed by the SBA were current. (b) At September 30, 2021, auto and other loans excluded $126 million of PPP loans guaranteed by the SBA that are 30 or more days past due. These amounts have been excluded based upon the SBA guarantee. At December 31, 2020, all PPP loans guaranteed by the SBA were current. (c)At September 30, 2021, included $9.1 billion of loans originated in 2021 and $2.0 billion of loans originated in 2020 in Business Banking under the PPP. PPP loans are guaranteed by the SBA. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (c) At September 30, 2021, included $9.1 billion of loans originated in 2021 and $2.0 billion of loans originated in 2020 in Business Banking under the PPP. PPP loans are guaranteed by the SBA. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (d)At December 31, 2020, included $19.2 billion of loans in Business Banking under the PPP. (d) At December 31, 2020, included $19.2 billion of loans in Business Banking under the PPP. Nonaccrual and other credit quality indicators Nonaccrual and other credit quality indicators The following table provides information on nonaccrual and other credit quality indicators for retained auto and other consumer loans. The following table provides information on nonaccrual and other credit quality indicators for retained auto and other consumer loans. (in millions, except ratios) Total Auto and other September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c) 117 151 Geographic region(d) California $ 12,137 $ 12,302 Texas 8,333 8,235 New York 7,511 8,824 Florida 5,125 4,668 Illinois 3,333 3,768 New Jersey 2,580 2,646 Arizona 2,103 2,465 Pennsylvania 2,076 1,924 Ohio 2,029 2,163 Louisiana 1,870 1,808 All other 29,540 28,022 Total retained loans $ 76,637 $ 76,825 (in millions, except ratios) Total Auto and other September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c) Nonaccrual loans (a)(b)(c) 117 151 Geographic region(d) Geographic region (d) California $ 12,137 $ 12,302 Texas 8,333 8,235 New York 7,511 8,824 Florida 5,125 4,668 Illinois 3,333 3,768 New Jersey 2,580 2,646 Arizona 2,103 2,465 Pennsylvania 2,076 1,924 Ohio 2,029 2,163 Louisiana 1,870 1,808 All other 29,540 28,022 Total retained loans $ 76,637 $ 76,825 (a)There were no loans that were 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (a) There were no loans that were 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (b)Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (b) Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (c)Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended months ended September 30, 2021 and 2020. (c) Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended months ended September 30, 2021 and 2020 . (d)The geographic regions presented in this table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. (d) The geographic regions presented in this table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. Loan modifications Loan modifications Certain auto and other loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs. Certain auto and other loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs. Credit card loan portfolio Credit card loan portfolio The credit card portfolio segment includes credit card loans originated and purchased by the Firm. Delinquency rates are the primary credit quality indicator for credit card loans. Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for further information on the credit card loan portfolio, including credit quality indicators. The credit card portfolio segment includes credit card loans originated and purchased by the Firm. Delinquency rates are the primary credit quality indicator for credit card loans. The credit card portfolio segment includes credit card loans originated and purchased by the Firm. Delinquency rates are the primary credit quality indicator for credit card loans. The credit card portfolio segment includes credit card loans originated and purchased by the Firm. Delinquency rates are the primary credit quality indicator for credit card loans. Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for further information on the credit card loan portfolio, including credit quality indicators. Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for further information on the credit card loan portfolio, including credit quality indicators. Refer to Note 12 of JPMorgan Chase's 2020 Form 10-K for further information on the credit card loan portfolio, including credit quality indicators. The following tables provide information on delinquency, which is the primary credit quality indicator for retained credit card loans. The following tables provide information on delinquency, which is the primary credit quality indicator for retained credit card loans. (in millions, except ratios) September 30, 2021 Within the revolving period Converted to term loans(b) Total Loan delinquency(a) Current and less than 30 days past due and still accruing $ 140,730 $ 1,001 $ 141,731 30–89 days past due and still accruing 679 57 736 90 or more days past due and still accruing 674 25 699 Total retained loans $ 142,083 $ 1,083 $ 143,166 Loan delinquency ratios % of 30+ days past due to total retained loans 0.95 % 7.57 % 1.00 % % of 90+ days past due to total retained loans 0.47 2.31 0.49 (in millions, except ratios) (in millions, except ratios) September 30, 2021 Within the revolving period Converted to term loans(b) Converted to term loans (b) Total Loan delinquency(a) Loan delinquency (a) Current and less than 30 days past due and still accruing Current and less than 30 days past due and still accruing $ 140,730 $ 1,001 $ 141,731 30–89 days past due and still accruing 30–89 days past due and still accruing 679 57 736 90 or more days past due and still accruing 90 or more days past due and still accruing 674 25 699 Total retained loans $ 142,083 $ 1,083 $ 143,166 Loan delinquency ratios % of 30+ days past due to total retained loans % of 30+ days past due to total retained loans 0.95 % 7.57 % 1.00 % % of 90+ days past due to total retained loans % of 90+ days past due to total retained loans 0.47 2.31 0.49 (in millions, except ratios) December 31, 2020 Within the revolving period Converted to term loans(b) Total Loan delinquency(a) Current and less than 30 days past due and still accruing $ 139,783 $ 1,239 $ 141,022 30–89 days past due and still accruing 997 94 1,091 90 or more days past due and still accruing 1,277 42 1,319 Total retained loans $ 142,057 $ 1,375 $ 143,432 Loan delinquency ratios % of 30+ days past due to total retained loans 1.60 % 9.89 % 1.68 % % of 90+ days past due to total retained loans 0.90 3.05 0.92 (in millions, except ratios) (in millions, except ratios) December 31, 2020 Within the revolving period Converted to term loans(b) Converted to term loans (b) Total Loan delinquency(a) Loan delinquency (a) Current and less than 30 days past due and still accruing Current and less than 30 days past due and still accruing $ 139,783 $ 1,239 $ 141,022 30–89 days past due and still accruing 30–89 days past due and still accruing 997 94 1,091 90 or more days past due and still accruing 90 or more days past due and still accruing 1,277 42 1,319 Total retained loans $ 142,057 $ 1,375 $ 143,432 Loan delinquency ratios % of 30+ days past due to total retained loans % of 30+ days past due to total retained loans 1.60 % 9.89 % 1.68 % % of 90+ days past due to total retained loans % of 90+ days past due to total retained loans 0.90 3.05 0.92 (a)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (a) At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (b)Represents TDRs. (b) Represents TDRs. Other credit quality indicators Other credit quality indicators The following table provides information on other credit quality indicators for retained credit card loans. The following table provides information on other credit quality indicators for retained credit card loans. (in millions, except ratios) September 30, 2021 December 31, 2020 Geographic region(a) California $ 21,211 $ 20,921 Texas 14,752 14,544 New York 11,924 11,919 Florida 9,514 9,562 Illinois 8,004 8,006 New Jersey 5,967 5,927 Ohio 4,566 4,673 Pennsylvania 4,332 4,476 Colorado 4,322 4,092 Michigan 3,513 3,553 All other 55,061 55,759 Total retained loans $ 143,166 $ 143,432 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 88.2 % 85.9 % Less than 660 11.6 13.9 No FICO available 0.2 0.2 (in millions, except ratios) September 30, 2021 December 31, 2020 Geographic region(a) Geographic region (a) California $ 21,211 $ 20,921 Texas 14,752 14,544 New York 11,924 11,919 Florida 9,514 9,562 Illinois 8,004 8,006 New Jersey 5,967 5,927 Ohio 4,566 4,673 Pennsylvania 4,332 4,476 Colorado 4,322 4,092 Michigan 3,513 3,553 All other 55,061 55,759 Total retained loans $ 143,166 $ 143,432 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 88.2 % 85.9 % Less than 660 11.6 13.9 No FICO available 0.2 0.2 (a)The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. (a) The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. Loan modifications Loan modifications The Firm may offer one of a number of loan modification programs granting concessions to credit card borrowers who are experiencing financial difficulty. The Firm grants concessions for most of the credit card loans under long-term programs. These modifications involve placing the customer on a fixed payment plan, generally for 60 months, and typically include reducing the interest rate on the credit card. Substantially all modifications under the Firm’s long-term programs are considered to be TDRs. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs. The Firm may offer one of a number of loan modification programs granting concessions to credit card borrowers who are experiencing financial difficulty. The Firm grants concessions for most of the credit card loans under long-term programs. These modifications involve placing the customer on a fixed payment plan, generally for 60 months, and typically include reducing the interest rate on the credit card. Substantially all modifications under the Firm’s long-term programs are considered to be TDRs. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs. If the cardholder does not comply with the modified payment terms, then the credit card loan continues to age and will ultimately be charged-off in accordance with the Firm’s standard charge-off policy. In most cases, the Firm does not reinstate the borrower’s line of credit. If the cardholder does not comply with the modified payment terms, then the credit card loan continues to age and will ultimately be charged-off in accordance with the Firm’s standard charge-off policy. In most cases, the Firm does not reinstate the borrower’s line of credit. Financial effects of modifications and redefaults Financial effects of modifications and redefaults The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented. For all periods disclosed, new enrollments were less than 1% of total retained credit card loans. The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented. For all periods disclosed, new enrollments were less than 1% of total retained credit card loans. (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Balance of new TDRs(a) $ 82 $ 220 $ 315 $ 648 Weighted-average interest rate of loans – before TDR 17.75 % 17.65 % 17.79 % 18.21 % Weighted-average interest rate of loans – after TDR 5.15 4.80 5.19 4.55 Balance of loans that redefaulted within one year of modification(b) $ 13 $ 22 $ 45 $ 83 (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Balance of new TDRs(a) Balance of new TDRs (a) $ 82 $ 220 $ 315 $ 648 Weighted-average interest rate of loans – before TDR Weighted-average interest rate of loans – before TDR 17.75 % 17.65 % 17.79 % 18.21 % Weighted-average interest rate of loans – after TDR Weighted-average interest rate of loans – after TDR 5.15 4.80 5.19 4.55 Balance of loans that redefaulted within one year of modification(b) Balance of loans that redefaulted within one year of modification (b) $ 13 $ 22 $ 45 $ 83 (a)Represents the outstanding balance prior to modification. (a) Represents the outstanding balance prior to modification. (b)Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted. (b) Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted. Wholesale loan portfolio Wholesale loan portfolio Wholesale loans include loans made to a variety of clients, ranging from large corporate and institutional clients, to small businesses and high-net-worth individuals. The primary credit quality indicator for wholesale loans is the internal risk rating assigned to each loan. Refer to Note 12 of JPMorgan Chase’s 2020 Form 10-K for further information on these risk ratings. Wholesale loans include loans made to a variety of clients, ranging from large corporate and institutional clients, to small businesses and high-net-worth individuals. The primary credit quality indicator for wholesale loans is the Wholesale loans include loans made to a variety of clients, ranging from large corporate and institutional clients, to small businesses and high-net-worth individuals. The primary credit quality indicator for wholesale loans is the Wholesale loans include loans made to a variety of clients, ranging from large corporate and institutional clients, to small businesses and high-net-worth individuals. The primary credit quality indicator for wholesale loans is the internal risk rating assigned to each loan. Refer to Note 12 of JPMorgan Chase’s 2020 Form 10-K for further information on these risk ratings. internal risk rating assigned to each loan. Refer to Note 12 of JPMorgan Chase’s 2020 Form 10-K for further information on these risk ratings. internal risk rating assigned to each loan. Refer to Note 12 of JPMorgan Chase’s 2020 Form 10-K for further information on these risk ratings. The following tables provide information on internal risk rating, which is the primary credit quality indicator for retained wholesale loans. The following tables provide information on internal risk rating, which is the primary credit quality indicator for retained wholesale loans. Secured by real estate Commercial and industrial Other(a) Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by risk ratings Investment-grade $ 90,209 $ 90,147 $ 68,112 $ 71,917 $ 230,185 $ 217,209 $ 388,506 $ 379,273 Noninvestment-grade: Noncriticized 23,661 26,129 56,658 57,870 49,097 33,053 129,416 117,052 Criticized performing 3,922 3,234 7,712 10,991 1,146 1,079 12,780 15,304 Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total noninvestment- grade 27,958 29,846 65,364 70,792 50,958 35,036 144,280 135,674 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 % of investment-grade to total retained loans 76.34 % 75.13 % 51.03 % 50.39 % 81.87 % 86.11 % 72.92 % 73.65 % % of total criticized to total retained loans 3.64 3.10 6.52 9.05 0.66 0.79 2.79 3.62 % of criticized nonaccrual to total retained loans 0.32 0.40 0.74 1.35 0.25 0.36 0.39 0.64 Secured by real estate Commercial and industrial Other(a) Other (a) Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by risk ratings Loans by risk ratings Investment-grade Investment-grade $ 90,209 $ 90,147 $ 68,112 $ 71,917 $ 230,185 $ 217,209 $ 388,506 $ 379,273 Noninvestment-grade: Noninvestment-grade: Noncriticized Noncriticized 23,661 26,129 56,658 57,870 49,097 33,053 129,416 117,052 Criticized performing Criticized performing 3,922 3,234 7,712 10,991 1,146 1,079 12,780 15,304 Criticized nonaccrual Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total noninvestment- grade Total noninvestment- grade 27,958 29,846 65,364 70,792 50,958 35,036 144,280 135,674 Total retained loans Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 % of investment-grade to total retained loans % of investment-grade to total retained loans 76.34 % 75.13 % 51.03 % 50.39 % 81.87 % 86.11 % 72.92 % 73.65 % % of total criticized to total retained loans % of total criticized to total retained loans 3.64 3.10 6.52 9.05 0.66 0.79 2.79 3.62 % of criticized nonaccrual to total retained loans % of criticized nonaccrual to total retained loans 0.32 0.40 0.74 1.35 0.25 0.36 0.39 0.64 (a)Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. (a) Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. Secured by real estate (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 15,893 $ 16,153 $ 18,216 $ 9,486 $ 8,240 $ 21,072 $ 1,141 $ 8 $ 90,209 Noninvestment-grade 3,661 4,460 5,052 4,344 3,311 6,606 522 2 27,958 Total retained loans $ 19,554 $ 20,613 $ 23,268 $ 13,830 $ 11,551 $ 27,678 $ 1,663 $ 10 $ 118,167 Secured by real estate (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 15,893 $ 16,153 $ 18,216 $ 9,486 $ 8,240 $ 21,072 $ 1,141 $ 8 $ 90,209 Noninvestment-grade 3,661 4,460 5,052 4,344 3,311 6,606 522 2 27,958 Total retained loans $ 19,554 $ 20,613 $ 23,268 $ 13,830 $ 11,551 $ 27,678 $ 1,663 $ 10 $ 118,167 Secured by real estate (in millions) December 31, 2020 Term loans by origination year (a) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 17,004 $ 19,870 $ 12,448 $ 11,218 $ 13,611 $ 14,898 $ 1,098 $ — $ 90,147 Noninvestment-grade 4,998 6,027 5,886 4,184 3,738 4,523 489 1 29,846 Total retained loans $ 22,002 $ 25,897 $ 18,334 $ 15,402 $ 17,349 $ 19,421 $ 1,587 $ 1 $ 119,993 Secured by real estate (in millions) December 31, 2020 Term loans by origination year (a) Term loans by origination year (a) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 17,004 $ 19,870 $ 12,448 $ 11,218 $ 13,611 $ 14,898 $ 1,098 $ — $ 90,147 Noninvestment-grade 4,998 6,027 5,886 4,184 3,738 4,523 489 1 29,846 Total retained loans $ 22,002 $ 25,897 $ 18,334 $ 15,402 $ 17,349 $ 19,421 $ 1,587 $ 1 $ 119,993 (a)Prior-period amounts have been revised to conform with the current presentation. (a) Prior-period amounts have been revised to conform with the current presentation. Commercial and industrial (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 16,741 $ 7,060 $ 4,243 $ 1,496 $ 1,288 $ 1,104 $ 36,179 $ 1 $ 68,112 (a) Noninvestment-grade 13,286 8,498 5,493 2,733 1,141 784 33,353 76 65,364 Total retained loans $ 30,027 $ 15,558 $ 9,736 $ 4,229 $ 2,429 $ 1,888 $ 69,532 $ 77 $ 133,476 Commercial and industrial (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 16,741 $ 7,060 $ 4,243 $ 1,496 $ 1,288 $ 1,104 $ 36,179 $ 1 $ 68,112 (a) (a) Noninvestment-grade 13,286 8,498 5,493 2,733 1,141 784 33,353 76 65,364 Total retained loans Total retained loans $ 30,027 $ 15,558 $ 9,736 $ 4,229 $ 2,429 $ 1,888 $ 69,532 $ 77 $ 133,476 Commercial and industrial (in millions) December 31, 2020 Term loans by origination year (b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 21,233 $ 7,341 $ 2,950 $ 1,756 $ 1,034 $ 1,178 $ 36,424 $ 1 $ 71,917 (c) Noninvestment-grade 15,488 9,189 5,470 2,323 611 786 36,852 73 70,792 Total retained loans $ 36,721 $ 16,530 $ 8,420 $ 4,079 $ 1,645 $ 1,964 $ 73,276 $ 74 $ 142,709 Commercial and industrial (in millions) December 31, 2020 Term loans by origination year (b) Term loans by origination year (b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 21,233 $ 7,341 $ 2,950 $ 1,756 $ 1,034 $ 1,178 $ 36,424 $ 1 $ 71,917 (c) (c) Noninvestment-grade 15,488 9,189 5,470 2,323 611 786 36,852 73 70,792 Total retained loans Total retained loans $ 36,721 $ 16,530 $ 8,420 $ 4,079 $ 1,645 $ 1,964 $ 73,276 $ 74 $ 142,709 (a)At September 30, 2021, $2.0 billion of the $2.2 billion total PPP loans in the wholesale portfolio were commercial and industrial. Of the $2.0 billion, $1.3 billion were originated in 2021 and $639 million were originated in 2020. PPP loans are guaranteed by the SBA and considered investment-grade. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (a) At September 30, 2021, $2.0 billion of the $2.2 billion total PPP loans in the wholesale portfolio were commercial and industrial. Of the $2.0 billion, $1.3 billion were originated in 2021 and $639 million were originated in 2020. PPP loans are guaranteed by the SBA and considered investment-grade. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (b)Prior-period amounts have been revised to conform with the current presentation. (b) Prior-period amounts have been revised to conform with the current presentation. (c)At December 31, 2020, $7.4 billion of the $8.0 billion total PPP loans in the wholesale portfolio were commercial and industrial. (c) At December 31, 2020, $7.4 billion of the $8.0 billion total PPP loans in the wholesale portfolio were commercial and industrial. Other(a) (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 22,301 $ 20,154 $ 7,079 $ 3,229 $ 4,185 $ 8,930 $ 163,875 $ 432 $ 230,185 Noninvestment-grade 12,011 3,112 1,488 1,425 312 1,574 31,007 29 50,958 Total retained loans $ 34,312 $ 23,266 $ 8,567 $ 4,654 $ 4,497 $ 10,504 $ 194,882 $ 461 $ 281,143 Other(a) Other (a) (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 22,301 $ 20,154 $ 7,079 $ 3,229 $ 4,185 $ 8,930 $ 163,875 $ 432 $ 230,185 Noninvestment-grade 12,011 3,112 1,488 1,425 312 1,574 31,007 29 50,958 Total retained loans Total retained loans $ 34,312 $ 23,266 $ 8,567 $ 4,654 $ 4,497 $ 10,504 $ 194,882 $ 461 $ 281,143 Other(a) (in millions) December 31, 2020 Term loans by origination year(b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 33,190 $ 11,116 $ 7,455 $ 6,804 $ 4,089 $ 8,252 $ 145,524 $ 779 $ 217,209 Noninvestment-grade 5,048 2,231 1,660 553 175 535 24,710 124 35,036 Total retained loans $ 38,238 $ 13,347 $ 9,115 $ 7,357 $ 4,264 $ 8,787 $ 170,234 $ 903 $ 252,245 Other(a) Other (a) (in millions) December 31, 2020 Term loans by origination year(b) Term loans by origination year (b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 33,190 $ 11,116 $ 7,455 $ 6,804 $ 4,089 $ 8,252 $ 145,524 $ 779 $ 217,209 Noninvestment-grade 5,048 2,231 1,660 553 175 535 24,710 124 35,036 Total retained loans Total retained loans $ 38,238 $ 13,347 $ 9,115 $ 7,357 $ 4,264 $ 8,787 $ 170,234 $ 903 $ 252,245 (a)Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. (a) Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. (b)Prior-period amounts have been revised to conform with the current presentation. (b) Prior-period amounts have been revised to conform with the current presentation. The following table presents additional information on retained loans secured by real estate, which consists of loans secured wholly or substantially by a lien or liens on real property at origination. The following table presents additional information on retained loans secured by real estate, which consists of loans secured wholly or substantially by a lien or liens on real property at origination. (in millions, except ratios) Multifamily Other commercial Total retained loans secured by real estate Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Retained loans secured by real estate $ 72,903 $ 73,078 $ 45,264 $ 46,915 $ 118,167 $ 119,993 Criticized 1,710 1,144 2,587 2,573 4,297 3,717 % of total criticized to total retained loans secured by real estate 2.35 % 1.57 % 5.72 % 5.48 % 3.64 % 3.10 % Criticized nonaccrual $ 84 $ 56 $ 291 $ 427 $ 375 $ 483 % of criticized nonaccrual loans to total retained loans secured by real estate 0.12 % 0.08 % 0.64 % 0.91 % 0.32 % 0.40 % (in millions, except ratios) Multifamily Other commercial Total retained loans secured by real estate Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Retained loans secured by real estate $ 72,903 $ 73,078 $ 45,264 $ 46,915 $ 118,167 $ 119,993 Criticized 1,710 1,144 2,587 2,573 4,297 3,717 % of total criticized to total retained loans secured by real estate % of total criticized to total retained loans secured by real estate 2.35 % 1.57 % 5.72 % 5.48 % 3.64 % 3.10 % Criticized nonaccrual $ 84 $ 56 $ 291 $ 427 $ 375 $ 483 % of criticized nonaccrual loans to total retained loans secured by real estate % of criticized nonaccrual loans to total retained loans secured by real estate 0.12 % 0.08 % 0.64 % 0.91 % 0.32 % 0.40 % Geographic distribution and delinquency Geographic distribution and delinquency The following table provides information on the geographic distribution and delinquency for retained wholesale loans. The following table provides information on the geographic distribution and delinquency for retained wholesale loans. Secured by real estate Commercial and industrial Other Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by geographic distribution(a) Total U.S. $ 115,155 $ 116,990 $ 95,657 $ 109,273 $ 203,631 $ 180,583 $ 414,443 $ 406,846 Total non-U.S. 3,012 3,003 37,819 33,436 77,512 71,662 118,343 108,101 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 Loan delinquency(b) Current and less than 30 days past due and still accruing $ 117,563 $ 118,894 $ 131,863 $ 140,100 $ 278,607 $ 249,713 $ 528,033 $ 508,707 30–89 days past due and still accruing 150 601 546 658 1,789 1,606 2,485 2,865 90 or more days past due and still accruing(c) 79 15 73 20 32 22 184 57 Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 Secured by real estate Commercial and industrial Other Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by geographic distribution(a) Loans by geographic distribution (a) Total U.S. $ 115,155 $ 116,990 $ 95,657 $ 109,273 $ 203,631 $ 180,583 $ 414,443 $ 406,846 Total non-U.S. 3,012 3,003 37,819 33,436 77,512 71,662 118,343 108,101 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 Loan delinquency(b) Loan delinquency (b) Current and less than 30 days past due and still accruing Current and less than 30 days past due and still accruing $ 117,563 $ 118,894 $ 131,863 $ 140,100 $ 278,607 $ 249,713 $ 528,033 $ 508,707 30–89 days past due and still accruing 30–89 days past due and still accruing 150 601 546 658 1,789 1,606 2,485 2,865 90 or more days past due and still accruing(c) 90 or more days past due and still accruing (c) 79 15 73 20 32 22 184 57 Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 (a)The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower. (a) The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower. (b)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. (b) At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. (c)Represents loans that are considered well-collateralized and therefore still accruing interest. (c) Represents loans that are considered well-collateralized and therefore still accruing interest. The following tables provide information about net charge-offs on retained wholesale loans. The following tables provide information about net charge-offs on retained wholesale loans. Wholesale net charge-offs/(recoveries) Secured by real estate Commercial and industrial Other Total retained loans Three months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 9 $ (3) $ 23 $ 95 $ 5 $ — $ 37 $ 92 Wholesale net charge-offs/(recoveries) Secured by real estate Commercial and industrial Other Total retained loans Three months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 9 $ (3) $ 23 $ 95 $ 5 $ — $ 37 $ 92 Secured by real estate Commercial and industrial Other Total retained loans Nine months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 10 $ 9 $ 75 $ 531 $ 15 $ 13 $ 100 $ 553 Secured by real estate Commercial and industrial Other Total retained loans Nine months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 10 $ 9 $ 75 $ 531 $ 15 $ 13 $ 100 $ 553 Nonaccrual loans Nonaccrual loans The following table provides information on retained wholesale nonaccrual loans. The following table provides information on retained wholesale nonaccrual loans. (in millions) Secured by real estate Commercial and industrial Other Total retained loans Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Nonaccrual loans(a) With an allowance $ 309 $ 351 $ 722 $ 1,667 $ 520 $ 800 $ 1,551 $ 2,818 Without an allowance(b) 66 132 272 264 195 104 533 500 Total nonaccrual loans(c) $ 375 $ 483 $ 994 $ 1,931 $ 715 $ 904 $ 2,084 $ 3,318 (in millions) Secured by real estate Commercial and industrial Other Total retained loans Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Nonaccrual loans(a) Nonaccrual loans (a) With an allowance $ 309 $ 351 $ 722 $ 1,667 $ 520 $ 800 $ 1,551 $ 2,818 Without an allowance(b) Without an allowance ( b) 66 132 272 264 195 104 533 500 Total nonaccrual loans(c) Total nonaccrual loans (c) $ 375 $ 483 $ 994 $ 1,931 $ 715 $ 904 $ 2,084 $ 3,318 (a)Loans that were modified in response to the COVID-19 pandemic continue to be risk-rated in accordance with the Firm’s overall credit risk management framework. As of September 30, 2021, substantially all of these loans were considered performing. (a) Loans that were modified in response to the COVID-19 pandemic continue to be risk-rated in accordance with the Firm’s overall credit risk management framework. As of September 30, 2021, substantially all of these loans were considered performing. (b)When the discounted cash flows or collateral value equals or exceeds the amortized cost of the loan, the loan does not require an allowance. This typically occurs when the loans have been partially charged off and/or there have been interest payments received and applied to the loan balance. (b) When the discounted cash flows or collateral value equals or exceeds the amortized cost of the loan, the loan does not require an allowance. This typically occurs when the loans have been partially charged off and/or there have been interest payments received and applied to the loan balance. (c)Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended September 30, 2021 and 2020. (c) Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended September 30, 2021 and 2020. Loan modifications Loan modifications Certain loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs nor are loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The carrying value of TDRs was $928 million and $954 million as of September 30, 2021, and December 31, 2020, respectively. The carrying value of new TDRs was $180 million and $188 million for the three months ended September 30, 2021 and 2020, respectively, and $832 million and $352 million for the nine months ended September 30, 2021 and 2020, respectively. New TDRs for the three and nine months ended September 30, 2021 reflected deferral of principal and interest payments, extending maturity dates and the receipt of assets in partial satisfaction of the loan predominantly in Other and Commercial and Industrial loan classes. The impact of these modifications resulting in new TDRs was not material to the Firm for the three and nine months ended September 30, 2021 and 2020. Certain loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs nor are loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The carrying value of TDRs was $928 million and $954 million as of September 30, 2021, and December 31, 2020, respectively. The carrying value of new TDRs was $180 million and $188 million for the three months ended September 30, 2021 and 2020, respectively, and $832 million and $352 million for the nine months ended September 30, 2021 and 2020, respectively. New TDRs for the three and nine months ended September 30, 2021 reflected deferral of principal and interest payments, extending maturity dates and the receipt of assets in partial satisfaction of the loan predominantly in Other and Commercial and Industrial loan classes. The impact of these modifications resulting in new TDRs was not material to the Firm for the three and nine months ended September 30, 2021 and 2020. Certain loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs nor are loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The carrying value of TDRs was $928 million and $954 million as of September 30, 2021, and December 31, 2020, respectively. The carrying value of new TDRs was $180 million and $188 million for the three months ended September 30, 2021 and 2020, respectively, and $832 million and $352 million for the nine months ended September 30, 2021 and 2020, respectively. New TDRs for the three and nine months ended September 30, 2021 reflected deferral of principal and interest payments, extending maturity dates and the receipt of assets in partial satisfaction of the loan predominantly in Other and Commercial and Industrial loan classes. The impact of these modifications resulting in new TDRs was not material to the Firm for the three and nine months ended September 30, 2021 and 2020. Certain loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs nor are loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The carrying value of TDRs was $928 million and $954 million as of September 30, 2021, and December 31, 2020, respectively. The carrying value of new TDRs was $180 million and $188 million for the three months ended September 30, 2021 and 2020, respectively, and $832 million and $352 million for the nine months ended September 30, 2021 and 2020, respectively. New TDRs for the three and nine months ended September 30, 2021 reflected deferral of principal and interest payments, extending maturity dates and the receipt of assets in partial satisfaction of the loan predominantly in Other and Commercial and Industrial loan classes. The impact of these modifications resulting in new TDRs was not material to the Firm for the three and nine months ended September 30, 2021 and 2020. | | | | | | | | | | | | | | Consumer, excluding credit car| | Credit card| |Wholesale(c)(d) • Residential real estate(a) •| |• Credit card l| |• Secured by re | | | | | | | | | | | | | | | | | | | | | | | | September 30, 2021 |Consumer, exclu| | Credit card| | Wholesale| | Total(a)(b)| (in millions) | Retained | $| 298,308| | | $| 143,166| | | $| 532,786| | | $| 974,260| | Held-for-sale | 1,407| | | —| | | 8,320| | | 9,727| | At fair value | 28,449| | | —| | | 32,179| | | 60,628| | Total | $| 328,164| | | $| 143,166| | | $| 573,285| | | $| 1,044,615| | | | | | | | | | December 31, 2020 |Consumer, exclu| | Credit card| | Wholesale| | Total(a)(b)| (in millions) | Retained | $| 302,127| | | $| 143,432| | | $| 514,947| | | $| 960,506| | Held-for-sale | 1,305| | | 784| | | 5,784| | | 7,873| | At fair value | 15,147| | | —| | | 29,327| | | 44,474| | Total | $| 318,579| | | $| 144,216| | | $| 550,058| | | $| 1,012,853| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 2021| | 2020 Three months ended September 3|Consumer, exclu| Credit card| Wholesale| Total| |Consumer, exclu| Credit card| Wholesale| Total Purchases | $| 101| | (b)(c)| $| —| | $| 245| | $| 346| | | $| 1,780| | (b)(c)| $| —| | $| 309| | $| 2,089| Sales | —| | | —| | 7,826| | 7,826| | | —| | | —| | 4,578| | 4,578| Retained loans reclassified to| 522| | | —| | 397| | 919| | | 995| | | 787| | 403| | 2,185| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 2021| | 2020 Nine months ended September 30|Consumer, exclu| Credit card| Wholesale| Total| |Consumer, exclu| Credit card| Wholesale| Total Purchases | $| 403| | (b)(c)| $| —| | $| 772| | $| 1,175| | | $| 3,180| | (b)(c)| $| —| | $| 937| | $| 4,117| Sales | 181| | | —| | 22,307| | 22,488| | | 348| | | —| | 13,579| | 13,927| Retained loans reclassified to| 771| | | —| | 2,061| | 2,832| | | 1,822| | | 787| | 1,154| | 3,763| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (in millions) |September 30, 2|December 31, 20 Residential real estate | $| 221,671| | $| 225,302| Auto and other(a) | 76,637| | 76,825| Total retained loans | $| 298,308| | $| 302,127| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (in millions, except ratios) |September 30, 2 Term loans by origination year| |Revolving loans| | Total 2021 | 2020| 2019| 2018| 2017| Prior to 2017| |Within the revo|Converted to te| Loan delinquency(a)(b) | | | | | | | | | | | Current | $| 50,900| $| 51,577| $| 21,058| $| 8,958| $| 13,231| $| 54,691| | $| 6,707| $| 12,595| | $| 219,717 30–149 days past due | 11| 13| 17| 17| 10| 479| | 16| 172| | 735 150 or more days past due | —| —| 7| 5| 13| 927| | 5| 262| | 1,219 Total retained loans | $| 50,911| $| 51,590| $| 21,082| $| 8,980| $| 13,254| $| 56,097| | $| 6,728| $| 13,029| | $| 221,671 % of 30+ days past due to tota| 0.02| %| 0.03| %| 0.11| %| 0.24| %| 0.17| %| 2.45| %| | 0.31| %| 3.33| %| | 0.87| % | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (in millions, except ratios) |December 31, 20 Term loans by origination year| | |Revolving loans| | | Total 2020 | | 2019| 2018| 2017| 2016| Prior to 2016| | |Within the revo| |Converted to te| | Loan delinquency(a)(b) | | | | | | | | | | | | | | | Current | $| 56,576| (e)| $| 31,820| $| 13,900| $| 20,410| $| 27,978| $| 49,218| (e)| | $| 7,902| (e)| $| 15,260| (e)| | $| 223,064 30–149 days past due | 9| | 25| 20| 22| 29| 674| | | 21| | 245| | | 1,045 150 or more days past due | 3| | 14| 10| 18| 18| 844| | | 22| | 264| | | 1,193 Total retained loans | $| 56,588| | $| 31,859| $| 13,930| $| 20,450| $| 28,025| $| 50,736| | | $| 7,945| | $| 15,769| | | $| 225,302 % of 30+ days past due to tota| 0.02| %| | 0.12| %| 0.22| %| 0.20| %| 0.17| %| 2.91| %| (e)| | 0.54| %| (e)| 3.23| %| (e)| | 0.98| % | | | | | | | | | (in millions, except weighted-|September 30, 2|December 31, 20| Nonaccrual loans(a)(b)(c)(d) | $| 4,794| | $| 5,313| | 90 or more days past due and g| 25| | 33| | | | | Current estimated LTV ratios(f| | | Greater than 125% and refreshe| | | Equal to or greater than 660 | $| 12| | $| 6| | Less than 660 | 3| | 12| | 101% to 125% and refreshed FIC| | | Equal to or greater than 660 | 31| | 38| | Less than 660 | 20| | 44| | 80% to 100% and refreshed FICO| | | Equal to or greater than 660 | 2,146| | 2,177| | Less than 660 | 103| | 239| | Less than 80% and refreshed FI| | | Equal to or greater than 660 | 205,919| | 208,238| | Less than 660 | 10,054| | 11,980| | No FICO/LTV available | 3,311| | 2,492| | U.S. government-guaranteed | 72| | 76| | Total retained loans | $| 221,671| | $| 225,302| | | | | Weighted average LTV ratio(f)(| 51| %| 54| %| Weighted average FICO(g)(i) | 764| | 763| | | | | Geographic region(j) | | | California | $| 70,719| | $| 73,444| | New York | 32,221| | 32,287| | Florida | 15,439| | 13,981| | Texas | 13,645| | 13,773| | Illinois | 11,860| | 13,130| | Colorado | 8,496| | 8,235| | Washington | 8,071| | 7,917| | New Jersey | 6,884| | 7,227| | Massachusetts | 6,009| | 5,784| | Connecticut | 5,188| | 5,024| | All other(k) | 43,139| | 44,500| | Total retained loans | $| 221,671| | $| 225,302| | | | | | | | | | | | | | | | |Three months en|Nine months end 2021 | 2020| 2021| 2020 Number of loans approved for a| 1,448| | 1,623| | 4,014| | 4,468| Number of loans permanently mo| 917| | 1,615| | 3,817| | 5,200| Concession granted:(a) | | | | Interest rate reduction | 75| %| 40| %| 74| %| 51| % Term or payment extension | 64| | 39| | 49| | 53| Principal and/or interest defe| 19| | 21| | 24| | 12| Principal forgiveness | 1| | 1| | 2| | 2| Other(b) | 24| | 65| | 39| | 65| | | | | | | | | | | | | | | (in millions, except weighted-|Three months en|Nine months end 2021 | 2020| 2021| 2020 Weighted-average interest rate| 4.65| %| 4.99| %| 4.55| %| 5.10| % Weighted-average interest rate| 2.89| | 3.34| | 2.91| | 3.40| Weighted-average remaining con| 23| 23| 23| 22 Weighted-average remaining con| 37| 39| 37| 39 Charge-offs recognized upon pe| $| —| | $| 1| | $| —| | $| 2| Principal deferred | 5| | 3| | 23| | 12| Principal forgiven | —| | 1| | 1| | 4| Balance of loans that redefaul| $| 52| | $| 65| | $| 97| | $| 173| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |September 30, 2 (in millions, except ratios) |Term Loans by o| |Revolving loans| 2021 | | 2020| | 2019| 2018| 2017| Prior to 2017| |Within the revo|Converted to te| Total Loan delinquency(a) | | | | | | | | | | | | Current | $| 35,379| | (c)| $| 21,917| | (c)| $| 8,641| $| 4,466| $| 2,343| $| 993| | $| 2,246| $| 129| $| 76,114 30–119 days past due | 110| | | 193| | | 77| 49| 30| 25| | 12| 8| 504 120 or more days past due | —| | | 4| | | —| 1| —| 1| | 5| 8| 19 Total retained loans | $| 35,489| | | $| 22,114| | | $| 8,718| $| 4,516| $| 2,373| $| 1,019| | $| 2,263| $| 145| $| 76,637 % of 30+ days past due to tota| 0.31| %| | 0.32| %| | 0.88| %| 1.11| %| 1.26| %| 2.55| %| | 0.75| %| 11.03| %| 0.68| % | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |December 31, 20 (in millions, except ratios) |Term Loans by o| |Revolving loans| 2020 | | 2019| | 2018| 2017| 2016| Prior to 2016| |Within the revo|Converted to te| Total Loan delinquency(a) | | | | | | | | | | | | Current | $| 46,169| (d)| $| 12,829| | $| 7,367| $| 4,521| $| 2,058| $| 742| | $| 2,517| $| 158| $| 76,361 30–119 days past due | 97| | 107| | 77| 53| 42| 23| | 30| 17| 446 120 or more days past due | —| | —| | —| 1| —| 1| | 8| 8| 18 Total retained loans | $| 46,266| | $| 12,936| | $| 7,444| $| 4,575| $| 2,100| $| 766| | $| 2,555| $| 183| $| 76,825 % of 30+ days past due to tota| 0.21| %| | 0.83| %| | 1.03| %| 1.18| %| 2.00| %| 3.13| %| | 1.49| %| 13.66| %| 0.60| % | | | | | | | | (in millions, except ratios) |Total Auto and September 30, 2021 |December 31, 20 Nonaccrual loans(a)(b)(c) | 117| | 151| | | Geographic region(d) | | California | $| 12,137| | $| 12,302| Texas | 8,333| | 8,235| New York | 7,511| | 8,824| Florida | 5,125| | 4,668| Illinois | 3,333| | 3,768| New Jersey | 2,580| | 2,646| Arizona | 2,103| | 2,465| Pennsylvania | 2,076| | 1,924| Ohio | 2,029| | 2,163| Louisiana | 1,870| | 1,808| All other | 29,540| | 28,022| Total retained loans | $| 76,637| | $| 76,825| | | | | | | | | | | | (in millions, except ratios) |September 30, 2 Within the revolving period |Converted to te| Total Loan delinquency(a) | | | Current and less than 30 days | $| 140,730| | $| 1,001| | $| 141,731| 30–89 days past due and still | 679| | 57| | 736| 90 or more days past due and s| 674| | 25| | 699| Total retained loans | $| 142,083| | $| 1,083| | $| 143,166| Loan delinquency ratios | | | % of 30+ days past due to tota| 0.95| %| 7.57| %| 1.00| % % of 90+ days past due to tota| 0.47| | 2.31| | 0.49| | | | | | | | | | | | (in millions, except ratios) |December 31, 20 Within the revolving period |Converted to te| Total Loan delinquency(a) | | | Current and less than 30 days | $| 139,783| | $| 1,239| | $| 141,022| 30–89 days past due and still | 997| | 94| | 1,091| 90 or more days past due and s| 1,277| | 42| | 1,319| Total retained loans | $| 142,057| | $| 1,375| | $| 143,432| Loan delinquency ratios | | | % of 30+ days past due to tota| 1.60| %| 9.89| %| 1.68| % % of 90+ days past due to tota| 0.90| | 3.05| | 0.92| | | | | | | | | (in millions, except ratios) |September 30, 2|December 31, 20 Geographic region(a) | | California | $| 21,211| | $| 20,921| Texas | 14,752| | 14,544| New York | 11,924| | 11,919| Florida | 9,514| | 9,562| Illinois | 8,004| | 8,006| New Jersey | 5,967| | 5,927| Ohio | 4,566| | 4,673| Pennsylvania | 4,332| | 4,476| Colorado | 4,322| | 4,092| Michigan | 3,513| | 3,553| All other | 55,061| | 55,759| Total retained loans | $| 143,166| | $| 143,432| Percentage of portfolio based | | Equal to or greater than 660 | 88.2| %| 85.9| % Less than 660 | 11.6| | 13.9| No FICO available | 0.2| | 0.2| | | | | | | | | | | | | | | (in millions, except weighted-|Three months en|Nine months end 2021 | 2020| 2021| 2020 Balance of new TDRs(a) | $| 82| $| 220| $| 315| $| 648 Weighted-average interest rate| 17.75| %| 17.65| %| 17.79| %| 18.21| % Weighted-average interest rate| 5.15| | 4.80| | 5.19| | 4.55| Balance of loans that redefaul| $| 13| $| 22| $| 45| $| 83 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Secured by real| |Commercial and | | Other(a)| |Total retained (in millions, except ratios) | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| | Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| | Dec 31, 2020 Loans by risk ratings | | | | | | | | | | | | | Investment-grade | $| 90,209| | $| 90,147| | | $| 68,112| | | $| 71,917| | | $| 230,185| | $| 217,209| | | $| 388,506| | | $| 379,273| Noninvestment-grade: | | | | | | | | | | | | | Noncriticized | 23,661| | 26,129| | | 56,658| | | 57,870| | | 49,097| | 33,053| | | 129,416| | | 117,052| Criticized performing | 3,922| | 3,234| | | 7,712| | | 10,991| | | 1,146| | 1,079| | | 12,780| | | 15,304| Criticized nonaccrual | 375| | 483| | | 994| | | 1,931| | | 715| | 904| | | 2,084| | | 3,318| Total noninvestment- grade | 27,958| | 29,846| | | 65,364| | | 70,792| | | 50,958| | 35,036| | | 144,280| | | 135,674| Total retained loans | $| 118,167| | $| 119,993| | | $| 133,476| | | $| 142,709| | | $| 281,143| | $| 252,245| | | $| 532,786| | | $| 514,947| % of investment-grade to total| 76.34| %| 75.13| %| | 51.03| %| | 50.39| %| | 81.87| %| 86.11| %| | 72.92| %| | 73.65| % % of total criticized to total| 3.64| | 3.10| | | 6.52| | | 9.05| | | 0.66| | 0.79| | | 2.79| | | 3.62| % of criticized nonaccrual to | 0.32| | 0.40| | | 0.74| | | 1.35| | | 0.25| | 0.36| | | 0.39| | | 0.64| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Secured by real (in millions) |September 30, 2 Term loans by origination year| |Revolving loans| | 2021 | 2020| 2019| 2018| 2017| Prior to 2017| |Within the revo|Converted to te| | Total Loans by risk ratings | | | | | | | | | | | Investment-grade | $| 15,893| | $| 16,153| | $| 18,216| | $| 9,486| | $| 8,240| | $| 21,072| | | $| 1,141| | $| 8| | | $| 90,209| Noninvestment-grade | 3,661| | 4,460| | 5,052| | 4,344| | 3,311| | 6,606| | | 522| | 2| | | 27,958| Total retained loans | $| 19,554| | $| 20,613| | $| 23,268| | $| 13,830| | $| 11,551| | $| 27,678| | | $| 1,663| | $| 10| | | $| 118,167| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Secured by real (in millions) |December 31, 20 Term loans by origination year| |Revolving loans| | 2020 | 2019| 2018| 2017| 2016| Prior to 2016| |Within the revo|Converted to te| | Total Loans by risk ratings | | | | | | | | | | | Investment-grade | $| 17,004| | $| 19,870| | $| 12,448| | $| 11,218| | $| 13,611| | $| 14,898| | | $| 1,098| | $| —| | | $| 90,147| Noninvestment-grade | 4,998| | 6,027| | 5,886| | 4,184| | 3,738| | 4,523| | | 489| | 1| | | 29,846| Total retained loans | $| 22,002| | $| 25,897| | $| 18,334| | $| 15,402| | $| 17,349| | $| 19,421| | | $| 1,587| | $| 1| | | $| 119,993| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Commercial and | (in millions) |September 30, 2| Term loans by origination year| |Revolving loans| | | 2021 | 2020| 2019| 2018| 2017| Prior to 2017| |Within the revo|Converted to te| | Total| Loans by risk ratings | | | | | | | | | | | | Investment-grade | $| 16,741| | $| 7,060| | $| 4,243| | $| 1,496| | $| 1,288| | $| 1,104| | | $| 36,179| | $| 1| | | $| 68,112| | (a) Noninvestment-grade | 13,286| | 8,498| | 5,493| | 2,733| | 1,141| | 784| | | 33,353| | 76| | | 65,364| | Total retained loans | $| 30,027| | $| 15,558| | $| 9,736| | $| 4,229| | $| 2,429| | $| 1,888| | | $| 69,532| | $| 77| | | $| 133,476| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Commercial and | (in millions) |December 31, 20| Term loans by origination year| |Revolving loans| | | 2020 | 2019| 2018| 2017| 2016| Prior to 2016| |Within the revo|Converted to te| | Total| Loans by risk ratings | | | | | | | | | | | | Investment-grade | $| 21,233| | $| 7,341| | $| 2,950| | $| 1,756| | $| 1,034| | $| 1,178| | | $| 36,424| | $| 1| | | $| 71,917| | (c) Noninvestment-grade | 15,488| | 9,189| | 5,470| | 2,323| | 611| | 786| | | 36,852| | 73| | | 70,792| | Total retained loans | $| 36,721| | $| 16,530| | $| 8,420| | $| 4,079| | $| 1,645| | $| 1,964| | | $| 73,276| | $| 74| | | $| 142,709| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Other(a) (in millions) |September 30, 2 Term loans by origination year| |Revolving loans| | 2021 | 2020| 2019| 2018| 2017| Prior to 2017| |Within the revo|Converted to te| | Total Loans by risk ratings | | | | | | | | | | | Investment-grade | $| 22,301| | $| 20,154| | $| 7,079| | $| 3,229| | $| 4,185| | $| 8,930| | | $| 163,875| | $| 432| | | $| 230,185| Noninvestment-grade | 12,011| | 3,112| | 1,488| | 1,425| | 312| | 1,574| | | 31,007| | 29| | | 50,958| Total retained loans | $| 34,312| | $| 23,266| | $| 8,567| | $| 4,654| | $| 4,497| | $| 10,504| | | $| 194,882| | $| 461| | | $| 281,143| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Other(a) (in millions) |December 31, 20 Term loans by origination year| |Revolving loans| | 2020 | 2019| 2018| 2017| 2016| Prior to 2016| |Within the revo|Converted to te| | Total Loans by risk ratings | | | | | | | | | | | Investment-grade | $| 33,190| | $| 11,116| | $| 7,455| | $| 6,804| | $| 4,089| | $| 8,252| | | $| 145,524| | $| 779| | | $| 217,209| Noninvestment-grade | 5,048| | 2,231| | 1,660| | 553| | 175| | 535| | | 24,710| | 124| | | 35,036| Total retained loans | $| 38,238| | $| 13,347| | $| 9,115| | $| 7,357| | $| 4,264| | $| 8,787| | | $| 170,234| | $| 903| | | $| 252,245| | | | | | | | | | | | | | | | | | | | | | | | | | | (in millions, except ratios) | Multifamily| |Other commercia| |Total retained Sep 30, 2021 | Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020 Retained loans secured by real| $| 72,903| | $| 73,078| | | $| 45,264| | $| 46,915| | | $| 118,167| | $| 119,993| Criticized | 1,710| | 1,144| | | 2,587| | 2,573| | | 4,297| | 3,717| % of total criticized to total| 2.35| %| 1.57| %| | 5.72| %| 5.48| %| | 3.64| %| 3.10| % Criticized nonaccrual | $| 84| | $| 56| | | $| 291| | $| 427| | | $| 375| | $| 483| % of criticized nonaccrual loa| 0.12| %| 0.08| %| | 0.64| %| 0.91| %| | 0.32| %| 0.40| % | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Secured by real| |Commercial and | | Other| |Total retained (in millions, except ratios) | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020 Loans by geographic distributi| | | | | | | | | | | Total U.S. | $| 115,155| | $| 116,990| | | $| 95,657| | $| 109,273| | | $| 203,631| | $| 180,583| | | $| 414,443| | $| 406,846| Total non-U.S. | 3,012| | 3,003| | | 37,819| | 33,436| | | 77,512| | 71,662| | | 118,343| | 108,101| Total retained loans | $| 118,167| | $| 119,993| | | $| 133,476| | $| 142,709| | | $| 281,143| | $| 252,245| | | $| 532,786| | $| 514,947| Loan delinquency(b) | | | | | | | | | | | Current and less than 30 days | $| 117,563| | $| 118,894| | | $| 131,863| | $| 140,100| | | $| 278,607| | $| 249,713| | | $| 528,033| | $| 508,707| 30–89 days past due and still | 150| | 601| | | 546| | 658| | | 1,789| | 1,606| | | 2,485| | 2,865| 90 or more days past due and s| 79| | 15| | | 73| | 20| | | 32| | 22| | | 184| | 57| Criticized nonaccrual | 375| | 483| | | 994| | 1,931| | | 715| | 904| | | 2,084| | 3,318| Total retained loans | $| 118,167| | $| 119,993| | | $| 133,476| | $| 142,709| | | $| 281,143| | $| 252,245| | | $| 532,786| | $| 514,947| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Wholesale net charge-offs/(rec|Secured by real| |Commercial and | | Other| |Total retained Three months ended September 3| 2021| 2020| | 2021| 2020| | 2021| 2020| | 2021| 2020 Net charge-offs/(recoveries) | $| 9| | $| (3)| | | $| 23| | $| 95| | | $| 5| | $| —| | | $| 37| | $| 92| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Secured by real| |Commercial and | | Other| |Total retained Nine months ended September 30| 2021| 2020| | 2021| 2020| | 2021| 2020| | 2021| 2020 Net charge-offs/(recoveries) | $| 10| | $| 9| | | $| 75| | $| 531| | | $| 15| | $| 13| | | $| 100| | $| 553| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (in millions) |Secured by real| |Commercial and | | Other| |Total retained Sep 30, 2021 | Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020 Nonaccrual loans(a) | | | | | | | | | | | With an allowance | $| 309| | $| 351| | | $| 722| | $| 1,667| | | $| 520| | $| 800| | | $| 1,551| | $| 2,818| Without an allowance(b) | 66| | 132| | | 272| | 264| | | 195| | 104| | | 533| | 500| Total nonaccrual loans(c) | $| 375| | $| 483| | | $| 994| | $| 1,931| | | $| 715| | $| 904| | | $| 2,084| | $| 3,318| Presentation: [230053001 - Disclosure - Fair Value Measurement (Tables)] [us-gaap:FairValueDisclosuresAbstract] = [none]: [us-gaap:ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:CreditRiskAdjustmentsOnDerivativeAssetsAndLiabilitiesAndDebtInstrumentsGainsLossesTextBlockTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FairValueAssetsMeasuredOnNonrecurringBasisTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:EquitySecuritiesWithoutReadilyDeterminableFairValueTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:FairValueByBalanceSheetGroupingTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:CarryingValueAndEstimatedFairValueOfWholesaleLendingRelatedCommitmentsTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Fair Value Disclosures [Abstract] Assets and liabilities measured at fair value on a recurring basis | The following table presents the assets and liabilities reported at fair value as of September 30, 2021, and December 31, 2020, by major product category and fair value hierarchy. Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative netting adjustments(f) September 30, 2021 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 273,158 $ — $ — $ 273,158 Securities borrowed — 72,833 — — 72,833 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 35,746 299 — 36,045 Residential – nonagency — 2,281 24 — 2,305 Commercial – nonagency — 1,662 19 — 1,681 Total mortgage-backed securities — 39,689 342 — 40,031 U.S. Treasury, GSEs and government agencies(a) 87,623 9,282 — — 96,905 Obligations of U.S. states and municipalities — 6,735 7 — 6,742 Certificates of deposit, bankers’ acceptances and commercial paper — 2,567 — — 2,567 Non-U.S. government debt securities 41,486 48,345 104 — 89,935 Corporate debt securities — 31,472 370 — 31,842 Loans — 6,359 982 — 7,341 Asset-backed securities — 2,569 28 — 2,597 Total debt instruments 129,109 147,018 1,833 — 277,960 Equity securities 124,349 1,658 634 — 126,641 Physical commodities(b) 6,471 12,887 — — 19,358 Other — 23,920 58 — 23,978 Total debt and equity instruments(c) 259,929 185,483 2,525 — 447,937 Derivative receivables: Interest rate 1,931 281,315 1,863 (260,343) 24,766 Credit — 10,032 492 (9,349) 1,175 Foreign exchange 235 162,182 779 (148,671) 14,525 Equity — 71,346 3,076 (63,930) 10,492 Commodity — 35,781 534 (19,365) 16,950 Total derivative receivables 2,166 560,656 6,744 (501,658) 67,908 Total trading assets(d) 262,095 746,139 9,269 (501,658) 515,845 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 73,049 — — 73,049 Residential – nonagency — 6,373 — — 6,373 Commercial – nonagency — 3,132 — — 3,132 Total mortgage-backed securities — 82,554 — — 82,554 U.S. Treasury and government agencies 121,471 — — — 121,471 Obligations of U.S. states and municipalities — 17,515 — — 17,515 Non-U.S. government debt securities 5,457 10,368 — — 15,825 Corporate debt securities — 165 95 — 260 Asset-backed securities: Collateralized loan obligations — 9,137 — — 9,137 Other — 4,828 — — 4,828 Total available-for-sale securities 126,928 124,567 95 — 251,590 Loans (e) — 58,557 2,071 — 60,628 Mortgage servicing rights — — 5,351 — 5,351 Other assets(d) 9,332 4,061 321 — 13,714 Total assets measured at fair value on a recurring basis $ 398,355 $ 1,279,315 $ 17,107 $ (501,658) $ 1,193,119 Deposits $ — $ 9,431 $ 2,377 $ — $ 11,808 Federal funds purchased and securities loaned or sold under repurchase agreements — 187,439 — — 187,439 Short-term borrowings — 17,622 2,411 — 20,033 Trading liabilities: Debt and equity instruments(c) 98,932 27,096 30 — 126,058 Derivative payables: Interest rate 1,661 248,655 1,976 (243,460) 8,832 Credit — 11,301 498 (10,406) 1,393 Foreign exchange 248 160,511 1,336 (148,090) 14,005 Equity — 79,924 6,913 (69,063) 17,774 Commodity — 33,037 1,406 (22,962) 11,481 Total derivative payables 1,909 533,428 12,129 (493,981) 53,485 Total trading liabilities 100,841 560,524 12,159 (493,981) 179,543 Accounts payable and other liabilities 4,957 332 51 — 5,340 Beneficial interests issued by consolidated VIEs — 99 — — 99 Long-term debt — 52,985 23,514 — 76,499 Total liabilities measured at fair value on a recurring basis $ 105,798 $ 828,432 $ 40,512 $ (493,981) $ 480,761 Fair value hierarchy Derivative netting adjustments(f) December 31, 2020 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 238,015 $ — $ — $ 238,015 Securities borrowed — 52,983 — — 52,983 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 68,395 449 — 68,844 Residential – nonagency — 2,138 28 — 2,166 Commercial – nonagency — 1,327 3 — 1,330 Total mortgage-backed securities — 71,860 480 — 72,340 U.S. Treasury, GSEs and government agencies(a) 104,263 10,996 — — 115,259 Obligations of U.S. states and municipalities — 7,184 8 — 7,192 Certificates of deposit, bankers’ acceptances and commercial paper — 1,230 — — 1,230 Non-U.S. government debt securities 26,772 40,671 182 — 67,625 Corporate debt securities — 21,017 507 — 21,524 Loans — 6,101 893 — 6,994 Asset-backed securities — 2,304 28 — 2,332 Total debt instruments 131,035 161,363 2,098 — 294,496 Equity securities 97,035 2,652 476 (g) — 100,163 Physical commodities(b) 6,382 5,189 — — 11,571 Other — 21,351 (g) 49 (g) — 21,400 Total debt and equity instruments(c) 234,452 190,555 2,623 — 427,630 Derivative receivables: Interest rate(g) 2,318 387,023 2,307 (355,923) 35,725 Credit(g) — 12,721 624 (12,665) 680 Foreign exchange 146 205,127 987 (190,479) 15,781 Equity — 67,093 (g) 3,519 (54,125) 16,487 Commodity — 21,272 231 (14,732) 6,771 Total derivative receivables 2,464 693,236 7,668 (627,924) 75,444 Total trading assets(d) 236,916 883,791 10,291 (627,924) 503,074 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a)(g) 7 113,294 — — 113,301 Residential – nonagency — 10,233 — — 10,233 Commercial – nonagency — 2,856 — — 2,856 Total mortgage-backed securities 7 126,383 — — 126,390 U.S. Treasury and government agencies 201,951 — — — 201,951 Obligations of U.S. states and municipalities — 20,396 — — 20,396 Non-U.S. government debt securities 13,135 9,793 — — 22,928 Corporate debt securities — 216 — — 216 Asset-backed securities: Collateralized loan obligations — 10,048 — — 10,048 Other — 6,249 — — 6,249 Total available-for-sale securities 215,093 173,085 — — 388,178 Loans(e) — 42,169 2,305 — 44,474 Mortgage servicing rights — — 3,276 — 3,276 Other assets(d) 8,110 4,561 538 — 13,209 Total assets measured at fair value on a recurring basis $ 460,119 $ 1,394,604 $ 16,410 $ (627,924) $ 1,243,209 Deposits $ — $ 11,571 $ 2,913 $ — $ 14,484 Federal funds purchased and securities loaned or sold under repurchase agreements — 155,735 — — 155,735 Short-term borrowings — 14,473 2,420 — 16,893 Trading liabilities: Debt and equity instruments(c) 82,669 16,838 51 — 99,558 Derivative payables: Interest rate(g) 2,496 349,442 2,049 (340,975) 13,012 Credit(g) — 13,984 848 (12,837) 1,995 Foreign exchange 132 214,373 1,421 (194,493) 21,433 Equity — 74,032 7,381 (55,515) 25,898 Commodity — 21,767 962 (14,444) 8,285 Total derivative payables 2,628 673,598 12,661 (618,264) 70,623 Total trading liabilities 85,297 690,436 12,712 (618,264) 170,181 Accounts payable and other liabilities 2,895 513 68 — 3,476 Beneficial interests issued by consolidated VIEs — 41 — — 41 Long-term debt — 53,420 23,397 — 76,817 Total liabilities measured at fair value on a recurring basis $ 88,192 $ 926,189 $ 41,510 $ (618,264) $ 437,627 (a)At September 30, 2021, and December 31, 2020, included total U.S. GSE obligations of $68.6 billion and $117.6 billion, respectively, which were mortgage-related. (b)Physical commodities inventories are generally accounted for at the lower of cost or net realizable value. “Net realizable value” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, net realizable value approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when net realizable value is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. Refer to Note 4 for a further discussion of the Firm’s hedge accounting relationships. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (c)Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (d)Certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At September 30, 2021, and December 31, 2020, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $813 million and $670 million, respectively. Included in these balances at September 30, 2021, and December 31, 2020, were trading assets of $56 million and $52 million, respectively, and other assets of $757 million and $618 million, respectively. (e)At September 30, 2021, and December 31, 2020, included $27.2 billion and $15.1 billion, respectively, of residential first-lien mortgages, and $8.1 billion and $6.3 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. GSEs and government agencies of $13.1 billion and $8.4 billion, respectively. (f)As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral. (g)Prior-period amounts have been revised to conform with the current presentation. The following table presents the assets and liabilities reported at fair value as of September 30, 2021, and December 31, 2020, by major product category and fair value hierarchy. The following table presents the assets and liabilities reported at fair value as of September 30, 2021, and December 31, 2020, by major product category and fair value hierarchy. Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative netting adjustments(f) September 30, 2021 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 273,158 $ — $ — $ 273,158 Securities borrowed — 72,833 — — 72,833 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 35,746 299 — 36,045 Residential – nonagency — 2,281 24 — 2,305 Commercial – nonagency — 1,662 19 — 1,681 Total mortgage-backed securities — 39,689 342 — 40,031 U.S. Treasury, GSEs and government agencies(a) 87,623 9,282 — — 96,905 Obligations of U.S. states and municipalities — 6,735 7 — 6,742 Certificates of deposit, bankers’ acceptances and commercial paper — 2,567 — — 2,567 Non-U.S. government debt securities 41,486 48,345 104 — 89,935 Corporate debt securities — 31,472 370 — 31,842 Loans — 6,359 982 — 7,341 Asset-backed securities — 2,569 28 — 2,597 Total debt instruments 129,109 147,018 1,833 — 277,960 Equity securities 124,349 1,658 634 — 126,641 Physical commodities(b) 6,471 12,887 — — 19,358 Other — 23,920 58 — 23,978 Total debt and equity instruments(c) 259,929 185,483 2,525 — 447,937 Derivative receivables: Interest rate 1,931 281,315 1,863 (260,343) 24,766 Credit — 10,032 492 (9,349) 1,175 Foreign exchange 235 162,182 779 (148,671) 14,525 Equity — 71,346 3,076 (63,930) 10,492 Commodity — 35,781 534 (19,365) 16,950 Total derivative receivables 2,166 560,656 6,744 (501,658) 67,908 Total trading assets(d) 262,095 746,139 9,269 (501,658) 515,845 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 73,049 — — 73,049 Residential – nonagency — 6,373 — — 6,373 Commercial – nonagency — 3,132 — — 3,132 Total mortgage-backed securities — 82,554 — — 82,554 U.S. Treasury and government agencies 121,471 — — — 121,471 Obligations of U.S. states and municipalities — 17,515 — — 17,515 Non-U.S. government debt securities 5,457 10,368 — — 15,825 Corporate debt securities — 165 95 — 260 Asset-backed securities: Collateralized loan obligations — 9,137 — — 9,137 Other — 4,828 — — 4,828 Total available-for-sale securities 126,928 124,567 95 — 251,590 Loans (e) — 58,557 2,071 — 60,628 Mortgage servicing rights — — 5,351 — 5,351 Other assets(d) 9,332 4,061 321 — 13,714 Total assets measured at fair value on a recurring basis $ 398,355 $ 1,279,315 $ 17,107 $ (501,658) $ 1,193,119 Deposits $ — $ 9,431 $ 2,377 $ — $ 11,808 Federal funds purchased and securities loaned or sold under repurchase agreements — 187,439 — — 187,439 Short-term borrowings — 17,622 2,411 — 20,033 Trading liabilities: Debt and equity instruments(c) 98,932 27,096 30 — 126,058 Derivative payables: Interest rate 1,661 248,655 1,976 (243,460) 8,832 Credit — 11,301 498 (10,406) 1,393 Foreign exchange 248 160,511 1,336 (148,090) 14,005 Equity — 79,924 6,913 (69,063) 17,774 Commodity — 33,037 1,406 (22,962) 11,481 Total derivative payables 1,909 533,428 12,129 (493,981) 53,485 Total trading liabilities 100,841 560,524 12,159 (493,981) 179,543 Accounts payable and other liabilities 4,957 332 51 — 5,340 Beneficial interests issued by consolidated VIEs — 99 — — 99 Long-term debt — 52,985 23,514 — 76,499 Total liabilities measured at fair value on a recurring basis $ 105,798 $ 828,432 $ 40,512 $ (493,981) $ 480,761 Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative netting adjustments(f) Derivative netting adjustments (f) September 30, 2021 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 273,158 $ — $ — $ 273,158 Securities borrowed — 72,833 — — 72,833 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) U.S. GSEs and government agencies (a) — 35,746 299 — 36,045 Residential – nonagency — 2,281 24 — 2,305 Commercial – nonagency — 1,662 19 — 1,681 Total mortgage-backed securities — 39,689 342 — 40,031 U.S. Treasury, GSEs and government agencies(a) U.S. Treasury, GSEs and government agencies (a) 87,623 9,282 — — 96,905 Obligations of U.S. states and municipalities — 6,735 7 — 6,742 Certificates of deposit, bankers’ acceptances and commercial paper Certificates of deposit, bankers’ acceptances and commercial paper — 2,567 — — 2,567 Non-U.S. government debt securities 41,486 48,345 104 — 89,935 Corporate debt securities — 31,472 370 — 31,842 Loans — 6,359 982 — 7,341 Asset-backed securities — 2,569 28 — 2,597 Total debt instruments 129,109 147,018 1,833 — 277,960 Equity securities 124,349 1,658 634 — 126,641 Physical commodities(b) Physical commodities (b) 6,471 12,887 — — 19,358 Other — 23,920 58 — 23,978 Total debt and equity instruments(c) Total debt and equity instruments (c) 259,929 185,483 2,525 — 447,937 Derivative receivables: Interest rate 1,931 281,315 1,863 (260,343) 24,766 Credit — 10,032 492 (9,349) 1,175 Foreign exchange 235 162,182 779 (148,671) 14,525 Equity — 71,346 3,076 (63,930) 10,492 Commodity — 35,781 534 (19,365) 16,950 Total derivative receivables 2,166 560,656 6,744 (501,658) 67,908 Total trading assets(d) Total trading assets (d) 262,095 746,139 9,269 (501,658) 515,845 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a) U.S. GSEs and government agencies (a) — 73,049 — — 73,049 Residential – nonagency — 6,373 — — 6,373 Commercial – nonagency — 3,132 — — 3,132 Total mortgage-backed securities — 82,554 — — 82,554 U.S. Treasury and government agencies 121,471 — — — 121,471 Obligations of U.S. states and municipalities — 17,515 — — 17,515 Non-U.S. government debt securities 5,457 10,368 — — 15,825 Corporate debt securities — 165 95 — 260 Asset-backed securities: Collateralized loan obligations — 9,137 — — 9,137 Other — 4,828 — — 4,828 Total available-for-sale securities 126,928 124,567 95 — 251,590 Loans (e) Loans (e) — 58,557 2,071 — 60,628 Mortgage servicing rights — — 5,351 — 5,351 Other assets(d) Other assets (d) 9,332 4,061 321 — 13,714 Total assets measured at fair value on a recurring basis $ 398,355 $ 1,279,315 $ 17,107 $ (501,658) $ 1,193,119 Deposits $ — $ 9,431 $ 2,377 $ — $ 11,808 Federal funds purchased and securities loaned or sold under repurchase agreements Federal funds purchased and securities loaned or sold under repurchase agreements — 187,439 — — 187,439 Short-term borrowings — 17,622 2,411 — 20,033 Trading liabilities: Debt and equity instruments(c) Debt and equity instruments (c) 98,932 27,096 30 — 126,058 Derivative payables: Interest rate 1,661 248,655 1,976 (243,460) 8,832 Credit — 11,301 498 (10,406) 1,393 Foreign exchange 248 160,511 1,336 (148,090) 14,005 Equity — 79,924 6,913 (69,063) 17,774 Commodity — 33,037 1,406 (22,962) 11,481 Total derivative payables 1,909 533,428 12,129 (493,981) 53,485 Total trading liabilities 100,841 560,524 12,159 (493,981) 179,543 Accounts payable and other liabilities 4,957 332 51 — 5,340 Beneficial interests issued by consolidated VIEs — 99 — — 99 Long-term debt — 52,985 23,514 — 76,499 Total liabilities measured at fair value on a recurring basis $ 105,798 $ 828,432 $ 40,512 $ (493,981) $ 480,761 Fair value hierarchy Derivative netting adjustments(f) December 31, 2020 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 238,015 $ — $ — $ 238,015 Securities borrowed — 52,983 — — 52,983 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) — 68,395 449 — 68,844 Residential – nonagency — 2,138 28 — 2,166 Commercial – nonagency — 1,327 3 — 1,330 Total mortgage-backed securities — 71,860 480 — 72,340 U.S. Treasury, GSEs and government agencies(a) 104,263 10,996 — — 115,259 Obligations of U.S. states and municipalities — 7,184 8 — 7,192 Certificates of deposit, bankers’ acceptances and commercial paper — 1,230 — — 1,230 Non-U.S. government debt securities 26,772 40,671 182 — 67,625 Corporate debt securities — 21,017 507 — 21,524 Loans — 6,101 893 — 6,994 Asset-backed securities — 2,304 28 — 2,332 Total debt instruments 131,035 161,363 2,098 — 294,496 Equity securities 97,035 2,652 476 (g) — 100,163 Physical commodities(b) 6,382 5,189 — — 11,571 Other — 21,351 (g) 49 (g) — 21,400 Total debt and equity instruments(c) 234,452 190,555 2,623 — 427,630 Derivative receivables: Interest rate(g) 2,318 387,023 2,307 (355,923) 35,725 Credit(g) — 12,721 624 (12,665) 680 Foreign exchange 146 205,127 987 (190,479) 15,781 Equity — 67,093 (g) 3,519 (54,125) 16,487 Commodity — 21,272 231 (14,732) 6,771 Total derivative receivables 2,464 693,236 7,668 (627,924) 75,444 Total trading assets(d) 236,916 883,791 10,291 (627,924) 503,074 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a)(g) 7 113,294 — — 113,301 Residential – nonagency — 10,233 — — 10,233 Commercial – nonagency — 2,856 — — 2,856 Total mortgage-backed securities 7 126,383 — — 126,390 U.S. Treasury and government agencies 201,951 — — — 201,951 Obligations of U.S. states and municipalities — 20,396 — — 20,396 Non-U.S. government debt securities 13,135 9,793 — — 22,928 Corporate debt securities — 216 — — 216 Asset-backed securities: Collateralized loan obligations — 10,048 — — 10,048 Other — 6,249 — — 6,249 Total available-for-sale securities 215,093 173,085 — — 388,178 Loans(e) — 42,169 2,305 — 44,474 Mortgage servicing rights — — 3,276 — 3,276 Other assets(d) 8,110 4,561 538 — 13,209 Total assets measured at fair value on a recurring basis $ 460,119 $ 1,394,604 $ 16,410 $ (627,924) $ 1,243,209 Deposits $ — $ 11,571 $ 2,913 $ — $ 14,484 Federal funds purchased and securities loaned or sold under repurchase agreements — 155,735 — — 155,735 Short-term borrowings — 14,473 2,420 — 16,893 Trading liabilities: Debt and equity instruments(c) 82,669 16,838 51 — 99,558 Derivative payables: Interest rate(g) 2,496 349,442 2,049 (340,975) 13,012 Credit(g) — 13,984 848 (12,837) 1,995 Foreign exchange 132 214,373 1,421 (194,493) 21,433 Equity — 74,032 7,381 (55,515) 25,898 Commodity — 21,767 962 (14,444) 8,285 Total derivative payables 2,628 673,598 12,661 (618,264) 70,623 Total trading liabilities 85,297 690,436 12,712 (618,264) 170,181 Accounts payable and other liabilities 2,895 513 68 — 3,476 Beneficial interests issued by consolidated VIEs — 41 — — 41 Long-term debt — 53,420 23,397 — 76,817 Total liabilities measured at fair value on a recurring basis $ 88,192 $ 926,189 $ 41,510 $ (618,264) $ 437,627 Fair value hierarchy Derivative netting adjustments(f) Derivative netting adjustments (f) December 31, 2020 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 238,015 $ — $ — $ 238,015 Securities borrowed — 52,983 — — 52,983 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies(a) U.S. GSEs and government agencies (a) — 68,395 449 — 68,844 Residential – nonagency — 2,138 28 — 2,166 Commercial – nonagency — 1,327 3 — 1,330 Total mortgage-backed securities — 71,860 480 — 72,340 U.S. Treasury, GSEs and government agencies(a) U.S. Treasury, GSEs and government agencies (a) 104,263 10,996 — — 115,259 Obligations of U.S. states and municipalities — 7,184 8 — 7,192 Certificates of deposit, bankers’ acceptances and commercial paper Certificates of deposit, bankers’ acceptances and commercial paper — 1,230 — — 1,230 Non-U.S. government debt securities 26,772 40,671 182 — 67,625 Corporate debt securities — 21,017 507 — 21,524 Loans — 6,101 893 — 6,994 Asset-backed securities — 2,304 28 — 2,332 Total debt instruments 131,035 161,363 2,098 — 294,496 Equity securities 97,035 2,652 476 (g) (g) — 100,163 Physical commodities(b) Physical commodities (b) 6,382 5,189 — — 11,571 Other — 21,351 (g) (g) 49 (g) (g) — 21,400 Total debt and equity instruments(c) Total debt and equity instruments (c) 234,452 190,555 2,623 — 427,630 Derivative receivables: Interest rate(g) Interest rate (g) 2,318 387,023 2,307 (355,923) 35,725 Credit(g) Credit (g) — 12,721 624 (12,665) 680 Foreign exchange 146 205,127 987 (190,479) 15,781 Equity — 67,093 (g) (g) 3,519 (54,125) 16,487 Commodity — 21,272 231 (14,732) 6,771 Total derivative receivables 2,464 693,236 7,668 (627,924) 75,444 Total trading assets(d) Total trading assets (d) 236,916 883,791 10,291 (627,924) 503,074 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies(a)(g) U.S. GSEs and government agencies (a)(g) 7 113,294 — — 113,301 Residential – nonagency — 10,233 — — 10,233 Commercial – nonagency — 2,856 — — 2,856 Total mortgage-backed securities 7 126,383 — — 126,390 U.S. Treasury and government agencies 201,951 — — — 201,951 Obligations of U.S. states and municipalities — 20,396 — — 20,396 Non-U.S. government debt securities 13,135 9,793 — — 22,928 Corporate debt securities — 216 — — 216 Asset-backed securities: Collateralized loan obligations — 10,048 — — 10,048 Other — 6,249 — — 6,249 Total available-for-sale securities 215,093 173,085 — — 388,178 Loans(e) Loans (e) — 42,169 2,305 — 44,474 Mortgage servicing rights — — 3,276 — 3,276 Other assets(d) Other assets (d) 8,110 4,561 538 — 13,209 Total assets measured at fair value on a recurring basis $ 460,119 $ 1,394,604 $ 16,410 $ (627,924) $ 1,243,209 Deposits $ — $ 11,571 $ 2,913 $ — $ 14,484 Federal funds purchased and securities loaned or sold under repurchase agreements Federal funds purchased and securities loaned or sold under repurchase agreements — 155,735 — — 155,735 Short-term borrowings — 14,473 2,420 — 16,893 Trading liabilities: Debt and equity instruments(c) Debt and equity instruments (c) 82,669 16,838 51 — 99,558 Derivative payables: Interest rate(g) Interest rate (g) 2,496 349,442 2,049 (340,975) 13,012 Credit(g) Credit (g) — 13,984 848 (12,837) 1,995 Foreign exchange 132 214,373 1,421 (194,493) 21,433 Equity — 74,032 7,381 (55,515) 25,898 Commodity — 21,767 962 (14,444) 8,285 Total derivative payables 2,628 673,598 12,661 (618,264) 70,623 Total trading liabilities 85,297 690,436 12,712 (618,264) 170,181 Accounts payable and other liabilities 2,895 513 68 — 3,476 Beneficial interests issued by consolidated VIEs — 41 — — 41 Long-term debt — 53,420 23,397 — 76,817 Total liabilities measured at fair value on a recurring basis $ 88,192 $ 926,189 $ 41,510 $ (618,264) $ 437,627 (a)At September 30, 2021, and December 31, 2020, included total U.S. GSE obligations of $68.6 billion and $117.6 billion, respectively, which were mortgage-related. (a) At September 30, 2021, and December 31, 2020, included total U.S. GSE obligations of $68.6 billion and $117.6 billion, respectively, which were mortgage-related. (b)Physical commodities inventories are generally accounted for at the lower of cost or net realizable value. “Net realizable value” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, net realizable value approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when net realizable value is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. Refer to Note 4 for a further discussion of the Firm’s hedge accounting relationships. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (b) Physical commodities inventories are generally accounted for at the lower of cost or net realizable value. “Net realizable value” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, net realizable value approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when net realizable value is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. Refer to Note 4 for a further discussion of the Firm’s hedge accounting relationships. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (c)Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (c) Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (d)Certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At September 30, 2021, and December 31, 2020, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $813 million and $670 million, respectively. Included in these balances at September 30, 2021, and December 31, 2020, were trading assets of $56 million and $52 million, respectively, and other assets of $757 million and $618 million, respectively. (d) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At September 30, 2021, and December 31, 2020, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $813 million and $670 million, respectively. Included in these balances at September 30, 2021, and December 31, 2020, were trading assets of $56 million and $52 million, respectively, and other assets of $757 million and $618 million, respectively. (e)At September 30, 2021, and December 31, 2020, included $27.2 billion and $15.1 billion, respectively, of residential first-lien mortgages, and $8.1 billion and $6.3 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. GSEs and government agencies of $13.1 billion and $8.4 billion, respectively. (e) At September 30, 2021, and December 31, 2020, included $27.2 billion and $15.1 billion, respectively, of residential first-lien mortgages, and $8.1 billion and $6.3 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. GSEs and government agencies of $13.1 billion and $8.4 billion, respectively. (f)As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral. (f) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral. (g)Prior-period amounts have been revised to conform with the current presentation. (g) Prior-period amounts have been revised to conform with the current presentation. | | | | | | | | | | | | | | | | | | | | | | | Assets and liabilities measure| | | | | | |Fair value hier| |Derivative nett| | | | | | | September 30, 2021 (in million| Level 1| Level 2| | Level 3| |Total fair valu Federal funds sold and securit| $| —| | $| 273,158| | | $| —| | | $| —| | $| 273,158| Securities borrowed | —| | 72,833| | | —| | | —| | 72,833| Trading assets: | | | | | | | Debt instruments: | | | | | | | Mortgage-backed securities: | | | | | | | U.S. GSEs and government agenc| —| | 35,746| | | 299| | | —| | 36,045| Residential – nonagency | —| | 2,281| | | 24| | | —| | 2,305| Commercial – nonagency | —| | 1,662| | | 19| | | —| | 1,681| Total mortgage-backed securiti| —| | 39,689| | | 342| | | —| | 40,031| U.S. Treasury, GSEs and govern| 87,623| | 9,282| | | —| | | —| | 96,905| Obligations of U.S. states and| —| | 6,735| | | 7| | | —| | 6,742| Certificates of deposit, banke| —| | 2,567| | | —| | | —| | 2,567| Non-U.S. government debt secur| 41,486| | 48,345| | | 104| | | —| | 89,935| Corporate debt securities | —| | 31,472| | | 370| | | —| | 31,842| Loans | —| | 6,359| | | 982| | | —| | 7,341| Asset-backed securities | —| | 2,569| | | 28| | | —| | 2,597| Total debt instruments | 129,109| | 147,018| | | 1,833| | | —| | 277,960| Equity securities | 124,349| | 1,658| | | 634| | | —| | 126,641| Physical commodities(b) | 6,471| | 12,887| | | —| | | —| | 19,358| Other | —| | 23,920| | | 58| | | —| | 23,978| Total debt and equity instrume| 259,929| | 185,483| | | 2,525| | | —| | 447,937| Derivative receivables: | | | | | | | Interest rate | 1,931| | 281,315| | | 1,863| | | (260,343)| | 24,766| Credit | —| | 10,032| | | 492| | | (9,349)| | 1,175| Foreign exchange | 235| | 162,182| | | 779| | | (148,671)| | 14,525| Equity | —| | 71,346| | | 3,076| | | (63,930)| | 10,492| Commodity | —| | 35,781| | | 534| | | (19,365)| | 16,950| Total derivative receivables | 2,166| | 560,656| | | 6,744| | | (501,658)| | 67,908| Total trading assets(d) | 262,095| | 746,139| | | 9,269| | | (501,658)| | 515,845| Available-for-sale securities:| | | | | | | Mortgage-backed securities: | | | | | | | U.S. GSEs and government agenc| —| | 73,049| | | —| | | —| | 73,049| Residential – nonagency | —| | 6,373| | | —| | | —| | 6,373| Commercial – nonagency | —| | 3,132| | | —| | | —| | 3,132| Total mortgage-backed securiti| —| | 82,554| | | —| | | —| | 82,554| U.S. Treasury and government a| 121,471| | —| | | —| | | —| | 121,471| Obligations of U.S. states and| —| | 17,515| | | —| | | —| | 17,515| | | | | | | | Non-U.S. government debt secur| 5,457| | 10,368| | | —| | | —| | 15,825| Corporate debt securities | —| | 165| | | 95| | | —| | 260| Asset-backed securities: | | | | | | | Collateralized loan obligation| —| | 9,137| | | —| | | —| | 9,137| Other | —| | 4,828| | | —| | | —| | 4,828| | | | | | | | Total available-for-sale secur| 126,928| | 124,567| | | 95| | | —| | 251,590| Loans (e) | —| | 58,557| | | 2,071| | | —| | 60,628| Mortgage servicing rights | —| | —| | | 5,351| | | —| | 5,351| Other assets(d) | 9,332| | 4,061| | | 321| | | —| | 13,714| Total assets measured at fair | $| 398,355| | $| 1,279,315| | | $| 17,107| | | $| (501,658)| | $| 1,193,119| Deposits | $| —| | $| 9,431| | | $| 2,377| | | $| —| | $| 11,808| Federal funds purchased and se| —| | 187,439| | | —| | | —| | 187,439| Short-term borrowings | —| | 17,622| | | 2,411| | | —| | 20,033| Trading liabilities: | | | | | | | Debt and equity instruments(c)| 98,932| | 27,096| | | 30| | | —| | 126,058| Derivative payables: | | | | | | | Interest rate | 1,661| | 248,655| | | 1,976| | | (243,460)| | 8,832| Credit | —| | 11,301| | | 498| | | (10,406)| | 1,393| Foreign exchange | 248| | 160,511| | | 1,336| | | (148,090)| | 14,005| Equity | —| | 79,924| | | 6,913| | | (69,063)| | 17,774| Commodity | —| | 33,037| | | 1,406| | | (22,962)| | 11,481| Total derivative payables | 1,909| | 533,428| | | 12,129| | | (493,981)| | 53,485| Total trading liabilities | 100,841| | 560,524| | | 12,159| | | (493,981)| | 179,543| Accounts payable and other lia| 4,957| | 332| | | 51| | | —| | 5,340| Beneficial interests issued by| —| | 99| | | —| | | —| | 99| Long-term debt | —| | 52,985| | | 23,514| | | —| | 76,499| Total liabilities measured at | $| 105,798| | $| 828,432| | | $| 40,512| | | $| (493,981)| | $| 480,761| | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value hier| |Derivative nett| | | | | | | | | December 31, 2020 (in millions| Level 1| Level 2| | Level 3| | |Total fair valu Federal funds sold and securit| $| —| | $| 238,015| | | $| —| | | $| —| | | $| 238,015| Securities borrowed | —| | 52,983| | | —| | | —| | | 52,983| Trading assets: | | | | | | | | Debt instruments: | | | | | | | | Mortgage-backed securities: | | | | | | | | U.S. GSEs and government agenc| —| | 68,395| | | 449| | | —| | | 68,844| Residential – nonagency | —| | 2,138| | | 28| | | —| | | 2,166| Commercial – nonagency | —| | 1,327| | | 3| | | —| | | 1,330| Total mortgage-backed securiti| —| | 71,860| | | 480| | | —| | | 72,340| U.S. Treasury, GSEs and govern| 104,263| | 10,996| | | —| | | —| | | 115,259| Obligations of U.S. states and| —| | 7,184| | | 8| | | —| | | 7,192| Certificates of deposit, banke| —| | 1,230| | | —| | | —| | | 1,230| Non-U.S. government debt secur| 26,772| | 40,671| | | 182| | | —| | | 67,625| Corporate debt securities | —| | 21,017| | | 507| | | —| | | 21,524| Loans | —| | 6,101| | | 893| | | —| | | 6,994| Asset-backed securities | —| | 2,304| | | 28| | | —| | | 2,332| Total debt instruments | 131,035| | 161,363| | | 2,098| | | —| | | 294,496| Equity securities | 97,035| | 2,652| | | 476| | (g)| —| | | 100,163| Physical commodities(b) | 6,382| | 5,189| | | —| | | —| | | 11,571| Other | —| | 21,351| | (g)| 49| | (g)| —| | | 21,400| Total debt and equity instrume| 234,452| | 190,555| | | 2,623| | | —| | | 427,630| Derivative receivables: | | | | | | | | Interest rate(g) | 2,318| | 387,023| | | 2,307| | | (355,923)| | | 35,725| Credit(g) | —| | 12,721| | | 624| | | (12,665)| | | 680| Foreign exchange | 146| | 205,127| | | 987| | | (190,479)| | | 15,781| Equity | —| | 67,093| | (g)| 3,519| | | (54,125)| | | 16,487| Commodity | —| | 21,272| | | 231| | | (14,732)| | | 6,771| Total derivative receivables | 2,464| | 693,236| | | 7,668| | | (627,924)| | | 75,444| Total trading assets(d) | 236,916| | 883,791| | | 10,291| | | (627,924)| | | 503,074| Available-for-sale securities:| | | | | | | | Mortgage-backed securities: | | | | | | | | U.S. GSEs and government agenc| 7| | 113,294| | | —| | | —| | | 113,301| Residential – nonagency | —| | 10,233| | | —| | | —| | | 10,233| Commercial – nonagency | —| | 2,856| | | —| | | —| | | 2,856| Total mortgage-backed securiti| 7| | 126,383| | | —| | | —| | | 126,390| U.S. Treasury and government a| 201,951| | —| | | —| | | —| | | 201,951| Obligations of U.S. states and| —| | 20,396| | | —| | | —| | | 20,396| | | | | | | | | Non-U.S. government debt secur| 13,135| | 9,793| | | —| | | —| | | 22,928| Corporate debt securities | —| | 216| | | —| | | —| | | 216| Asset-backed securities: | | | | | | | | Collateralized loan obligation| —| | 10,048| | | —| | | —| | | 10,048| Other | —| | 6,249| | | —| | | —| | | 6,249| | | | | | | | | Total available-for-sale secur| 215,093| | 173,085| | | —| | | —| | | 388,178| Loans(e) | —| | 42,169| | | 2,305| | | —| | | 44,474| Mortgage servicing rights | —| | —| | | 3,276| | | —| | | 3,276| Other assets(d) | 8,110| | 4,561| | | 538| | | —| | | 13,209| Total assets measured at fair | $| 460,119| | $| 1,394,604| | | $| 16,410| | | $| (627,924)| | | $| 1,243,209| Deposits | $| —| | $| 11,571| | | $| 2,913| | | $| —| | | $| 14,484| Federal funds purchased and se| —| | 155,735| | | —| | | —| | | 155,735| Short-term borrowings | —| | 14,473| | | 2,420| | | —| | | 16,893| Trading liabilities: | | | | | | | | Debt and equity instruments(c)| 82,669| | 16,838| | | 51| | | —| | | 99,558| Derivative payables: | | | | | | | | Interest rate(g) | 2,496| | 349,442| | | 2,049| | | (340,975)| | | 13,012| Credit(g) | —| | 13,984| | | 848| | | (12,837)| | | 1,995| Foreign exchange | 132| | 214,373| | | 1,421| | | (194,493)| | | 21,433| Equity | —| | 74,032| | | 7,381| | | (55,515)| | | 25,898| Commodity | —| | 21,767| | | 962| | | (14,444)| | | 8,285| Total derivative payables | 2,628| | 673,598| | | 12,661| | | (618,264)| | | 70,623| Total trading liabilities | 85,297| | 690,436| | | 12,712| | | (618,264)| | | 170,181| Accounts payable and other lia| 2,895| | 513| | | 68| | | —| | | 3,476| Beneficial interests issued by| —| | 41| | | —| | | —| | | 41| Long-term debt | —| | 53,420| | | 23,397| | | —| | | 76,817| Total liabilities measured at | $| 88,192| | $| 926,189| | | $| 41,510| | | $| (618,264)| | | $| 437,627| Fair value inputs, assets and liabilities, quantitative information | Level 3 inputs(a)September 30, 2021Product/InstrumentFair value(in millions)Principal valuation techniqueUnobservable inputs(g)Range of input valuesAverage(i)Residential mortgage-backed securities and loans(b)$1,161 Discounted cash flowsYield(2)%–15%4%Prepayment speed0%–100%12%Conditional default rate0%–30%5%Loss severity0%–110%5%Commercial mortgage-backed securities and loans(c)480 Market comparablesPrice$0–$100$84Corporate debt securities465 Market comparablesPrice$2–$150$95Loans(d)1,754 Market comparablesPrice$5–$104$86Asset-backed securities28 Market comparablesPrice$6–$99$56Net interest rate derivatives(118)Option pricingInterest rate volatility8bps–569bps120bpsInterest rate spread volatility11bps–23bps15bpsInterest rate correlation(65)%–95%33%IR-FX correlation(35)%–50%(3)%5 Discounted cash flowsPrepayment speed0%–30%8%Net credit derivatives(56)Discounted cash flowsCredit correlation33%–63%45%Credit spread1bps–2,539 bps395bpsRecovery rate40%–67%54%Conditional default rate100%100%Loss severity100%100%50 Market comparablesPrice$0$115$78Net foreign exchange derivatives(448)Option pricingIR-FX correlation(40)%–65%21%(109)Discounted cash flowsPrepayment speed9%9%9%Net equity derivatives(3,837)Option pricingForward equity price(h)61%–123%99%Equity volatility2%–144%29%Equity correlation12%–100%55%Equity-FX correlation(79)%–59%(27)%Equity-IR correlation15%–50%28%Net commodity derivatives(872)Option pricingOil Commodity Forward$635 / MT–$850 / MT$743 / MTForward power price$24 / MWH–$64 / MWH$44 / MWHCommodity volatility2%–142%72%Commodity correlation(50)%–77%14%MSRs5,351 Discounted cash flowsRefer to Note 14Long-term debt, short-term borrowings, and deposits(e)27,319 Option pricingInterest rate volatility8bps–569bps120bpsInterest rate correlation(65)%–95%33%IR-FX correlation(35)%–50%(3)%Equity correlation12%–100%55%Equity-FX correlation(79)%–59%(27)%Equity-IR correlation15%–50%28%983 Discounted cash flowsCredit correlation33%–63%45%Other level 3 assets and liabilities, net(f)1,043 (a)The categories presented in the table have been aggregated based upon the product type, which may differ from their classification on the Consolidated balance sheets. Furthermore, the inputs presented for each valuation technique in the table are, in some cases, not applicable to every instrument valued using the technique as the characteristics of the instruments can differ.(b)Comprises U.S. GSE and government agency securities of $299 million, nonagency securities of $24 million and non-trading loans of $838 million.(c)Comprises nonagency securities of $19 million, trading loans of $41 million and non-trading loans of $420 million.(d)Comprises trading loans of $941 million and non-trading loans of $813 million.(e)Long-term debt, short-term borrowings and deposits include structured notes issued by the Firm that are financial instruments that typically contain embedded derivatives. The estimation of the fair value of structured notes includes the derivative features embedded within the instrument. The significant unobservable inputs are broadly consistent with those presented for derivative receivables.(f)Includes equity securities of $1.0 billion including $379 million in Other Assets, for which quoted prices are not readily available and the fair value is generally based on internal valuation techniques such as EBITDA multiples and comparable analysis. All other level 3 assets and liabilities are insignificant both individually and in aggregate.(g)Price is a significant unobservable input for certain instruments. When quoted market prices are not readily available, reliance is generally placed on price-based internal valuation techniques. The price input is expressed assuming a par value of $100.(h)Forward equity price is expressed as a percentage of the current equity price.(i)Amounts represent weighted averages except for derivative related inputs where arithmetic averages are used. Changes in level 3 recurring fair value measurements | The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and nine months ended September 30, 2021 and 2020. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable inputs to the overall fair value measurement. However, level 3 financial instruments typically include, in addition to the unobservable or level 3 components, observable components (that is, components that are actively quoted and can be validated to external sources); accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology. Also, the Firm risk-manages the observable components of level 3 financial instruments using securities and derivative positions that are classified within level 1 or 2 of the fair value hierarchy; as these level 1 and level 2 risk management instruments are not included below, the gains or losses in the following tables do not reflect the effect of the Firm’s risk management activities related to such level 3 instruments. Fair value measurements using significant unobservable inputs Three months ended September 30, 2021 (in millions) Fair value at July 1, 2021 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2021 Purchases(f) Sales Settlements(g) Assets:(a) Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies $ 329 $ (12) $ 13 $ (6) $ (25) $ — $ — $ 299 $ (12) Residential – nonagency 16 — 9 — (1) — — 24 (1) Commercial – nonagency 10 7 1 — (13) 14 — 19 6 Total mortgage-backed securities 355 (5) 23 (6) (39) 14 — 342 (7) Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities 183 (2) 128 (98) — — (107) 104 (1) Corporate debt securities 487 (33) 38 (115) (3) 25 (29) 370 (25) Loans 795 — 219 (197) (130) 409 (114) 982 2 Asset-backed securities 35 1 3 (4) — — (7) 28 — Total debt instruments 1,863 (39) 411 (420) (173) 448 (257) 1,833 (31) Equity securities 690 (41) 5 (44) — 62 (38) 634 (34) Other 47 26 17 — (31) — (1) 58 26 Total trading assets – debt and equity instruments 2,600 (54) (c) 433 (464) (204) 510 (296) 2,525 (39) (c) Net derivative receivables:(b) Interest rate (22) 618 21 (44) (683) 13 (16) (113) 246 Credit (17) (9) 4 (7) 59 (4) (32) (6) (1) Foreign exchange (583) 2 28 (44) 41 (5) 4 (557) 15 Equity (4,936) 723 192 (1,001) 912 214 59 (3,837) 397 Commodity (1,167) 88 130 (88) 156 (2) 11 (872) 178 Total net derivative receivables (6,725) 1,422 (c) 375 (1,184) 485 216 26 (5,385) 835 (c) Available-for-sale securities: Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities — — 95 — — — — 95 — Loans 1,734 (13) (c) 209 (1) (180) 427 (105) 2,071 (11) (c) Mortgage servicing rights 4,549 (11) (d) 1,013 1 (201) — — 5,351 (11) (d) Other assets 518 (35) (c) 3 — (165) — — 321 (34) (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2021 (in millions) Fair value at July 1, 2021 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2021 Purchases Sales Issuances Settlements(g) Liabilities:(a) Deposits $ 2,684 $ (11) (c)(e) $ — $ — $ 33 $ (172) $ — $ (157) $ 2,377 $ (7) (c)(e) Short-term borrowings 3,075 (699) (c)(e) — — 1,166 (1,121) — (10) 2,411 (124) (c)(e) Trading liabilities – debt and equity instruments 36 (2) (c) (8) 2 — — 3 (1) 30 1 (c) Accounts payable and other liabilities 51 — — — — — — — 51 1 (c) Long-term debt 23,527 (216) (c)(e) — — 2,950 (2,512) 11 (246) 23,514 (242) (c)(e) Fair value measurements using significant unobservable inputs Three months ended September 30, 2020 (in millions) Fair value at July 1, 2020 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2020 Purchases(f) Sales Settlements(g) Assets:(a) Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies $ 469 $ (4) $ 110 $ (28) $ (40) $ — $ — $ 507 $ (2) Residential – nonagency 23 — 8 (2) (1) — (3) 25 — Commercial – nonagency 2 — — — — — — 2 — Total mortgage-backed securities 494 (4) 118 (30) (41) — (3) 534 (2) Obligations of U.S. states and municipalities 8 — — — — — — 8 — Non-U.S. government debt securities 167 6 25 (23) (2) — (8) 165 6 Corporate debt securities 946 45 114 (33) (225) 4 (202) 649 45 Loans 905 22 240 (173) (21) 69 (312) 730 8 Asset-backed securities 39 3 5 (21) (2) 9 — 33 — Total debt instruments 2,559 72 502 (280) (291) 82 (525) 2,119 57 Equity securities 191 24 13 (104) — 104 (42) 186 29 Other 379 75 203 (4) (2) 2 — 653 77 Total trading assets – debt and equity instruments 3,129 171 (c) 718 (388) (293) 188 (567) 2,958 163 (c) Net derivative receivables:(b) Interest rate (104) 657 15 (30) (647) 35 102 28 323 Credit (137) (62) 22 (16) 154 (12) 2 (49) (21) Foreign exchange (595) (57) 7 (7) (34) 7 3 (676) (90) Equity (2,036) (1,437) 323 (384) 29 33 369 (3,103) (1,051) Commodity (297) 15 11 (79) 36 (302) (5) (621) 39 Total net derivative receivables (3,169) (884) (c) 378 (516) (462) (239) 471 (4,421) (800) (c) Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Total available-for-sale securities — — — — — — — — — Loans 1,874 (44) (c) 197 (44) (324) 316 (169) 1,806 (44) (c) Mortgage servicing rights 3,080 34 (d) 221 (104) (215) — — 3,016 34 (d) Other assets 701 (21) (c) 5 — (27) — — 658 32 (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2020 (in millions) Fair value at July 1, 2020 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2020 Purchases Sales Issuances Settlements(g) Liabilities:(a) Deposits $ 3,217 $ 43 (c)(e) $ — $ — $ 170 $ (110) $ — $ (264) $ 3,056 $ 87 (c)(e) Short-term borrowings 2,305 (47) (c)(e) — — 1,421 (1,093) 25 (3) 2,608 (47) (c)(e) Trading liabilities – debt and equity instruments 59 (2) (c) (5) 5 — 1 3 (4) 57 (3) (c) Accounts payable and other liabilities 91 3 (c) (62) 4 — — 8 — 44 3 (c) Beneficial interests issued by consolidated VIEs — — — — — — — — — — Long-term debt 22,728 766 (c)(e) — — 1,225 (2,493) 78 (88) 22,216 646 (c)(e) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 (in millions) Fair value at January 1, 2021 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2021 Purchases(f) Sales Settlements(g) Assets:(a) Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies $ 449 $ (22) $ 20 $ (62) $ (86) $ 1 $ (1) $ 299 $ (25) Residential – nonagency 28 1 24 (24) (4) — (1) 24 (2) Commercial – nonagency 3 7 12 (1) (16) 14 — 19 6 Total mortgage-backed securities 480 (14) 56 (87) (106) 15 (2) 342 (21) Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities 182 (10) 330 (284) (7) — (107) 104 (2) Corporate debt securities 507 (18) 357 (415) (3) 138 (196) 370 (3) Loans 893 6 785 (434) (256) 584 (596) 982 — Asset-backed securities 28 8 41 (43) (1) 2 (7) 28 — Total debt instruments 2,098 (28) 1,569 (1,263) (374) 739 (908) 1,833 (26) Equity securities 476 (38) 258 (114) — 140 (88) 634 (92) Other 49 74 118 — (86) 3 (100) 58 37 Total trading assets – debt and equity instruments 2,623 8 (c) 1,945 (1,377) (460) 882 (1,096) 2,525 (81) (c) Net derivative receivables:(b) Interest rate 258 1,587 92 (146) (1,874) 68 (98) (113) 212 Credit (224) 140 6 (11) 103 (13) (7) (6) 143 Foreign exchange (434) (196) 67 (98) 140 6 (42) (557) (44) Equity (3,862) (195) 667 (2,246) 1,638 233 (72) (3,837) (187) Commodity (731) (505) 140 (382) 600 (3) 9 (872) (223) Total net derivative receivables (4,993) 831 (c) 972 (2,883) 607 291 (210) (5,385) (99) (c) Available-for-sale securities: Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities — — 95 — — — — 95 — Loans 2,305 (79) (c) 516 (326) (699) 1,027 (673) 2,071 (92) (c) Mortgage servicing rights 3,276 258 (d) 2,410 (23) (570) — — 5,351 258 (d) Other assets 538 9 (c) 10 (18) (217) — (1) 321 22 (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 (in millions) Fair value at January 1, 2021 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2021 Purchases Sales Issuances Settlements(g) Liabilities:(a) Deposits $ 2,913 $ (67) (c)(e) $ — $ — $ 252 $ (360) $ 2 $ (363) $ 2,377 $ (60) (c)(e) Short-term borrowings 2,420 (1,095) (c)(e) — — 5,479 (4,333) 9 (69) 2,411 (117) (c)(e) Trading liabilities – debt and equity instruments 51 (6) (c) (100) 36 — — 62 (13) 30 (2) (c) Accounts payable and other liabilities 68 (10) (c) — 1 — — — (8) 51 (9) (c) Long-term debt 23,397 190 (c)(e) — — 9,884 (9,250) 29 (736) 23,514 48 (c)(e) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2020 Purchases(f) Sales Settlements(g) Assets:(a) Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies $ 797 $ (153) $ 134 $ (149) $ (122) $ — $ — $ 507 $ (140) Residential – nonagency 23 (1) 12 (4) (2) — (3) 25 2 Commercial – nonagency 4 — 1 — (1) 1 (3) 2 4 Total mortgage-backed securities 824 (154) 147 (153) (125) 1 (6) 534 (134) Obligations of U.S. states and municipalities 10 — — (1) (1) — — 8 — Non-U.S. government debt securities 155 10 164 (148) (7) — (9) 165 7 Corporate debt securities 558 (10) 475 (131) (234) 296 (305) 649 13 Loans 673 (72) 829 (400) (130) 676 (846) 730 (35) Asset-backed securities 37 (4) 42 (36) (5) 9 (10) 33 (1) Total debt instruments 2,257 (230) 1,657 (869) (502) 982 (1,176) 2,119 (150) Equity securities 196 (79) 37 (109) — 259 (118) 186 (40) Other 232 239 213 (9) (23) 4 (3) 653 263 Total trading assets – debt and equity instruments 2,685 (70) (c) 1,907 (987) (525) 1,245 (1,297) 2,958 73 (c) Net derivative receivables:(b) Interest rate (332) 2,052 102 (97) (1,510) (317) 130 28 290 Credit (139) — 70 (150) 137 59 (26) (49) 24 Foreign exchange (607) (214) 46 (16) 75 15 25 (676) (181) Equity (3,395) 564 912 (1,473) 558 (524) 255 (3,103) 1,342 Commodity (16) (248) 22 (107) 54 (306) (20) (621) 363 Total net derivative receivables (4,489) 2,154 (c) 1,152 (1,843) (686) (1,073) 364 (4,421) 1,838 (c) Available-for-sale securities: Mortgage-backed securities 1 — — — (1) — — — — Total available-for-sale securities 1 — — — (1) — — — — Loans 516 (195) (c) 450 (77) (678) 2,312 (522) 1,806 (147) (c) Mortgage servicing rights 4,699 (1,459) (d) 663 (177) (710) — — 3,016 (1,459) (d) Other assets 917 (56) (c) 66 (28) (281) 40 — 658 4 (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2020 Purchases Sales Issuances Settlements(g) Liabilities:(a) Deposits $ 3,360 $ 88 (c)(e) $ — $ — $ 636 $ (538) $ 265 $ (755) $ 3,056 $ 137 (c)(e) Short-term borrowings 1,674 (294) (c)(e) — — 3,961 (2,769) 77 (41) 2,608 (27) (c)(e) Trading liabilities – debt and equity instruments 41 1 (c) (81) 12 — (4) 96 (8) 57 — Accounts payable and other liabilities 45 (1) (c) (85) 37 — — 48 — 44 1 (c) Long-term debt 23,339 (639) (c)(e) — — 7,432 (7,851) 1,056 (1,121) 22,216 (507) (c)(e) (a)Level 3 assets at fair value as a percentage of total Firm assets at fair value (including assets measured at fair value on a nonrecurring basis) were 2% and 1% at September 30, 2021 and December 31, 2020, respectively. Level 3 liabilities at fair value as a percentage of total Firm liabilities at fair value (including liabilities measured at fair value on a nonrecurring basis) were 8% and 9% at September 30, 2021 and December 31, 2020, respectively. (b)All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty. (c)Predominantly reported in principal transactions revenue, except for changes in fair value for CCB mortgage loans and lending-related commitments originated with the intent to sell, and mortgage loan purchase commitments, which are reported in mortgage fees and related income. (d)Changes in fair value for MSRs are reported in mortgage fees and related income. (e)Realized (gains)/losses due to DVA for fair value option elected liabilities are reported in principal transactions revenue, and were not material for the three and nine months ended September 30, 2021 and 2020. Unrealized (gains)/losses are reported in OCI, and were $318 million and $120 million for the three months ended September 30, 2021 and 2020, respectively, and $300 million and $(78) million for the nine months ended September 30, 2021 and 2020, respectively. (f)Loan originations are included in purchases. (g)Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, deconsolidations associated with beneficial interests in VIEs and other items. Fair value measurements using significant unobservable inputs Three months ended September 30, 2021 (in millions) Fair value at July 1, 2021 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2021 Purchases(f) Purchases (f) Sales Settlements(g) Settlements (g) Assets:(a) Assets: (a) Trading assets: Debt instruments: Mortgage-backed securities: Mortgage-backed securities: U.S. GSEs and government agencies U.S. GSEs and government agencies $ 329 $ (12) $ 13 $ (6) $ (25) $ — $ — $ 299 $ (12) Residential – nonagency 16 — 9 — (1) — — 24 (1) Commercial – nonagency Commercial – nonagency 10 7 1 — (13) 14 — 19 6 Total mortgage-backed securities Total mortgage-backed securities 355 (5) 23 (6) (39) 14 — 342 (7) Obligations of U.S. states and municipalities Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities Non-U.S. government debt securities 183 (2) 128 (98) — — (107) 104 (1) Corporate debt securities 487 (33) 38 (115) (3) 25 (29) 370 (25) Loans 795 — 219 (197) (130) 409 (114) 982 2 Asset-backed securities 35 1 3 (4) — — (7) 28 — Total debt instruments 1,863 (39) 411 (420) (173) 448 (257) 1,833 (31) Equity securities 690 (41) 5 (44) — 62 (38) 634 (34) Other 47 26 17 — (31) — (1) 58 26 Total trading assets – debt and equity instruments Total trading assets – debt and equity instruments 2,600 (54) (c) (c) 433 (464) (204) 510 (296) 2,525 (39) (c) (c) Net derivative receivables:(b) Net derivative receivables: (b) Interest rate (22) 618 21 (44) (683) 13 (16) (113) 246 Credit (17) (9) 4 (7) 59 (4) (32) (6) (1) Foreign exchange (583) 2 28 (44) 41 (5) 4 (557) 15 Equity (4,936) 723 192 (1,001) 912 214 59 (3,837) 397 Commodity (1,167) 88 130 (88) 156 (2) 11 (872) 178 Total net derivative receivables Total net derivative receivables (6,725) 1,422 (c) (c) 375 (1,184) 485 216 26 (5,385) 835 (c) (c) Available-for-sale securities: Available-for-sale securities: Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities Total available-for-sale securities — — 95 — — — — 95 — Loans 1,734 (13) (c) (c) 209 (1) (180) 427 (105) 2,071 (11) (c) (c) Mortgage servicing rights 4,549 (11) (d) (d) 1,013 1 (201) — — 5,351 (11) (d) (d) Other assets 518 (35) (c) (c) 3 — (165) — — 321 (34) (c) (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2021 (in millions) Fair value at July 1, 2021 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2021 Purchases Sales Issuances Settlements(g) Settlements (g) Liabilities:(a) Liabilities: (a) Deposits $ 2,684 $ (11) (c)(e) (c)(e) $ — $ — $ 33 $ (172) $ — $ (157) $ 2,377 $ (7) (c)(e) (c)(e) Short-term borrowings 3,075 (699) (c)(e) (c)(e) — — 1,166 (1,121) — (10) 2,411 (124) (c)(e) (c)(e) Trading liabilities – debt and equity instruments Trading liabilities – debt and equity instruments 36 (2) (c) (c) (8) 2 — — 3 (1) 30 1 (c) (c) Accounts payable and other liabilities Accounts payable and other liabilities 51 — — — — — — — 51 1 (c) (c) Long-term debt 23,527 (216) (c)(e) (c)(e) — — 2,950 (2,512) 11 (246) 23,514 (242) (c)(e) (c)(e) Fair value measurements using significant unobservable inputs Three months ended September 30, 2020 (in millions) Fair value at July 1, 2020 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2020 Purchases(f) Purchases (f) Sales Settlements(g) Settlements (g) Assets:(a) Assets: (a) Trading assets: Debt instruments: Mortgage-backed securities: Mortgage-backed securities: U.S. GSEs and government agencies U.S. GSEs and government agencies $ 469 $ (4) $ 110 $ (28) $ (40) $ — $ — $ 507 $ (2) Residential – nonagency 23 — 8 (2) (1) — (3) 25 — Commercial – nonagency 2 — — — — — — 2 — Total mortgage-backed securities Total mortgage-backed securities 494 (4) 118 (30) (41) — (3) 534 (2) Obligations of U.S. states and municipalities Obligations of U.S. states and municipalities 8 — — — — — — 8 — Non-U.S. government debt securities Non-U.S. government debt securities 167 6 25 (23) (2) — (8) 165 6 Corporate debt securities 946 45 114 (33) (225) 4 (202) 649 45 Loans 905 22 240 (173) (21) 69 (312) 730 8 Asset-backed securities 39 3 5 (21) (2) 9 — 33 — Total debt instruments 2,559 72 502 (280) (291) 82 (525) 2,119 57 Equity securities 191 24 13 (104) — 104 (42) 186 29 Other 379 75 203 (4) (2) 2 — 653 77 Total trading assets – debt and equity instruments Total trading assets – debt and equity instruments 3,129 171 (c) (c) 718 (388) (293) 188 (567) 2,958 163 (c) (c) Net derivative receivables:(b) Net derivative receivables: (b) Interest rate (104) 657 15 (30) (647) 35 102 28 323 Credit (137) (62) 22 (16) 154 (12) 2 (49) (21) Foreign exchange (595) (57) 7 (7) (34) 7 3 (676) (90) Equity (2,036) (1,437) 323 (384) 29 33 369 (3,103) (1,051) Commodity (297) 15 11 (79) 36 (302) (5) (621) 39 Total net derivative receivables Total net derivative receivables (3,169) (884) (c) (c) 378 (516) (462) (239) 471 (4,421) (800) (c) (c) Available-for-sale securities: Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Total available-for-sale securities Total available-for-sale securities — — — — — — — — — Loans 1,874 (44) (c) (c) 197 (44) (324) 316 (169) 1,806 (44) (c) (c) Mortgage servicing rights 3,080 34 (d) (d) 221 (104) (215) — — 3,016 34 (d) (d) Other assets 701 (21) (c) (c) 5 — (27) — — 658 32 (c) (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2020 (in millions) Fair value at July 1, 2020 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2020 Purchases Sales Issuances Settlements(g) Settlements (g) Liabilities:(a) Liabilities: (a) Deposits $ 3,217 $ 43 (c)(e) (c)(e) $ — $ — $ 170 $ (110) $ — $ (264) $ 3,056 $ 87 (c)(e) (c)(e) Short-term borrowings 2,305 (47) (c)(e) (c)(e) — — 1,421 (1,093) 25 (3) 2,608 (47) (c)(e) (c)(e) Trading liabilities – debt and equity instruments Trading liabilities – debt and equity instruments 59 (2) (c) (c) (5) 5 — 1 3 (4) 57 (3) (c) (c) Accounts payable and other liabilities Accounts payable and other liabilities 91 3 (c) (c) (62) 4 — — 8 — 44 3 (c) (c) Beneficial interests issued by consolidated VIEs Beneficial interests issued by consolidated VIEs — — — — — — — — — — Long-term debt 22,728 766 (c)(e) (c)(e) — — 1,225 (2,493) 78 (88) 22,216 646 (c)(e) (c)(e) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 (in millions) Fair value at January 1, 2021 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2021 Purchases(f) Purchases (f) Sales Settlements(g) Settlements (g) Assets:(a) Assets: (a) Trading assets: Debt instruments: Mortgage-backed securities: Mortgage-backed securities: U.S. GSEs and government agencies U.S. GSEs and government agencies $ 449 $ (22) $ 20 $ (62) $ (86) $ 1 $ (1) $ 299 $ (25) Residential – nonagency 28 1 24 (24) (4) — (1) 24 (2) Commercial – nonagency 3 7 12 (1) (16) 14 — 19 6 Total mortgage-backed securities Total mortgage-backed securities 480 (14) 56 (87) (106) 15 (2) 342 (21) Obligations of U.S. states and municipalities Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities Non-U.S. government debt securities 182 (10) 330 (284) (7) — (107) 104 (2) Corporate debt securities 507 (18) 357 (415) (3) 138 (196) 370 (3) Loans 893 6 785 (434) (256) 584 (596) 982 — Asset-backed securities 28 8 41 (43) (1) 2 (7) 28 — Total debt instruments 2,098 (28) 1,569 (1,263) (374) 739 (908) 1,833 (26) Equity securities 476 (38) 258 (114) — 140 (88) 634 (92) Other 49 74 118 — (86) 3 (100) 58 37 Total trading assets – debt and equity instruments Total trading assets – debt and equity instruments 2,623 8 (c) (c) 1,945 (1,377) (460) 882 (1,096) 2,525 (81) (c) (c) Net derivative receivables:(b) Net derivative receivables: (b) Interest rate 258 1,587 92 (146) (1,874) 68 (98) (113) 212 Credit (224) 140 6 (11) 103 (13) (7) (6) 143 Foreign exchange (434) (196) 67 (98) 140 6 (42) (557) (44) Equity (3,862) (195) 667 (2,246) 1,638 233 (72) (3,837) (187) Commodity (731) (505) 140 (382) 600 (3) 9 (872) (223) Total net derivative receivables Total net derivative receivables (4,993) 831 (c) (c) 972 (2,883) 607 291 (210) (5,385) (99) (c) (c) Available-for-sale securities: Available-for-sale securities: Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities Total available-for-sale securities — — 95 — — — — 95 — Loans 2,305 (79) (c) (c) 516 (326) (699) 1,027 (673) 2,071 (92) (c) (c) Mortgage servicing rights 3,276 258 (d) (d) 2,410 (23) (570) — — 5,351 258 (d) (d) Other assets 538 9 (c) (c) 10 (18) (217) — (1) 321 22 (c) (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 (in millions) Fair value at January 1, 2021 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2021 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2021 Purchases Sales Issuances Settlements(g) Settlements (g) Liabilities:(a) Liabilities: (a) Deposits $ 2,913 $ (67) (c)(e) (c)(e) $ — $ — $ 252 $ (360) $ 2 $ (363) $ 2,377 $ (60) (c)(e) (c)(e) Short-term borrowings 2,420 (1,095) (c)(e) (c)(e) — — 5,479 (4,333) 9 (69) 2,411 (117) (c)(e) (c)(e) Trading liabilities – debt and equity instruments Trading liabilities – debt and equity instruments 51 (6) (c) (c) (100) 36 — — 62 (13) 30 (2) (c) (c) Accounts payable and other liabilities Accounts payable and other liabilities 68 (10) (c) (c) — 1 — — — (8) 51 (9) (c) (c) Long-term debt 23,397 190 (c)(e) (c)(e) — — 9,884 (9,250) 29 (736) 23,514 48 (c)(e) (c)(e) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2020 Purchases(f) Sales Settlements(g) Assets:(a) Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies $ 797 $ (153) $ 134 $ (149) $ (122) $ — $ — $ 507 $ (140) Residential – nonagency 23 (1) 12 (4) (2) — (3) 25 2 Commercial – nonagency 4 — 1 — (1) 1 (3) 2 4 Total mortgage-backed securities 824 (154) 147 (153) (125) 1 (6) 534 (134) Obligations of U.S. states and municipalities 10 — — (1) (1) — — 8 — Non-U.S. government debt securities 155 10 164 (148) (7) — (9) 165 7 Corporate debt securities 558 (10) 475 (131) (234) 296 (305) 649 13 Loans 673 (72) 829 (400) (130) 676 (846) 730 (35) Asset-backed securities 37 (4) 42 (36) (5) 9 (10) 33 (1) Total debt instruments 2,257 (230) 1,657 (869) (502) 982 (1,176) 2,119 (150) Equity securities 196 (79) 37 (109) — 259 (118) 186 (40) Other 232 239 213 (9) (23) 4 (3) 653 263 Total trading assets – debt and equity instruments 2,685 (70) (c) 1,907 (987) (525) 1,245 (1,297) 2,958 73 (c) Net derivative receivables:(b) Interest rate (332) 2,052 102 (97) (1,510) (317) 130 28 290 Credit (139) — 70 (150) 137 59 (26) (49) 24 Foreign exchange (607) (214) 46 (16) 75 15 25 (676) (181) Equity (3,395) 564 912 (1,473) 558 (524) 255 (3,103) 1,342 Commodity (16) (248) 22 (107) 54 (306) (20) (621) 363 Total net derivative receivables (4,489) 2,154 (c) 1,152 (1,843) (686) (1,073) 364 (4,421) 1,838 (c) Available-for-sale securities: Mortgage-backed securities 1 — — — (1) — — — — Total available-for-sale securities 1 — — — (1) — — — — Loans 516 (195) (c) 450 (77) (678) 2,312 (522) 1,806 (147) (c) Mortgage servicing rights 4,699 (1,459) (d) 663 (177) (710) — — 3,016 (1,459) (d) Other assets 917 (56) (c) 66 (28) (281) 40 — 658 4 (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2020 Purchases Sales Issuances Settlements(g) Liabilities:(a) Deposits $ 3,360 $ 88 (c)(e) $ — $ — $ 636 $ (538) $ 265 $ (755) $ 3,056 $ 137 (c)(e) Short-term borrowings 1,674 (294) (c)(e) — — 3,961 (2,769) 77 (41) 2,608 (27) (c)(e) Trading liabilities – debt and equity instruments 41 1 (c) (81) 12 — (4) 96 (8) 57 — Accounts payable and other liabilities 45 (1) (c) (85) 37 — — 48 — 44 1 (c) Long-term debt 23,339 (639) (c)(e) — — 7,432 (7,851) 1,056 (1,121) 22,216 (507) (c)(e) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized gains/(losses) Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2020 Purchases(f) Purchases (f) Sales Settlements(g) Settlements (g) Assets:(a) Assets: (a) Trading assets: Debt instruments: Mortgage-backed securities: Mortgage-backed securities: U.S. GSEs and government agencies U.S. GSEs and government agencies $ 797 $ (153) $ 134 $ (149) $ (122) $ — $ — $ 507 $ (140) Residential – nonagency 23 (1) 12 (4) (2) — (3) 25 2 Commercial – nonagency 4 — 1 — (1) 1 (3) 2 4 Total mortgage-backed securities Total mortgage-backed securities 824 (154) 147 (153) (125) 1 (6) 534 (134) Obligations of U.S. states and municipalities Obligations of U.S. states and municipalities 10 — — (1) (1) — — 8 — Non-U.S. government debt securities Non-U.S. government debt securities 155 10 164 (148) (7) — (9) 165 7 Corporate debt securities 558 (10) 475 (131) (234) 296 (305) 649 13 Loans 673 (72) 829 (400) (130) 676 (846) 730 (35) Asset-backed securities 37 (4) 42 (36) (5) 9 (10) 33 (1) Total debt instruments 2,257 (230) 1,657 (869) (502) 982 (1,176) 2,119 (150) Equity securities 196 (79) 37 (109) — 259 (118) 186 (40) Other 232 239 213 (9) (23) 4 (3) 653 263 Total trading assets – debt and equity instruments Total trading assets – debt and equity instruments 2,685 (70) (c) (c) 1,907 (987) (525) 1,245 (1,297) 2,958 73 (c) (c) Net derivative receivables:(b) Net derivative receivables: (b) Interest rate (332) 2,052 102 (97) (1,510) (317) 130 28 290 Credit (139) — 70 (150) 137 59 (26) (49) 24 Foreign exchange (607) (214) 46 (16) 75 15 25 (676) (181) Equity (3,395) 564 912 (1,473) 558 (524) 255 (3,103) 1,342 Commodity (16) (248) 22 (107) 54 (306) (20) (621) 363 Total net derivative receivables Total net derivative receivables (4,489) 2,154 (c) (c) 1,152 (1,843) (686) (1,073) 364 (4,421) 1,838 (c) (c) Available-for-sale securities: Available-for-sale securities: Mortgage-backed securities 1 — — — (1) — — — — Total available-for-sale securities Total available-for-sale securities 1 — — — (1) — — — — Loans 516 (195) (c) (c) 450 (77) (678) 2,312 (522) 1,806 (147) (c) (c) Mortgage servicing rights 4,699 (1,459) (d) (d) 663 (177) (710) — — 3,016 (1,459) (d) (d) Other assets 917 (56) (c) (c) 66 (28) (281) 40 — 658 4 (c) (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2020 (in millions) Fair value at Jan 1, 2020 Total realized/unrealized (gains)/losses Transfers into level 3 Transfers (out of) level 3 Fair value at September 30, 2020 Change in unrealized (gains)/losses related to financial instruments held at September 30, 2020 Purchases Sales Issuances Settlements(g) Settlements (g) Liabilities:(a) Liabilities: (a) Deposits $ 3,360 $ 88 (c)(e) (c)(e) $ — $ — $ 636 $ (538) $ 265 $ (755) $ 3,056 $ 137 (c)(e) (c)(e) Short-term borrowings 1,674 (294) (c)(e) (c)(e) — — 3,961 (2,769) 77 (41) 2,608 (27) (c)(e) (c)(e) Trading liabilities – debt and equity instruments Trading liabilities – debt and equity instruments 41 1 (c) (c) (81) 12 — (4) 96 (8) 57 — Accounts payable and other liabilities Accounts payable and other liabilities 45 (1) (c) (c) (85) 37 — — 48 — 44 1 (c) (c) Long-term debt 23,339 (639) (c)(e) (c)(e) — — 7,432 (7,851) 1,056 (1,121) 22,216 (507) (c)(e) (c)(e) (a)Level 3 assets at fair value as a percentage of total Firm assets at fair value (including assets measured at fair value on a nonrecurring basis) were 2% and 1% at September 30, 2021 and December 31, 2020, respectively. Level 3 liabilities at fair value as a percentage of total Firm liabilities at fair value (including liabilities measured at fair value on a nonrecurring basis) were 8% and 9% at September 30, 2021 and December 31, 2020, respectively. (a) Level 3 assets at fair value as a percentage of total Firm assets at fair value (including assets measured at fair value on a nonrecurring basis) were 2% and 1% at September 30, 2021 and December 31, 2020, respectively. Level 3 liabilities at fair value as a percentage of total Firm liabilities at fair value (including liabilities measured at fair value on a nonrecurring basis) were 8% and 9% at September 30, 2021 and December 31, 2020, respectively. (b)All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty. (b) All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty. (c)Predominantly reported in principal transactions revenue, except for changes in fair value for CCB mortgage loans and lending-related commitments originated with the intent to sell, and mortgage loan purchase commitments, which are reported in mortgage fees and related income. (c) Predominantly reported in principal transactions revenue, except for changes in fair value for CCB mortgage loans and lending-related commitments originated with the intent to sell, and mortgage loan purchase commitments, which are reported in mortgage fees and related income. (d)Changes in fair value for MSRs are reported in mortgage fees and related income. (d) Changes in fair value for MSRs are reported in mortgage fees and related income. (e)Realized (gains)/losses due to DVA for fair value option elected liabilities are reported in principal transactions revenue, and were not material for the three and nine months ended September 30, 2021 and 2020. Unrealized (gains)/losses are reported in OCI, and were $318 million and $120 million for the three months ended September 30, 2021 and 2020, respectively, and $300 million and $(78) million for the nine months ended September 30, 2021 and 2020, respectively. (e) Realized (gains)/losses due to DVA for fair value option elected liabilities are reported in principal transactions revenue, and were not material for the three and nine months ended September 30, 2021 and 2020. Unrealized (gains)/losses are reported in OCI, and were $318 million and $120 million for the three months ended September 30, 2021 and 2020, respectively, and $300 million and $(78) million for the nine months ended September 30, 2021 and 2020, respectively. (f)Loan originations are included in purchases. (f) Loan originations are included in purchases. (g)Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, deconsolidations associated with beneficial interests in VIEs and other items. (g) Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, deconsolidations associated with beneficial interests in VIEs and other items. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Three months ended September 3|Fair value at J|Total realized/| | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases(f) | Sales| | Settlements(g) Assets:(a) | | | | | | | | | | | | | | | Trading assets: | | | | | | | | | | | | | | | Debt instruments: | | | | | | | | | | | | | | | Mortgage-backed securities: | | | | | | | | | | | | | | | U.S. GSEs and government agenc| $| 329| | | $| (12)| | | $| 13| | $| (6)| | | $| (25)| | $| —| | $| —| | | $| 299| | | $| (12)| | Residential – nonagency | 16| | | —| | | 9| | —| | | (1)| | —| | —| | | 24| | | (1)| | Commercial – nonagency | 10| | | 7| | | 1| | —| | | (13)| | 14| | —| | | 19| | | 6| | Total mortgage-backed securiti| 355| | | (5)| | | 23| | (6)| | | (39)| | 14| | —| | | 342| | | (7)| | | | | | | | | | | | | | | | | Obligations of U.S. states and| 8| | | —| | | —| | —| | | (1)| | —| | —| | | 7| | | —| | Non-U.S. government debt secur| 183| | | (2)| | | 128| | (98)| | | —| | —| | (107)| | | 104| | | (1)| | Corporate debt securities | 487| | | (33)| | | 38| | (115)| | | (3)| | 25| | (29)| | | 370| | | (25)| | Loans | 795| | | —| | | 219| | (197)| | | (130)| | 409| | (114)| | | 982| | | 2| | Asset-backed securities | 35| | | 1| | | 3| | (4)| | | —| | —| | (7)| | | 28| | | —| | Total debt instruments | 1,863| | | (39)| | | 411| | (420)| | | (173)| | 448| | (257)| | | 1,833| | | (31)| | Equity securities | 690| | | (41)| | | 5| | (44)| | | —| | 62| | (38)| | | 634| | | (34)| | Other | 47| | | 26| | | 17| | —| | | (31)| | —| | (1)| | | 58| | | 26| | Total trading assets – debt an| 2,600| | | (54)| | (c)| 433| | (464)| | | (204)| | 510| | (296)| | | 2,525| | | (39)| | (c) Net derivative receivables:(b)| | | | | | | | | | | | | | | Interest rate | (22)| | | 618| | | 21| | (44)| | | (683)| | 13| | (16)| | | (113)| | | 246| | Credit | (17)| | | (9)| | | 4| | (7)| | | 59| | (4)| | (32)| | | (6)| | | (1)| | Foreign exchange | (583)| | | 2| | | 28| | (44)| | | 41| | (5)| | 4| | | (557)| | | 15| | Equity | (4,936)| | | 723| | | 192| | (1,001)| | | 912| | 214| | 59| | | (3,837)| | | 397| | Commodity | (1,167)| | | 88| | | 130| | (88)| | | 156| | (2)| | 11| | | (872)| | | 178| | Total net derivative receivabl| (6,725)| | | 1,422| | (c)| 375| | (1,184)| | | 485| | 216| | 26| | | (5,385)| | | 835| | (c) Available-for-sale securities:| | | | | | | | | | | | | | | Corporate debt securities | —| | | —| | | 95| | —| | | —| | —| | —| | | 95| | | —| | | | | | | | | | | | | | | | | Total available-for-sale secur| —| | | —| | | 95| | —| | | —| | —| | —| | | 95| | | —| | Loans | 1,734| | | (13)| | (c)| 209| | (1)| | | (180)| | 427| | (105)| | | 2,071| | | (11)| | (c) Mortgage servicing rights | 4,549| | | (11)| | (d)| 1,013| | 1| | | (201)| | —| | —| | | 5,351| | | (11)| | (d) Other assets | 518| | | (35)| | (c)| 3| | —| | | (165)| | —| | —| | | 321| | | (34)| | (c) | | | | | | | | | | | | | | | |Fair value meas| | Three months ended September 3|Fair value at J|Total realized/| | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases | Sales| Issuances| Settlements(g) Liabilities:(a) | | | | | | | | | | | | | | | Deposits | $| 2,684| | | $| (11)| | (c)(e)| $| —| | $| —| | $| 33| | $| (172)| | $| —| | $| (157)| | | $| 2,377| | | $| (7)| | (c)(e) | | | | | | | | | | | | | | | Short-term borrowings | 3,075| | | (699)| | (c)(e)| —| | —| | 1,166| | (1,121)| | —| | (10)| | | 2,411| | | (124)| | (c)(e) Trading liabilities – debt and| 36| | | (2)| | (c)| (8)| | 2| | —| | —| | 3| | (1)| | | 30| | | 1| | (c) Accounts payable and other lia| 51| | | —| | | —| | —| | —| | —| | —| | —| | | 51| | | 1| | (c) | | | | | | | | | | | | | | | Long-term debt | 23,527| | | (216)| | (c)(e)| —| | —| | 2,950| | (2,512)| | 11| | (246)| | | 23,514| | | (242)| | (c)(e) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Three months ended September 3|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases(f) | Sales| | | Settlements(g)| Assets:(a) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Trading assets: | | | | | | | | | | | | | | | | | Debt instruments: | | | | | | | | | | | | | | | | | Mortgage-backed securities: | | | | | | | | | | | | | | | | | U.S. GSEs and government agenc| $| 469| | | $| (4)| | | $| 110| | $| (28)| | | | $| (40)| | | $| —| | $| —| | | $| 507| | | $| (2)| | Residential – nonagency | 23| | | —| | | 8| | (2)| | | | (1)| | | —| | (3)| | | 25| | | —| | Commercial – nonagency | 2| | | —| | | —| | —| | | | —| | | —| | —| | | 2| | | —| | Total mortgage-backed securiti| 494| | | (4)| | | 118| | (30)| | | | (41)| | | —| | (3)| | | 534| | | (2)| | | | | | | | | | | | | | | | | | | Obligations of U.S. states and| 8| | | —| | | —| | —| | | | —| | | —| | —| | | 8| | | —| | Non-U.S. government debt secur| 167| | | 6| | | 25| | (23)| | | | (2)| | | —| | (8)| | | 165| | | 6| | Corporate debt securities | 946| | | 45| | | 114| | (33)| | | | (225)| | | 4| | (202)| | | 649| | | 45| | Loans | 905| | | 22| | | 240| | (173)| | | | (21)| | | 69| | (312)| | | 730| | | 8| | Asset-backed securities | 39| | | 3| | | 5| | (21)| | | | (2)| | | 9| | —| | | 33| | | —| | Total debt instruments | 2,559| | | 72| | | 502| | (280)| | | | (291)| | | 82| | (525)| | | 2,119| | | 57| | Equity securities | 191| | | 24| | | 13| | (104)| | | | —| | | 104| | (42)| | | 186| | | 29| | Other | 379| | | 75| | | 203| | (4)| | | | (2)| | | 2| | —| | | 653| | | 77| | Total trading assets – debt an| 3,129| | | 171| | (c)| 718| | (388)| | | | (293)| | | 188| | (567)| | | 2,958| | | 163| | (c) Net derivative receivables:(b)| | | | | | | | | | | | | | | | | Interest rate | (104)| | | 657| | | 15| | (30)| | | | (647)| | | 35| | 102| | | 28| | | 323| | Credit | (137)| | | (62)| | | 22| | (16)| | | | 154| | | (12)| | 2| | | (49)| | | (21)| | Foreign exchange | (595)| | | (57)| | | 7| | (7)| | | | (34)| | | 7| | 3| | | (676)| | | (90)| | Equity | (2,036)| | | (1,437)| | | 323| | (384)| | | | 29| | | 33| | 369| | | (3,103)| | | (1,051)| | Commodity | (297)| | | 15| | | 11| | (79)| | | | 36| | | (302)| | (5)| | | (621)| | | 39| | Total net derivative receivabl| (3,169)| | | (884)| | (c)| 378| | (516)| | | | (462)| | | (239)| | 471| | | (4,421)| | | (800)| | (c) Available-for-sale securities:| | | | | | | | | | | | | | | | | Mortgage-backed securities | —| | | —| | | —| | —| | | | —| | | —| | —| | | —| | | —| | | | | | | | | | | | | | | | | | | Total available-for-sale secur| —| | | —| | | —| | —| | | | —| | | —| | —| | | —| | | —| | Loans | 1,874| | | (44)| | (c)| 197| | (44)| | | | (324)| | | 316| | (169)| | | 1,806| | | (44)| | (c) Mortgage servicing rights | 3,080| | | 34| | (d)| 221| | (104)| | | | (215)| | | —| | —| | | 3,016| | | 34| | (d) Other assets | 701| | | (21)| | (c)| 5| | —| | | | (27)| | | —| | —| | | 658| | | 32| | (c) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Three months ended September 3|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases | Sales| | Issuances| Settlements(g)| Liabilities:(a) | | | | | | | | | | | | | | | | | Deposits | $| 3,217| | | $| 43| | (c)(e)| $| —| | $| —| | | $| 170| | $| (110)| | | $| —| | $| (264)| | | $| 3,056| | | $| 87| | (c)(e) | | | | | | | | | | | | | | | | | Short-term borrowings | 2,305| | | (47)| | (c)(e)| —| | —| | | 1,421| | (1,093)| | | 25| | (3)| | | 2,608| | | (47)| | (c)(e) Trading liabilities – debt and| 59| | | (2)| | (c)| (5)| | 5| | | —| | 1| | | 3| | (4)| | | 57| | | (3)| | (c) Accounts payable and other lia| 91| | | 3| | (c)| (62)| | 4| | | —| | —| | | 8| | —| | | 44| | | 3| | (c) Beneficial interests issued by| —| | | —| | | —| | —| | | —| | —| | | —| | —| | | —| | | —| | Long-term debt | 22,728| | | 766| | (c)(e)| —| | —| | | 1,225| | (2,493)| | | 78| | (88)| | | 22,216| | | 646| | (c)(e) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Nine months ended September 30|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases(f) | Sales| | | Settlements(g)| Assets:(a) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Trading assets: | | | | | | | | | | | | | | | | | Debt instruments: | | | | | | | | | | | | | | | | | Mortgage-backed securities: | | | | | | | | | | | | | | | | | U.S. GSEs and government agenc| $| 449| | | $| (22)| | | $| 20| | $| (62)| | | | $| (86)| | | $| 1| | $| (1)| | | $| 299| | | $| (25)| | Residential – nonagency | 28| | | 1| | | 24| | (24)| | | | (4)| | | —| | (1)| | | 24| | | (2)| | Commercial – nonagency | 3| | | 7| | | 12| | (1)| | | | (16)| | | 14| | —| | | 19| | | 6| | Total mortgage-backed securiti| 480| | | (14)| | | 56| | (87)| | | | (106)| | | 15| | (2)| | | 342| | | (21)| | | | | | | | | | | | | | | | | | | Obligations of U.S. states and| 8| | | —| | | —| | —| | | | (1)| | | —| | —| | | 7| | | —| | Non-U.S. government debt secur| 182| | | (10)| | | 330| | (284)| | | | (7)| | | —| | (107)| | | 104| | | (2)| | Corporate debt securities | 507| | | (18)| | | 357| | (415)| | | | (3)| | | 138| | (196)| | | 370| | | (3)| | Loans | 893| | | 6| | | 785| | (434)| | | | (256)| | | 584| | (596)| | | 982| | | —| | Asset-backed securities | 28| | | 8| | | 41| | (43)| | | | (1)| | | 2| | (7)| | | 28| | | —| | Total debt instruments | 2,098| | | (28)| | | 1,569| | (1,263)| | | | (374)| | | 739| | (908)| | | 1,833| | | (26)| | Equity securities | 476| | | (38)| | | 258| | (114)| | | | —| | | 140| | (88)| | | 634| | | (92)| | Other | 49| | | 74| | | 118| | —| | | | (86)| | | 3| | (100)| | | 58| | | 37| | Total trading assets – debt an| 2,623| | | 8| | (c)| 1,945| | (1,377)| | | | (460)| | | 882| | (1,096)| | | 2,525| | | (81)| | (c) Net derivative receivables:(b)| | | | | | | | | | | | | | | | | Interest rate | 258| | | 1,587| | | 92| | (146)| | | | (1,874)| | | 68| | (98)| | | (113)| | | 212| | Credit | (224)| | | 140| | | 6| | (11)| | | | 103| | | (13)| | (7)| | | (6)| | | 143| | Foreign exchange | (434)| | | (196)| | | 67| | (98)| | | | 140| | | 6| | (42)| | | (557)| | | (44)| | Equity | (3,862)| | | (195)| | | 667| | (2,246)| | | | 1,638| | | 233| | (72)| | | (3,837)| | | (187)| | Commodity | (731)| | | (505)| | | 140| | (382)| | | | 600| | | (3)| | 9| | | (872)| | | (223)| | Total net derivative receivabl| (4,993)| | | 831| | (c)| 972| | (2,883)| | | | 607| | | 291| | (210)| | | (5,385)| | | (99)| | (c) Available-for-sale securities:| | | | | | | | | | | | | | | | | Corporate debt securities | —| | | —| | | 95| | —| | | | —| | | —| | —| | | 95| | | —| | | | | | | | | | | | | | | | | | | Total available-for-sale secur| —| | | —| | | 95| | —| | | | —| | | —| | —| | | 95| | | —| | Loans | 2,305| | | (79)| | (c)| 516| | (326)| | | | (699)| | | 1,027| | (673)| | | 2,071| | | (92)| | (c) Mortgage servicing rights | 3,276| | | 258| | (d)| 2,410| | (23)| | | | (570)| | | —| | —| | | 5,351| | | 258| | (d) Other assets | 538| | | 9| | (c)| 10| | (18)| | | | (217)| | | —| | (1)| | | 321| | | 22| | (c) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Nine months ended September 30|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases | Sales| | Issuances| Settlements(g)| Liabilities:(a) | | | | | | | | | | | | | | | | | Deposits | $| 2,913| | | $| (67)| | (c)(e)| $| —| | $| —| | | $| 252| | $| (360)| | | $| 2| | $| (363)| | | $| 2,377| | | $| (60)| | (c)(e) | | | | | | | | | | | | | | | | | Short-term borrowings | 2,420| | | (1,095)| | (c)(e)| —| | —| | | 5,479| | (4,333)| | | 9| | (69)| | | 2,411| | | (117)| | (c)(e) Trading liabilities – debt and| 51| | | (6)| | (c)| (100)| | 36| | | —| | —| | | 62| | (13)| | | 30| | | (2)| | (c) Accounts payable and other lia| 68| | | (10)| | (c)| —| | 1| | | —| | —| | | —| | (8)| | | 51| | | (9)| | (c) | | | | | | | | | | | | | | | | | Long-term debt | 23,397| | | 190| | (c)(e)| —| | —| | | 9,884| | (9,250)| | | 29| | (736)| | | 23,514| | | 48| | (c)(e) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Nine months ended September 30|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases(f) | Sales| | | Settlements(g)| Assets:(a) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Trading assets: | | | | | | | | | | | | | | | | | Debt instruments: | | | | | | | | | | | | | | | | | Mortgage-backed securities: | | | | | | | | | | | | | | | | | U.S. GSEs and government agenc| $| 797| | | $| (153)| | | $| 134| | $| (149)| | | | $| (122)| | | $| —| | $| —| | | $| 507| | | $| (140)| | Residential – nonagency | 23| | | (1)| | | 12| | (4)| | | | (2)| | | —| | (3)| | | 25| | | 2| | Commercial – nonagency | 4| | | —| | | 1| | —| | | | (1)| | | 1| | (3)| | | 2| | | 4| | Total mortgage-backed securiti| 824| | | (154)| | | 147| | (153)| | | | (125)| | | 1| | (6)| | | 534| | | (134)| | | | | | | | | | | | | | | | | | | Obligations of U.S. states and| 10| | | —| | | —| | (1)| | | | (1)| | | —| | —| | | 8| | | —| | Non-U.S. government debt secur| 155| | | 10| | | 164| | (148)| | | | (7)| | | —| | (9)| | | 165| | | 7| | Corporate debt securities | 558| | | (10)| | | 475| | (131)| | | | (234)| | | 296| | (305)| | | 649| | | 13| | Loans | 673| | | (72)| | | 829| | (400)| | | | (130)| | | 676| | (846)| | | 730| | | (35)| | Asset-backed securities | 37| | | (4)| | | 42| | (36)| | | | (5)| | | 9| | (10)| | | 33| | | (1)| | Total debt instruments | 2,257| | | (230)| | | 1,657| | (869)| | | | (502)| | | 982| | (1,176)| | | 2,119| | | (150)| | Equity securities | 196| | | (79)| | | 37| | (109)| | | | —| | | 259| | (118)| | | 186| | | (40)| | Other | 232| | | 239| | | 213| | (9)| | | | (23)| | | 4| | (3)| | | 653| | | 263| | Total trading assets – debt an| 2,685| | | (70)| | (c)| 1,907| | (987)| | | | (525)| | | 1,245| | (1,297)| | | 2,958| | | 73| | (c) Net derivative receivables:(b)| | | | | | | | | | | | | | | | | Interest rate | (332)| | | 2,052| | | 102| | (97)| | | | (1,510)| | | (317)| | 130| | | 28| | | 290| | Credit | (139)| | | —| | | 70| | (150)| | | | 137| | | 59| | (26)| | | (49)| | | 24| | Foreign exchange | (607)| | | (214)| | | 46| | (16)| | | | 75| | | 15| | 25| | | (676)| | | (181)| | Equity | (3,395)| | | 564| | | 912| | (1,473)| | | | 558| | | (524)| | 255| | | (3,103)| | | 1,342| | Commodity | (16)| | | (248)| | | 22| | (107)| | | | 54| | | (306)| | (20)| | | (621)| | | 363| | Total net derivative receivabl| (4,489)| | | 2,154| | (c)| 1,152| | (1,843)| | | | (686)| | | (1,073)| | 364| | | (4,421)| | | 1,838| | (c) Available-for-sale securities:| | | | | | | | | | | | | | | | | Mortgage-backed securities | 1| | | —| | | —| | —| | | | (1)| | | —| | —| | | —| | | —| | | | | | | | | | | | | | | | | | | Total available-for-sale secur| 1| | | —| | | —| | —| | | | (1)| | | —| | —| | | —| | | —| | Loans | 516| | | (195)| | (c)| 450| | (77)| | | | (678)| | | 2,312| | (522)| | | 1,806| | | (147)| | (c) Mortgage servicing rights | 4,699| | | (1,459)| | (d)| 663| | (177)| | | | (710)| | | —| | —| | | 3,016| | | (1,459)| | (d) Other assets | 917| | | (56)| | (c)| 66| | (28)| | | | (281)| | | 40| | —| | | 658| | | 4| | (c) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Fair value meas| | Nine months ended September 30|Fair value at J|Total realized/| | | | | | |Transfers into |Transfers (out |Fair value at S|Change in unrea Purchases | Sales| | Issuances| Settlements(g)| Liabilities:(a) | | | | | | | | | | | | | | | | | Deposits | $| 3,360| | | $| 88| | (c)(e)| $| —| | $| —| | | $| 636| | $| (538)| | | $| 265| | $| (755)| | | $| 3,056| | | $| 137| | (c)(e) | | | | | | | | | | | | | | | | | Short-term borrowings | 1,674| | | (294)| | (c)(e)| —| | —| | | 3,961| | (2,769)| | | 77| | (41)| | | 2,608| | | (27)| | (c)(e) Trading liabilities – debt and| 41| | | 1| | (c)| (81)| | 12| | | —| | (4)| | | 96| | (8)| | | 57| | | —| | Accounts payable and other lia| 45| | | (1)| | (c)| (85)| | 37| | | —| | —| | | 48| | —| | | 44| | | 1| | (c) | | | | | | | | | | | | | | | | | Long-term debt | 23,339| | | (639)| | (c)(e)| —| | —| | | 7,432| | (7,851)| | | 1,056| | (1,121)| | | 22,216| | | (507)| | (c)(e) Impact of credit adjustments on earnings | The following table provides the impact of credit and funding adjustments on principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities. The FVA presented below includes the impact of the Firm’s own credit quality on the inception value of liabilities as well as the impact of changes in the Firm’s own credit quality over time. Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Credit and funding adjustments:Derivatives CVA$60 $144 $343 $(574)Derivatives FVA38 109 99 (236) Assets and liabilities measured at fair value on a nonrecurring basis | The following tables present the assets and liabilities held as of September 30, 2021 and 2020, for which nonrecurring fair value adjustments were recorded during the nine months ended September 30, 2021 and 2020, by major product category and fair value hierarchy. Fair value hierarchy Total fair value September 30, 2021 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,175 $ 314 (b) $ 1,489 Other assets(a) — 7 1,202 1,209 Total assets measured at fair value on a nonrecurring basis $ — $ 1,182 $ 1,516 $ 2,698 Accounts payable and other liabilities — — 2 2 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 2 $ 2 Fair value hierarchy Total fair value September 30, 2020 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,714 $ 788 $ 2,502 Other assets — 11 945 956 Total assets measured at fair value on a nonrecurring basis $ — $ 1,725 $ 1,733 $ 3,458 Accounts payable and other liabilities — — 3 3 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 3 $ 3 (a)Primarily includes equity securities without readily determinable fair values that were adjusted based on observable price changes in orderly transactions from an identical or similar investment of the same issuer (measurement alternative). Of the $1.2 billion in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $1.1 billion related to equity securities adjusted based on the measurement alternative. These equity securities are classified as level 3 due to the infrequency of the observable prices and/or the restrictions on the shares. (b)Of the $314 million in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $208 million related to residential real estate loans carried at the net realizable value of the underlying collateral (e.g., collateral-dependent loans). These amounts are classified as level 3 as they are valued using information from broker’s price opinions, appraisals and automated valuation models and discounted based upon the Firm’s experience with actual liquidation values. These discounts ranged from 12% to 45% with a weighted average of 25%. The following table presents the total change in value of assets and liabilities for which fair value adjustments have been recognized for the three and nine months ended September 30, 2021 and 2020, related to assets and liabilities held at those dates. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Loans $ (10) $ (35) $ (40) $ (318) Other assets(a) 84 (363) 177 (539) Accounts payable and other liabilities — 92 6 (3) Total nonrecurring fair value gains/(losses) $ 74 $ (306) $ 143 $ (860) (a)Included $90 million and $2 million for the three months ended September 30, 2021 and 2020, respectively, and $197 million and $(155) million for the nine months ended September 30, 2021 and 2020, respectively, of net gains/(losses) as a result of the measurement alternative. The following tables present the assets and liabilities held as of September 30, 2021 and 2020, for which nonrecurring fair value adjustments were recorded during the nine months ended September 30, 2021 and 2020, by major product category and fair value hierarchy. The following tables present the assets and liabilities held as of September 30, 2021 and 2020 , for which nonrecurring fair value adjustments were recorded during the nine months ended September 30, 2021 and 2020 , by major product category and fair value hierarchy. Fair value hierarchy Total fair value September 30, 2021 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,175 $ 314 (b) $ 1,489 Other assets(a) — 7 1,202 1,209 Total assets measured at fair value on a nonrecurring basis $ — $ 1,182 $ 1,516 $ 2,698 Accounts payable and other liabilities — — 2 2 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 2 $ 2 Fair value hierarchy Total fair value September 30, 2021 (in millions) Level 1 Level 1 Level 2 Level 2 Level 3 Level 3 Loans $ — $ 1,175 $ 314 (b) (b) $ 1,489 Other assets(a) Other assets (a) — 7 1,202 1,209 Total assets measured at fair value on a nonrecurring basis $ — $ 1,182 $ 1,516 $ 2,698 Accounts payable and other liabilities — — 2 2 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 2 $ 2 Fair value hierarchy Total fair value September 30, 2020 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,714 $ 788 $ 2,502 Other assets — 11 945 956 Total assets measured at fair value on a nonrecurring basis $ — $ 1,725 $ 1,733 $ 3,458 Accounts payable and other liabilities — — 3 3 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 3 $ 3 Fair value hierarchy Total fair value September 30, 2020 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,714 $ 788 $ 2,502 Other assets — 11 945 956 Total assets measured at fair value on a nonrecurring basis $ — $ 1,725 $ 1,733 $ 3,458 Accounts payable and other liabilities — — 3 3 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 3 $ 3 (a)Primarily includes equity securities without readily determinable fair values that were adjusted based on observable price changes in orderly transactions from an identical or similar investment of the same issuer (measurement alternative). Of the $1.2 billion in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $1.1 billion related to equity securities adjusted based on the measurement alternative. These equity securities are classified as level 3 due to the infrequency of the observable prices and/or the restrictions on the shares. (a) Primarily includes equity securities without readily determinable fair values that were adjusted based on observable price changes in orderly transactions from an identical or similar investment of the same issuer (measurement alternative). Of the $1.2 billion in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $1.1 billion related to equity securities adjusted based on the measurement alternative. These equity securities are classified as level 3 due to the infrequency of the observable prices and/or the restrictions on the shares. (b)Of the $314 million in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $208 million related to residential real estate loans carried at the net realizable value of the underlying collateral (e.g., collateral-dependent loans). These amounts are classified as level 3 as they are valued using information from broker’s price opinions, appraisals and automated valuation models and discounted based upon the Firm’s experience with actual liquidation values. These discounts ranged from 12% to 45% with a weighted average of 25%. (b) Of the $314 million in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2021, $208 million related to residential real estate loans carried at the net realizable value of the underlying collateral (e.g., collateral-dependent loans). These amounts are classified as level 3 as they are valued using information from broker’s price opinions, appraisals and automated valuation models and discounted based upon the Firm’s experience with actual liquidation values. These discounts ranged from 12% to 45% with a weighted average of 25%. The following table presents the total change in value of assets and liabilities for which fair value adjustments have been recognized for the three and nine months ended September 30, 2021 and 2020, related to assets and liabilities held at those dates. The following table presents the total change in value of assets and liabilities for which fair value adjustments have been recognized for the three and nine months ended September 30, 2021 and 2020 , related to assets and liabilities held at those dates. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Loans $ (10) $ (35) $ (40) $ (318) Other assets(a) 84 (363) 177 (539) Accounts payable and other liabilities — 92 6 (3) Total nonrecurring fair value gains/(losses) $ 74 $ (306) $ 143 $ (860) Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Loans $ (10) $ (35) $ (40) $ (318) Other assets(a) Other assets (a) 84 (363) 177 (539) Accounts payable and other liabilities Accounts payable and other liabilities — 92 6 (3) Total nonrecurring fair value gains/(losses) Total nonrecurring fair value gains/(losses) $ 74 $ (306) $ 143 $ (860) | | | | | | | | | | | | | | | | | | | | |Fair value hier| |Total fair valu September 30, 2021 (in million| Level 1| Level 2| | Level 3| Loans | $| —| | $| 1,175| | | $| 314| | (b)| $| 1,489| Other assets(a) | —| | 7| | | 1,202| | | 1,209| Total assets measured at fair | $| —| | $| 1,182| | | $| 1,516| | | $| 2,698| Accounts payable and other lia| —| | —| | | 2| | | 2| Total liabilities measured at | $| —| | $| —| | | $| 2| | | $| 2| | | | | | | | | | | | | | | | | | | | | |Fair value hier| |Total fair valu September 30, 2020 (in million| Level 1| Level 2| | Level 3| Loans | $| —| | $| 1,714| | | $| 788| | | $| 2,502| Other assets | —| | 11| | | 945| | | 956| Total assets measured at fair | $| —| | $| 1,725| | | $| 1,733| | | $| 3,458| Accounts payable and other lia| —| | —| | | 3| | | 3| Total liabilities measured at | $| —| | $| —| | | $| 3| | | $| 3| | | | | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end| (in millions) | 2021| | 2020| | 2021| | 2020| Loans | $| (10)| | | $| (35)| | | $| (40)| | | $| (318)| | Other assets(a) | 84| | | (363)| | | 177| | | (539)| | Accounts payable and other lia| —| | | 92| | | 6| | | (3)| | Total nonrecurring fair value | $| 74| | | $| (306)| | | $| 143| | | $| (860)| | Schedule of equity securities without readily determinable fair values measured under the measurement alternativ| The following table presents the carrying value of equity securities without readily determinable fair values held as of September 30, 2021 and 2020, that are measured under the measurement alternative and the related adjustments recorded during the periods presented for those securities with observable price changes. These securities are included in the nonrecurring fair value tables when applicable price changes are observable. Three months endedNine months ended September 30September 30As of or for the period ended,(in millions)2021202020212020Other assetsCarrying value(a)$3,207 $2,329 $3,207 $2,329 Upward carrying value changes(b)100 36 216 49Downward carrying value changes/impairment(c)(10)(34)(18)(204)(a)The carrying value as of December 31, 2020 was $2.4 billion. The period-end carrying values reflect cumulative purchases and sales in addition to upward and downward carrying value changes.(b)The cumulative upward carrying value changes between January 1, 2018 and September 30, 2021 were $826 million. (c)The cumulative downward carrying value changes/impairment between January 1, 2018 and September 30, 2021 were $(335) million. Carrying value and estimated fair value of financial assets and liabilities | The following table presents, by fair value hierarchy classification, the carrying values and estimated fair values at September 30, 2021, and December 31, 2020, of financial assets and liabilities, excluding financial instruments that are carried at fair value on a recurring basis, and their classification within the fair value hierarchy. September 30, 2021 December 31, 2020 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value Level 1 Level 2 Level 3 Total estimated fair value Carrying value Level 1 Level 2 Level 3 Total estimated fair value Financial assets Cash and due from banks $ 25.9 $ 25.9 $ — $ — $ 25.9 $ 24.9 $ 24.9 $ — $ — $ 24.9 Deposits with banks 734.0 734.0 — — 734.0 502.7 502.7 — — 502.7 Accrued interest and accounts receivable 115.7 — 115.6 0.1 115.7 89.4 — 89.3 0.1 89.4 Federal funds sold and securities purchased under resale agreements 9.0 — 9.0 — 9.0 58.3 — 58.3 — 58.3 Securities borrowed 130.2 — 130.2 — 130.2 107.7 — 107.7 — 107.7 Investment securities, held-to-maturity 343.5 181.3 163.1 — 344.4 201.8 53.2 152.3 — 205.5 Loans, net of allowance for loan losses(a) 965.8 — 203.2 781.7 984.9 940.1 — 210.9 755.6 966.5 Other 98.0 — 96.7 1.4 98.1 81.8 — 80.0 1.9 81.9 Financial liabilities Deposits $ 2,390.5 $ — $ 2,390.6 $ — $ 2,390.6 $ 2,129.8 $ — $ 2,128.9 $ — $ 2,128.9 Federal funds purchased and securities loaned or sold under repurchase agreements 67.5 — 67.5 — 67.5 59.5 — 59.5 — 59.5 Short-term borrowings 30.4 — 30.4 — 30.4 28.3 — 28.3 — 28.3 Accounts payable and other liabilities 228.6 — 224.0 4.2 228.2 186.6 — 181.9 4.3 186.2 Beneficial interests issued by consolidated VIEs 13.2 — 13.2 — 13.2 17.5 — 17.6 — 17.6 Long-term debt 221.9 — 225.6 3.3 228.9 204.8 — 209.2 3.2 212.4 (a)Fair value is typically estimated using a discounted cash flow model that incorporates the characteristics of the underlying loans (including principal, contractual interest rate and contractual fees) and other key inputs, including expected lifetime credit losses, interest rates, prepayment rates, and primary origination or secondary market spreads. For certain loans, the fair value is measured based on the value of the underlying collateral. Carrying value of the loan takes into account the loan’s allowance for loan losses, which represents the loan’s expected credit losses over its remaining expected life. The difference between the estimated fair value and carrying value of a loan is generally attributable to changes in market interest rates, including credit spreads, market liquidity premiums and other factors that affect the fair value of a loan but do not affect its carrying value. The following table presents, by fair value hierarchy classification, the carrying values and estimated fair values at September 30, 2021, and December 31, 2020, of financial assets and liabilities, excluding financial instruments that are carried at fair value on a recurring basis, and their classification within the fair value hierarchy. The following table presents, by fair value hierarchy classification, the carrying values and estimated fair values at September 30, 2021, and December 31, 2020, of financial assets and liabilities, excluding financial instruments that are carried at fair value on a recurring basis, and their classification within the fair value hierarchy. September 30, 2021 December 31, 2020 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value Level 1 Level 2 Level 3 Total estimated fair value Carrying value Level 1 Level 2 Level 3 Total estimated fair value Financial assets Cash and due from banks $ 25.9 $ 25.9 $ — $ — $ 25.9 $ 24.9 $ 24.9 $ — $ — $ 24.9 Deposits with banks 734.0 734.0 — — 734.0 502.7 502.7 — — 502.7 Accrued interest and accounts receivable 115.7 — 115.6 0.1 115.7 89.4 — 89.3 0.1 89.4 Federal funds sold and securities purchased under resale agreements 9.0 — 9.0 — 9.0 58.3 — 58.3 — 58.3 Securities borrowed 130.2 — 130.2 — 130.2 107.7 — 107.7 — 107.7 Investment securities, held-to-maturity 343.5 181.3 163.1 — 344.4 201.8 53.2 152.3 — 205.5 Loans, net of allowance for loan losses(a) 965.8 — 203.2 781.7 984.9 940.1 — 210.9 755.6 966.5 Other 98.0 — 96.7 1.4 98.1 81.8 — 80.0 1.9 81.9 Financial liabilities Deposits $ 2,390.5 $ — $ 2,390.6 $ — $ 2,390.6 $ 2,129.8 $ — $ 2,128.9 $ — $ 2,128.9 Federal funds purchased and securities loaned or sold under repurchase agreements 67.5 — 67.5 — 67.5 59.5 — 59.5 — 59.5 Short-term borrowings 30.4 — 30.4 — 30.4 28.3 — 28.3 — 28.3 Accounts payable and other liabilities 228.6 — 224.0 4.2 228.2 186.6 — 181.9 4.3 186.2 Beneficial interests issued by consolidated VIEs 13.2 — 13.2 — 13.2 17.5 — 17.6 — 17.6 Long-term debt 221.9 — 225.6 3.3 228.9 204.8 — 209.2 3.2 212.4 September 30, 2021 December 31, 2020 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value Level 1 Level 2 Level 3 Total estimated fair value Carrying value Level 1 Level 2 Level 3 Total estimated fair value Financial assets Cash and due from banks $ 25.9 $ 25.9 $ — $ — $ 25.9 $ 24.9 $ 24.9 $ — $ — $ 24.9 Deposits with banks 734.0 734.0 — — 734.0 502.7 502.7 — — 502.7 Accrued interest and accounts receivable Accrued interest and accounts receivable 115.7 — 115.6 0.1 115.7 89.4 — 89.3 0.1 89.4 Federal funds sold and securities purchased under resale agreements Federal funds sold and securities purchased under resale agreements 9.0 — 9.0 — 9.0 58.3 — 58.3 — 58.3 Securities borrowed Securities borrowed 130.2 — 130.2 — 130.2 107.7 — 107.7 — 107.7 Investment securities, held-to-maturity Investment securities, held-to-maturity 343.5 181.3 163.1 — 344.4 201.8 53.2 152.3 — 205.5 Loans, net of allowance for loan losses(a) Loans, net of allowance for loan losses (a) 965.8 — 203.2 781.7 984.9 940.1 — 210.9 755.6 966.5 Other 98.0 — 96.7 1.4 98.1 81.8 — 80.0 1.9 81.9 Financial liabilities Deposits $ 2,390.5 $ — $ 2,390.6 $ — $ 2,390.6 $ 2,129.8 $ — $ 2,128.9 $ — $ 2,128.9 Federal funds purchased and securities loaned or sold under repurchase agreements Federal funds purchased and securities loaned or sold under repurchase agreements 67.5 — 67.5 — 67.5 59.5 — 59.5 — 59.5 Short-term borrowings Short-term borrowings 30.4 — 30.4 — 30.4 28.3 — 28.3 — 28.3 Accounts payable and other liabilities Accounts payable and other liabilities 228.6 — 224.0 4.2 228.2 186.6 — 181.9 4.3 186.2 Beneficial interests issued by consolidated VIEs Beneficial interests issued by consolidated VIEs 13.2 — 13.2 — 13.2 17.5 — 17.6 — 17.6 Long-term debt Long-term debt 221.9 — 225.6 3.3 228.9 204.8 — 209.2 3.2 212.4 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |September 30, 2| |December 31, 20 | |Estimated fair | | | |Estimated fair | (in billions) | Carrying value| Level 1| Level 2| Level 3|Total estimated| | Carrying value| Level 1| Level 2| Level 3|Total estimated Financial assets | | | | | | | | | | | Cash and due from banks | $| 25.9| | $| 25.9| | $| —| | $| —| | $| 25.9| | | $| 24.9| | $| 24.9| | $| —| | $| —| | $| 24.9| Deposits with banks | 734.0| | 734.0| | —| | —| | 734.0| | | 502.7| | 502.7| | —| | —| | 502.7| Accrued interest and accounts | 115.7| | —| | 115.6| | 0.1| | 115.7| | | 89.4| | —| | 89.3| | 0.1| | 89.4| Federal funds sold and securit| 9.0| | —| | 9.0| | —| | 9.0| | | 58.3| | —| | 58.3| | —| | 58.3| Securities borrowed | 130.2| | —| | 130.2| | —| | 130.2| | | 107.7| | —| | 107.7| | —| | 107.7| Investment securities, held-to| 343.5| | 181.3| | 163.1| | —| | 344.4| | | 201.8| | 53.2| | 152.3| | —| | 205.5| Loans, net of allowance for lo| 965.8| | —| | 203.2| | 781.7| | 984.9| | | 940.1| | —| | 210.9| | 755.6| | 966.5| Other | 98.0| | —| | 96.7| | 1.4| | 98.1| | | 81.8| | —| | 80.0| | 1.9| | 81.9| Financial liabilities | | | | | | | | | | | Deposits | $| 2,390.5| | $| —| | $| 2,390.6| | $| —| | $| 2,390.6| | | $| 2,129.8| | $| —| | $| 2,128.9| | $| —| | $| 2,128.9| Federal funds purchased and se| 67.5| | —| | 67.5| | —| | 67.5| | | 59.5| | —| | 59.5| | —| | 59.5| | | | | | | | | | | | Short-term borrowings | 30.4| | —| | 30.4| | —| | 30.4| | | 28.3| | —| | 28.3| | —| | 28.3| Accounts payable and other lia| 228.6| | —| | 224.0| | 4.2| | 228.2| | | 186.6| | —| | 181.9| | 4.3| | 186.2| Beneficial interests issued by| 13.2| | —| | 13.2| | —| | 13.2| | | 17.5| | —| | 17.6| | —| | 17.6| Long-term debt | 221.9| | —| | 225.6| | 3.3| | 228.9| | | 204.8| | —| | 209.2| | 3.2| | 212.4| The carrying value and estimated fair value of wholesale lending-related commitments | The majority of the Firm’s lending-related commitments are not carried at fair value on a recurring basis on the Consolidated balance sheets. The carrying value and the estimated fair value of these wholesale lending-related commitments were as follows for the periods indicated. September 30, 2021December 31, 2020Estimated fair value hierarchyEstimated fair value hierarchy(in billions)Carrying value(a) (b)Level 1Level 2Level 3Total estimated fair valueCarrying value(a) (b)Level 1Level 2Level 3Total estimated fair valueWholesale lending-related commitments$2.1 $— $— $3.1 $3.1 $2.2 $— $— $2.1 $2.1 (a)Excludes the current carrying values of the guarantee liability and the offsetting asset, each of which is recognized at fair value at the inception of the guarantees.(b)Includes the wholesale allowance for lending-related commitments. Presentation: [231073015 - Disclosure - Leases (Tables)] [us-gaap:LeasesAbstract] = [none]: [jpm:LesseeOperatingLeaseRIghtofUseAssetsandLeaseLiabilitiesTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OperatingLeaseLeaseIncomeTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Leases [Abstract] Schedule of information related to operating leases | The following table provides information related to the Firm’s operating leases: (in millions)September 30, 2021December 31, 2020Right-of-use assets$7,837 $8,006 Lease liabilities8,262 8,508 Schedule of operating lease income and related depreciation expense | The following table presents the Firm’s operating lease income, included within other income, and the related depreciation expense, included within technology, communications and equipment expense, on the Consolidated statements of income: Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Operating lease income$1,190 $1,425 $3,792 $4,236 Depreciation expense785 1,035 2,595 3,261 Calculation: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGainLoss] = [473000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGain] = [1123000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedLossExcludingOtherThanTemporaryImpairment] = [650000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGainLoss] = [732000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGain] = [2842000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedLossExcludingOtherThanTemporaryImpairment] = [2110000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGainLoss] = [-256000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGain] = [60000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedLossExcludingOtherThanTemporaryImpairment] = [316000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGainLoss] = [-397000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedGain] = [481000000.00] [credit]: validating [us-gaap:DebtSecuritiesAvailableForSaleRealizedLossExcludingOtherThanTemporaryImpairment] = [878000000.00] [debit]: Presentation: [240564038 - Disclosure - Investment Securities - Realized Gains and Losses and Provision for Credit Losses (Details)] [us-gaap:InvestmentsDebtAndEquitySecuritiesAbstract] = [none]: [us-gaap:AvailableForSaleSecuritiesGrossRealizedGainLossAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DebtSecuritiesAvailableForSaleRealizedGain] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DebtSecuritiesAvailableForSaleRealizedLossExcludingOtherThanTemporaryImpairment] [NEGATED] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DebtSecuritiesAvailableForSaleRealizedGainLoss] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DebtSecuritiesHeldToMaturityCreditLossExpenseReversal] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Investments, Debt and Equity Securities [Abstract] Securities gains and losses Realized gains | 1123000000 [credit] USD Realized losses | -650000000 [ debit] USD Investment securities gains/(losses) | 473000000 [credit] [tot] USD Provision for credit losses | 97000000 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Investments, Debt and Equity Securities [Abstract] Securities gains and losses Realized gains | 2842000000 [credit] USD Realized losses | -2110000000 [ debit] USD Investment securities gains/(losses) | 732000000 [credit] [tot] USD Provision for credit losses | 110000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Investments, Debt and Equity Securities [Abstract] Securities gains and losses Realized gains | 60000000 [credit] USD Realized losses | -316000000 [ debit] USD Investment securities gains/(losses) | -256000000 [credit] [tot] USD Provision for credit losses | -14000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Investments, Debt and Equity Securities [Abstract] Securities gains and losses Realized gains | 481000000 [credit] USD Realized losses | -878000000 [ debit] USD Investment securities gains/(losses) | -397000000 [credit] [tot] USD Provision for credit losses | -5000000 [ debit] USD Calculation: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [148000000.00] [credit]: (date: 2020-12-31): {(us-gaap:CommercialLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [2605000000.00] [credit]: (date: 2020-12-31): {(jpm:OtherUnfundedCommitmentsToExtendCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [2148000000.00] [credit]: (date: 2020-12-31): {(jpm:OtherLettersOfCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [14000000.00] [credit]: validating [us-gaap:ValuationAllowancesAndReservesBalance] = [14000000.00] [credit]: validating [us-gaap:GuaranteeObligationsCurrentCarryingValue] = [0.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [2753000000.00] [credit]: (date: 2020-12-31): {(jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [443000000.00] [credit]: validating [us-gaap:ValuationAllowancesAndReservesBalance] = [80000000.00] [credit]: validating [us-gaap:GuaranteeObligationsCurrentCarryingValue] = [363000000.00] [credit]: (date: 2020-12-31): {(us-gaap:ConsumerLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [148000000.00] [credit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [0.00] [credit]: (date: 2020-12-31): {(us-gaap:AutomobileLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [0.00] [credit]: (date: 2020-12-31): {(jpm:ConsumerLoanExcludingCreditCardMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [148000000.00] [credit]: (date: 2021-09-30): {(jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [614000000.00] [credit]: validating [us-gaap:ValuationAllowancesAndReservesBalance] = [78000000.00] [credit]: validating [us-gaap:GuaranteeObligationsCurrentCarryingValue] = [536000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [2841000000.00] [credit]: (date: 2021-09-30): {(us-gaap:CommercialLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [2711000000.00] [credit]: (date: 2021-09-30): {(us-gaap:AutomobileLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [0.00] [credit]: (date: 2021-09-30): {(jpm:OtherLettersOfCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [10000000.00] [credit]: validating [us-gaap:ValuationAllowancesAndReservesBalance] = [10000000.00] [credit]: validating [us-gaap:GuaranteeObligationsCurrentCarryingValue] = [0.00] [credit]: (date: 2021-09-30): {(jpm:OtherUnfundedCommitmentsToExtendCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [2087000000.00] [credit]: (date: 2021-09-30): {(jpm:ConsumerLoanExcludingCreditCardMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [130000000.00] [credit]: (date: 2021-09-30): {(us-gaap:ConsumerLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [130000000.00] [credit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [130000000.00] [credit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [0.00] [credit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [46047000000.00] [credit]: (date: 2020-12-31): {(us-gaap:CommercialLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [449863000000.00] [credit]: (date: 2020-12-31): {(jpm:OtherUnfundedCommitmentsToExtendCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [415828000000.00] [credit]: (date: 2020-12-31): {(jpm:OtherLettersOfCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [3053000000.00] [credit]: validating [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingInvestmentGrade] = [2263000000.00] [credit]: validating [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingNonInvestmentGrade] = [790000000.00] [credit]: (date: 2020-12-31): {(jpm:FirmAdministeredMultiSellerConduitsMember, srt:ConsolidatedEntitiesAxis),(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:UnderlyingAssetClassAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [12200000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [1165688000000.00] [credit]: (date: 2020-12-31): {(jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [30982000000.00] [credit]: validating [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingInvestmentGrade] = [22850000000.00] [credit]: validating [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingNonInvestmentGrade] = [8132000000.00] [credit]: (date: 2020-12-31): {(us-gaap:ConsumerLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [715825000000.00] [credit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [658506000000.00] [credit]: (date: 2020-12-31): {(us-gaap:AutomobileLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [11272000000.00] [credit]: (date: 2020-12-31): {(jpm:ConsumerLoanExcludingCreditCardMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [57319000000.00] [credit]: (date: 2021-09-30): {(jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [27943000000.00] [credit]: validating [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingInvestmentGrade] = [19823000000.00] [credit]: validating [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingNonInvestmentGrade] = [8120000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [1266530000000.00] [credit]: (date: 2021-09-30): {(us-gaap:CommercialLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [499236000000.00] [credit]: (date: 2021-09-30): {(us-gaap:AutomobileLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [12142000000.00] [credit]: (date: 2021-09-30): {(jpm:OtherLettersOfCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [4401000000.00] [credit]: validating [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingInvestmentGrade] = [3502000000.00] [credit]: validating [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingNonInvestmentGrade] = [899000000.00] [credit]: (date: 2021-09-30): {(jpm:OtherUnfundedCommitmentsToExtendCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [466892000000.00] [credit]: (date: 2021-09-30): {(jpm:ConsumerLoanExcludingCreditCardMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [56684000000.00] [credit]: (date: 2021-09-30): {(us-gaap:ConsumerLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [767294000000.00] [credit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [44542000000.00] [credit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [710610000000.00] [credit]: (date: 2021-09-30): {(jpm:FirmAdministeredMultiSellerConduitsMember, srt:ConsolidatedEntitiesAxis),(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:UnderlyingAssetClassAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [12500000000.00] [credit]: Definition: [241304086 - Disclosure - Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments - Standby Letters of Credit and Other Financial Guarantees (Details)] [us-gaap:FairValueOffBalanceSheetRisksDisclosureInformationLineItems] = [none]: [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesAndOtherLettersOfCreditAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingInvestmentGrade] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingNonInvestmentGrade] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:ValuationAllowancesAndReservesBalance] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:GuaranteeObligationsCurrentCarryingValue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [jpm:StandbyLettersofCreditSupportedbyCollateral] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [jpm:OtherLettersofCreditSupportedbyCollateral] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:ScheduleOfFairValueOffBalanceSheetRisksTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancialInstrumentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:OtherLettersOfCreditMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:OtherLettersOfCreditMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: Presentation: [241304086 - Disclosure - Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments - Standby Letters of Credit and Other Financial Guarantees (Details)] [us-gaap:ScheduleOfFairValueOffBalanceSheetRisksTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancialInstrumentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:OtherLettersOfCreditMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueOffBalanceSheetRisksDisclosureInformationLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesAndOtherLettersOfCreditAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingInvestmentGrade] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesInternalCreditRatingNonInvestmentGrade] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ValuationAllowancesAndReservesBalance] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:GuaranteeObligationsCurrentCarryingValue] [NET] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:StandbyLettersofCreditSupportedbyCollateral] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:OtherLettersofCreditSupportedbyCollateral] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: Period [(date: 2020-12-31)] [Not Classified] Schedule of Fair Value, Off-balance Sheet Risks [Table] Standby letters of credit and other financial guarantees and other letters of credit [Abstract] Investment-grade Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 22850000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 2263000000 [credit] USD Noninvestment-grade Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 8132000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 790000000 [credit] USD Total lending-related commitments | 1165688000000 [credit] [tot] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 30982000000 [credit] [tot] USD Other letters of credit (Financial Instrument [Axis]) | 3053000000 [credit] [tot] USD Allowance for lending-related commitments Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 80000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 14000000 [credit] USD Guarantee liability Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 363000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 0 [credit] USD Total carrying value | 2753000000 [credit] [tot] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 443000000 [credit] [tot] USD Other letters of credit (Financial Instrument [Axis]) | 14000000 [credit] [tot] USD Commitments with collateral Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 17238000000 [credit] USD Commitments with collateral Other letters of credit (Financial Instrument [Axis]) | 498000000 [credit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Fair Value, Off-balance Sheet Risks [Table] Standby letters of credit and other financial guarantees and other letters of credit [Abstract] Investment-grade Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 19823000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 3502000000 [credit] USD Noninvestment-grade Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 8120000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 899000000 [credit] USD Total lending-related commitments | 1266530000000 [credit] [tot] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 27943000000 [credit] [tot] USD Other letters of credit (Financial Instrument [Axis]) | 4401000000 [credit] [tot] USD Allowance for lending-related commitments Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 78000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 10000000 [credit] USD Guarantee liability Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 536000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 0 [credit] USD Total carrying value | 2841000000 [credit] [tot] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 614000000 [credit] [tot] USD Other letters of credit (Financial Instrument [Axis]) | 10000000 [credit] [tot] USD Commitments with collateral Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 15071000000 [credit] USD Commitments with collateral Other letters of credit (Financial Instrument [Axis]) | 929000000 [credit] USD Definition: [240894063 - Disclosure - Variable Interest Entities - Multi-seller conduits (Details)] [us-gaap:VariableInterestEntityLineItems] = [none]: [jpm:CommercialPaperIssuedByConsolidatedVariableInterestEntitiesEliminatedInConsolidation] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfVariableInterestEntitiesTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [srt:ConsolidatedEntitiesAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:FirmAdministeredMultiSellerConduitsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:FirmAdministeredMultiSellerConduitsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:UnderlyingAssetClassAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:UnderlyingAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:UnderlyingAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: Presentation: [240894063 - Disclosure - Variable Interest Entities - Multi-seller conduits (Details)] [us-gaap:ScheduleOfVariableInterestEntitiesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FirmAdministeredMultiSellerConduitsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:UnderlyingAssetClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:UnderlyingAssetClassDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:CommercialPaperIssuedByConsolidatedVariableInterestEntitiesEliminatedInConsolidation] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(date: 2020-12-31)] [Not Classified] Schedule of Variable Interest Entities [Table] Commercial paper eliminated in consolidation Multi-seller conduits (Consolidated Entities [Axis]) | 13500000000 [credit] USD Unfunded lending-related commitments | 1165688000000 [credit] USD Commercial and other (Underlying Asset Class [Axis]) | 12200000000 [credit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Variable Interest Entities [Table] Commercial paper eliminated in consolidation Multi-seller conduits (Consolidated Entities [Axis]) | 12500000000 [credit] USD Unfunded lending-related commitments | 1266530000000 [credit] USD Commercial and other (Underlying Asset Class [Axis]) | 12500000000 [credit] USD Presentation: [220022001 - Disclosure - Basis of Presentation (Policies)] [us-gaap:OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract] = [none]: [us-gaap:BasisOfAccountingPolicyPolicyTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:UseOfEstimates] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:PriorPeriodReclassificationAdjustmentDescription] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ConsolidationPolicyTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:DerivativesAndSecuritiesPurchasedAndSoldUnderResaleAndRepurchaseAgreementsOffsettingPolicyPolicyTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:CreditLossFinancialInstrumentPolicyTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:TransfersAndServicingOfFinancialAssetsPolicyTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Organization, Consolidation and Presentation of Financial Statements [Abstract] Basis of presentation policy | The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to U.S. GAAP. Additionally, where applicable, the policies conform to the accounting and reporting guidelines prescribed by regulatory authorities. Use of estimates in the preparation of consolidated financial statements policy | The unaudited Consolidated Financial Statements prepared in conformity with U.S. GAAP require management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenue and expense, and the disclosures of contingent assets and liabilities. Actual results could be different from these estimates. In the opinion of management, all normal, recurring adjustments have been included such that this interim financial information is fairly stated. Reclassifications policy | Certain amounts reported in prior periods have been reclassified to conform with the current presentation, including certain deferred investment tax credits. In the first quarter of 2021 the Firm reclassified certain deferred investment tax credits from accounts payable and other liabilities to other assets to be a reduction to the carrying value of the associated tax-oriented investments. The reclassification also resulted in an increase in income tax expense and a corresponding increase in other income, with no effect on net income. Prior-period amounts have been revised to conform with the current presentation, including the Firm’s effective income tax rate. The reclassification did not change the Firm’s results of operations on a managed basis. Consolidation policy | The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity. The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. Offsetting assets and liabilities policy | U.S. GAAP permits entities to present derivative receivables and derivative payables with the same counterparty and the related cash collateral receivables and payables on a net basis on the Consolidated balance sheets when a legally enforceable master netting agreement exists. U.S. GAAP also permits securities financing activities to be presented on a net basis when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances when the specified conditions are met. Refer to Note 1 of JPMorgan Chase’s 2020 Form 10-K for further information on offsetting assets and liabilities. Allowance for credit losses policy | The Firm's allowance for credit losses represents management's estimate of expected credit losses over the remaining expected life of the Firm's financial assets measured at amortized cost and certain off-balance sheet lending-related commitments. Loan securitizations policy | The Firm has securitized and sold a variety of loans, including residential mortgages, credit card receivables, and commercial mortgages. Definition: [240774055 - Disclosure - Loans - Credit Card Portfolio, Loan Modifications (Details)] [us-gaap:FinancingReceivableImpairedLineItems] = [none]: [jpm:LoanModificationProgramFixedPaymentPlanPeriod] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfImpairedFinancingReceivableTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:CreditCardReceivablesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:CreditCardReceivablesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:FinancingReceivableModificationsNewEnrollmentsPercentageofTotalLoans] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancingReceivableModificationsPostModificationRecordedInvestment2] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:FinancingReceivableModificationsPreModificationWeightedAverageInterestRateOfLoansWithRateReductions] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:FinancingReceivableModificationsPostModificationWeightedAverageInterestRateOfLoansWithRateReductions] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:FinancingReceivableModificationsSubsequentDefaultRecordedInvestment1] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:NumberOfYearsBeforePaymentDefaultUnderModifiedLoan] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [jpm:FinancingReceivableModificationsSubsequentDefaultNumberofPaymentsPastDue] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: Presentation: [240774055 - Disclosure - Loans - Credit Card Portfolio, Loan Modifications (Details)] [us-gaap:ScheduleOfImpairedFinancingReceivableTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditCardReceivablesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableImpairedLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:LoanModificationProgramFixedPaymentPlanPeriod] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FinancingReceivableModificationsNewEnrollmentsPercentageofTotalLoans] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableModificationsPostModificationRecordedInvestment2] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:FinancingReceivableModificationsPreModificationWeightedAverageInterestRateOfLoansWithRateReductions] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:FinancingReceivableModificationsPostModificationWeightedAverageInterestRateOfLoansWithRateReductions] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FinancingReceivableModificationsSubsequentDefaultRecordedInvestment1] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:NumberOfYearsBeforePaymentDefaultUnderModifiedLoan] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:FinancingReceivableModificationsSubsequentDefaultNumberofPaymentsPastDue] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Schedule of Impaired Financing Receivable [Table] Balance of new TDRs Credit card (Financing Receivable Portfolio Segment [Axis]) | 220000000 [ debit] USD Weighted-average interest rate of loans – before TDR Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.18 [ none] pure Weighted-average interest rate of loans – after TDR Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.05 [ none] pure Balance of loans that redefaulted within one year of modification Credit card (Financing Receivable Portfolio Segment [Axis]) | 22000000 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Impaired Financing Receivable [Table] Balance of new TDRs Credit card (Financing Receivable Portfolio Segment [Axis]) | 648000000 [ debit] USD Weighted-average interest rate of loans – before TDR Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.18 [ none] pure Weighted-average interest rate of loans – after TDR Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.05 [ none] pure Balance of loans that redefaulted within one year of modification Credit card (Financing Receivable Portfolio Segment [Axis]) | 83000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Impaired Financing Receivable [Table] Balance of new TDRs Credit card (Financing Receivable Portfolio Segment [Axis]) | 82000000 [ debit] USD Weighted-average interest rate of loans – before TDR Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.18 [ none] pure Weighted-average interest rate of loans – after TDR Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.05 [ none] pure Balance of loans that redefaulted within one year of modification Credit card (Financing Receivable Portfolio Segment [Axis]) | 13000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Impaired Financing Receivable [Table] Fixed payment plan period Credit card (Financing Receivable Portfolio Segment [Axis]) | 60 [ none] New enrollments, percent of total retained credit card loans (less than) Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.01 [ none] pure Balance of new TDRs Credit card (Financing Receivable Portfolio Segment [Axis]) | 315000000 [ debit] USD Weighted-average interest rate of loans – before TDR Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.18 [ none] pure Weighted-average interest rate of loans – after TDR Credit card (Financing Receivable Portfolio Segment [Axis]) | 0.05 [ none] pure Balance of loans that redefaulted within one year of modification Credit card (Financing Receivable Portfolio Segment [Axis]) | 45000000 [ debit] USD Number of years before payment default under a modified loan Credit card (Financing Receivable Portfolio Segment [Axis]) | one year [ none] Modified loans, payment default, number of payments past due Credit card (Financing Receivable Portfolio Segment [Axis]) | two [ none] Presentation: [210401006 - Disclosure - Interest Income and Interest Expense] [us-gaap:InterestIncomeExpenseNetAbstract] = [none]: [us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Interest Income (Expense), Net [Abstract] Interest Income and Interest Expense | Interest income and Interest expense Refer to Note 7 of JPMorgan Chase’s 2020 Form 10-K for a description of JPMorgan Chase’s accounting policies regarding interest income and interest expense. The following table presents the components of interest income and interest expense. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Interest income Loans(a) $ 10,445 $ 10,215 $ 30,777 $ 33,409 Taxable securities 1,553 1,816 4,735 6,203 Non-taxable securities(b) 262 294 809 901 Total investment securities(a) 1,815 2,110 5,544 7,104 Trading assets - debt instruments 1,682 1,850 5,175 5,980 Federal funds sold and securities purchased under resale agreements 231 401 639 2,097 Securities borrowed(c) (73) (128) (240) (151) Deposits with banks 174 69 342 708 All other interest-earning assets(d) 206 183 608 826 Total interest income $ 14,480 $ 14,700 $ 42,845 $ 49,973 Interest expense Interest-bearing deposits $ 126 $ 245 $ 404 $ 2,169 Federal funds purchased and securities loaned or sold under repurchase agreements 119 105 194 1,023 Short-term borrowings(e) 31 60 97 335 Trading liabilities – debt and all other interest-bearing liabilities(c)(f) 52 (51) 130 278 Long-term debt 1,054 1,293 3,244 4,679 Beneficial interest issued by consolidated VIEs 18 35 66 184 Total interest expense $ 1,400 $ 1,687 $ 4,135 $ 8,668 Net interest income $ 13,080 $ 13,013 $ 38,710 $ 41,305 Provision for credit losses (1,527) 611 (7,968) 19,369 Net interest income after provision for credit losses $ 14,607 $ 12,402 $ 46,678 $ 21,936 (a)Includes the amortization/accretion of unearned income (e.g., purchase premiums/discounts and net deferred fees/costs). (b)Represents securities which are tax-exempt for U.S. federal income tax purposes. (c)Negative interest income is related to the impact of current interest rates combined with the fees paid on client-driven securities borrowed balances. The negative interest expense related to prime brokerage customer payables is recognized in interest expense and reported within trading liabilities - debt and all other interest-bearing liabilities. (d)Includes interest earned on brokerage-related held-for-investment customer receivables, which are classified in accrued interest and accounts receivable, and all other interest-earning assets which are classified in other assets on the Consolidated balance sheets. (e)Includes commercial paper. (f)All other interest-bearing liabilities includes interest expense on brokerage-related customer payables. Refer to Note 7 of JPMorgan Chase’s 2020 Form 10-K for a description of JPMorgan Chase’s accounting policies regarding interest income and interest expense. Refer to Note 7 of JPMorgan Chase’s 2020 Form 10-K for a description of JPMorgan Chase’s accounting policies regarding interest income and interest expense. The following table presents the components of interest income and interest expense. The following table presents the components of interest income and interest expense. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Interest income Loans(a) $ 10,445 $ 10,215 $ 30,777 $ 33,409 Taxable securities 1,553 1,816 4,735 6,203 Non-taxable securities(b) 262 294 809 901 Total investment securities(a) 1,815 2,110 5,544 7,104 Trading assets - debt instruments 1,682 1,850 5,175 5,980 Federal funds sold and securities purchased under resale agreements 231 401 639 2,097 Securities borrowed(c) (73) (128) (240) (151) Deposits with banks 174 69 342 708 All other interest-earning assets(d) 206 183 608 826 Total interest income $ 14,480 $ 14,700 $ 42,845 $ 49,973 Interest expense Interest-bearing deposits $ 126 $ 245 $ 404 $ 2,169 Federal funds purchased and securities loaned or sold under repurchase agreements 119 105 194 1,023 Short-term borrowings(e) 31 60 97 335 Trading liabilities – debt and all other interest-bearing liabilities(c)(f) 52 (51) 130 278 Long-term debt 1,054 1,293 3,244 4,679 Beneficial interest issued by consolidated VIEs 18 35 66 184 Total interest expense $ 1,400 $ 1,687 $ 4,135 $ 8,668 Net interest income $ 13,080 $ 13,013 $ 38,710 $ 41,305 Provision for credit losses (1,527) 611 (7,968) 19,369 Net interest income after provision for credit losses $ 14,607 $ 12,402 $ 46,678 $ 21,936 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Interest income Loans(a) Loans (a) $ 10,445 $ 10,215 $ 30,777 $ 33,409 Taxable securities 1,553 1,816 4,735 6,203 Non-taxable securities(b) Non-taxable securities (b) 262 294 809 901 Total investment securities(a) Total investment securities (a) 1,815 2,110 5,544 7,104 Trading assets - debt instruments 1,682 1,850 5,175 5,980 Federal funds sold and securities purchased under resale agreements 231 401 639 2,097 Securities borrowed(c) Securities borrowed (c) (73) (128) (240) (151) Deposits with banks 174 69 342 708 All other interest-earning assets(d) All other interest-earning assets (d) 206 183 608 826 Total interest income $ 14,480 $ 14,700 $ 42,845 $ 49,973 Interest expense Interest-bearing deposits $ 126 $ 245 $ 404 $ 2,169 Federal funds purchased and securities loaned or sold under repurchase agreements 119 105 194 1,023 Short-term borrowings(e) Short-term borrowings (e) 31 60 97 335 Trading liabilities – debt and all other interest-bearing liabilities(c)(f) Trading liabilities – debt and all other interest-bearing liabilities (c)(f) 52 (51) 130 278 Long-term debt 1,054 1,293 3,244 4,679 Beneficial interest issued by consolidated VIEs 18 35 66 184 Total interest expense $ 1,400 $ 1,687 $ 4,135 $ 8,668 Net interest income $ 13,080 $ 13,013 $ 38,710 $ 41,305 Provision for credit losses (1,527) 611 (7,968) 19,369 Net interest income after provision for credit losses $ 14,607 $ 12,402 $ 46,678 $ 21,936 (a)Includes the amortization/accretion of unearned income (e.g., purchase premiums/discounts and net deferred fees/costs). (a) Includes the amortization/accretion of unearned income (e.g., purchase premiums/discounts and net deferred fees/costs). (b)Represents securities which are tax-exempt for U.S. federal income tax purposes. (b) Represents securities which are tax-exempt for U.S. federal income tax purposes. (c)Negative interest income is related to the impact of current interest rates combined with the fees paid on client-driven securities borrowed balances. The negative interest expense related to prime brokerage customer payables is recognized in interest expense and reported within trading liabilities - debt and all other interest-bearing liabilities. (c) Negative interest income is related to the impact of current interest rates combined with the fees paid on client-driven securities borrowed balances. The negative interest expense related to prime brokerage customer payables is recognized in interest expense and reported within trading liabilities - debt and all other interest-bearing liabilities. (d)Includes interest earned on brokerage-related held-for-investment customer receivables, which are classified in accrued interest and accounts receivable, and all other interest-earning assets which are classified in other assets on the Consolidated balance sheets. (d) Includes interest earned on brokerage-related held-for-investment customer receivables, which are classified in accrued interest and accounts receivable, and all other interest-earning assets which are classified in other assets on the Consolidated balance sheets. (e)Includes commercial paper. (e) Includes commercial paper. (f)All other interest-bearing liabilities includes interest expense on brokerage-related customer payables. (f) All other interest-bearing liabilities includes interest expense on brokerage-related customer payables. | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| | 2020| | 2021| | 2020 Interest income | | | | | | | Loans(a) | $| 10,445| | | $| 10,215| | | $| 30,777| | | $| 33,409| Taxable securities | 1,553| | | 1,816| | | 4,735| | | 6,203| Non-taxable securities(b) | 262| | | 294| | | 809| | | 901| Total investment securities(a)| 1,815| | | 2,110| | | 5,544| | | 7,104| Trading assets - debt instrume| 1,682| | | 1,850| | | 5,175| | | 5,980| Federal funds sold and securit| 231| | | 401| | | 639| | | 2,097| Securities borrowed(c) | (73)| | | (128)| | | (240)| | | (151)| Deposits with banks | 174| | | 69| | | 342| | | 708| All other interest-earning ass| 206| | | 183| | | 608| | | 826| Total interest income | $| 14,480| | | $| 14,700| | | $| 42,845| | | $| 49,973| Interest expense | | | | | | | Interest-bearing deposits | $| 126| | | $| 245| | | $| 404| | | $| 2,169| Federal funds purchased and se| 119| | | 105| | | 194| | | 1,023| Short-term borrowings(e) | 31| | | 60| | | 97| | | 335| Trading liabilities – debt and| 52| | | (51)| | | 130| | | 278| Long-term debt | 1,054| | | 1,293| | | 3,244| | | 4,679| Beneficial interest issued by | 18| | | 35| | | 66| | | 184| Total interest expense | $| 1,400| | | $| 1,687| | | $| 4,135| | | $| 8,668| Net interest income | $| 13,080| | | $| 13,013| | | $| 38,710| | | $| 41,305| Provision for credit losses | (1,527)| | | 611| | | (7,968)| | | 19,369| Net interest income after prov| $| 14,607| | | $| 12,402| | | $| 46,678| | | $| 21,936| Presentation: [231333022 - Disclosure - Pledged Assets and Collateral (Tables)] [us-gaap:CommitmentsAndContingenciesDisclosureAbstract] = [none]: [us-gaap:ScheduleOfFinancialInstrumentsOwnedAndPledgedAsCollateralTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ScheduleOfCustomerSecuritiesForWhichEntityHasRightToSellOrRepledgeTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Commitments and Contingencies Disclosure [Abstract] Schedule of pledged assets | The following table presents the Firm’s pledged assets. (in billions)September 30, 2021December 31, 2020Assets that may be sold or repledged or otherwise used by secured parties$122.4 $166.6 Assets that may not be sold or repledged or otherwise used by secured parties115.3 113.9 Assets pledged at Federal Reserve banks and FHLBs462.9 455.3 Total pledged assets$700.6 $735.8 Schedule of collateral received | The following table presents the fair value of collateral accepted. (in billions)September 30, 2021December 31, 2020Collateral permitted to be sold or repledged, delivered, or otherwise used$1,417.7 $1,451.7 Collateral sold, repledged, delivered or otherwise used1,085.7 1,038.9 Definition: [240684046 - Disclosure - Loans - Consumer, Excluding Credit Card Loan Portfolio (Details)] [us-gaap:AccountsNotesAndLoansReceivableLineItems] = [none]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfAccountsNotesLoansAndFinancingReceivableTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:ResidentialRealEstateMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:AutomobileLoanMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:ResidentialRealEstateMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:AutomobileLoanMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: Presentation: [240684046 - Disclosure - Loans - Consumer, Excluding Credit Card Loan Portfolio (Details)] [us-gaap:ScheduleOfAccountsNotesLoansAndFinancingReceivableTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ResidentialRealEstateMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AutomobileLoanMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AccountsNotesAndLoansReceivableLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(date: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Retained loans | 945537000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 305106000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Retained loans | 960506000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 302127000000 [ debit] USD Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 225302000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 76825000000 [ debit] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis]) | 19200000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Retained loans | 974260000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 298308000000 [ debit] USD Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 221671000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 76637000000 [ debit] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis]) | 11100000000 [ debit] USD Presentation: [241104078 - Disclosure - Leases - Operating Lease Income and Related Depreciation Expense (Details)] [us-gaap:LeasesAbstract] = [none]: [us-gaap:OperatingLeaseIncomeComprehensiveIncomeExtensibleList] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OperatingLeaseLeaseIncome] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:OperatingLeasesIncomeStatementDepreciationExpenseOnPropertySubjectToOrHeldForLease] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Leases [Abstract] Operating Lease, Lease Income, Statement of Income or Comprehensive Income [Extensible Enumeration] | http://fasb.org/us-gaap/2 [ none] Operating lease income | 1425000000 [credit] USD Depreciation expense | 1035000000 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Leases [Abstract] Operating Lease, Lease Income, Statement of Income or Comprehensive Income [Extensible Enumeration] | http://fasb.org/us-gaap/2 [ none] Operating lease income | 4236000000 [credit] USD Depreciation expense | 3261000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Leases [Abstract] Operating Lease, Lease Income, Statement of Income or Comprehensive Income [Extensible Enumeration] | http://fasb.org/us-gaap/2 [ none] Operating lease income | 1190000000 [credit] USD Depreciation expense | 785000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Leases [Abstract] Operating Lease, Lease Income, Statement of Income or Comprehensive Income [Extensible Enumeration] | http://fasb.org/us-gaap/2 [ none] Operating lease income | 3792000000 [credit] USD Depreciation expense | 2595000000 [ debit] USD Presentation: [241084076 - Disclosure - Leases - Information Related to Operating Leases (Details)] [us-gaap:LeasesAbstract] = [none]: [us-gaap:OperatingLeaseRightOfUseAsset] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OperatingLeaseLiability] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(date: 2020-12-31)] [Not Classified] Leases [Abstract] Right-of-use assets | 8006000000 [ debit] USD Lease liabilities | 8508000000 [credit] USD Period [(date: 2021-09-30)] [MRQ] Leases [Abstract] Right-of-use assets | 7837000000 [ debit] USD Lease liabilities | 8262000000 [credit] USD Presentation: [231223019 - Disclosure - Restricted Cash and Other Restricted Assets (Tables)] [us-gaap:CashAndCashEquivalentsAbstract] = [none]: [us-gaap:ScheduleOfRestrictedCashAndCashEquivalentsTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Cash and Cash Equivalents [Abstract] Components of restricted cash | The following table presents the components of the Firm’s restricted cash:(in billions)September 30,2021December 31, 2020Segregated for the benefit of securities and cleared derivative customers16.2 19.3 Cash reserves at non-U.S. central banks and held for other general purposes5.1 5.1 Total restricted cash(a)$21.3 $24.4 (a)Comprises $20.0 billion and $22.7 billion in deposits with banks, and $1.3 billion and $1.7 billion in cash and due from banks on the Consolidated balance sheet as of September 30, 2021 and December 31, 2020, respectively. Presentation: [230863012 - Disclosure - Variable Interest Entities (Tables)] [jpm:VariableInterestEntitiesAbstract] = [none]: [jpm:ScheduleofSignificantTypesofVariableInterestEntitiesbyBusinessSegmentTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FirmSponsoredMortgageAndOtherConsumerSecuritizationTrustsTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ScheduleOfVariableInterestEntitiesTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:InformationOnAssetsAndLiabilitiesRelatedToVIEsThatAreConsolidatedByFirmTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:SecuritizationActivitiesTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:SummaryOfLoanSaleActivitiesTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:ScheduleofSecuritiesRepurchasedAndOptiontoRepurchaseDelinquentSecuritiesTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:InformationAboutDelinquenciesNetChargeOffsAndComponentsOfOffBalanceSheetSecuritizedFinancialAssetsTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Variable Interest Entities [Abstract] Schedule of significant types of variable interest entities by business segment | The following table summarizes the most significant types of Firm-sponsored VIEs by business segment. The Firm considers a “Firm-sponsored” VIE to include any entity where: (1) JPMorgan Chase is the primary beneficiary of the structure; (2) the VIE is used by JPMorgan Chase to securitize Firm assets; (3) the VIE issues financial instruments with the JPMorgan Chase name; or (4) the entity is a JPMorgan Chase–administered asset-backed commercial paper conduit.Line of BusinessTransaction TypeActivityForm 10-Q page referencesCCBCredit card securitization trustsSecuritization of originated credit card receivables155Mortgage securitization trustsServicing and securitization of both originated and purchased residential mortgages155-157CIBMortgage and other securitization trustsSecuritization of both originated and purchased residential and commercial mortgages, and other consumer loans155-157Multi-seller conduitsAssist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs157Municipal bond vehiclesFinancing of municipal bond investments157 Firm-sponsored mortgage and other consumer securitization trusts | The following tables present the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans, holding senior interests or subordinated interests (including amounts required to be held pursuant to credit risk retention rules), recourse or guarantee arrangements, and derivative contracts. In certain instances, the Firm’s only continuing involvement is servicing the loans. The Firm’s maximum loss exposure from retained and purchased interests is the carrying value of these interests. Principal amount outstandingJPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e)September 30, 2021 (in millions)Total assets held by securitization VIEsAssets held in consolidated securitization VIEsAssets held in nonconsolidated securitization VIEs with continuing involvementTrading assets Investment securitiesOther financial assetsTotal interests held by JPMorgan ChaseSecuritization-related(a)Residential mortgage:Prime/Alt-A and option ARMs$52,280 $1,057 $43,700 $561 $572 $100 $1,233 Subprime11,430 29 10,537 3 — — 3 Commercial and other(b)135,904 — 110,012 861 2,443 324 3,628 Total$199,614 $1,086 $164,249 $1,425 $3,015 $424 $4,864 Principal amount outstandingJPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e)December 31, 2020 (in millions)Total assets held by securitization VIEsAssets held in consolidated securitization VIEsAssets held in nonconsolidated securitization VIEs with continuing involvementTrading assets Investment securitiesOther financial assetsTotal interests held by JPMorgan ChaseSecuritization-related(a)Residential mortgage:Prime/Alt-A and option ARMs$49,644 $1,693 $41,265 $574 $724 $— $1,298 Subprime12,896 46 12,154 9 — — 9 Commercial and other(b)119,732 — 92,351 955 1,549 262 2,766 Total$182,272 $1,739 $145,770 $1,538 $2,273 $262 $4,073 (a)Excludes U.S. GSEs and government agency securitizations and re-securitizations, which are not Firm-sponsored.(b)Consists of securities backed by commercial real estate loans and non-mortgage-related consumer receivables purchased from third parties. (c)Excludes the following: retained servicing; securities retained from loan sales and securitization activity related to U.S. GSEs and government agencies; interest rate and foreign exchange derivatives primarily used to manage interest rate and foreign exchange risks of securitization entities; senior and subordinated securities of $167 million and $72 million, respectively, at September 30, 2021, and $105 million and $40 million, respectively, at December 31, 2020, which the Firm purchased in connection with CIB’s secondary market-making activities.(d)Includes interests held in re-securitization transactions.(e)As of both September 30, 2021 and December 31, 2020, 73% of the Firm’s retained securitization interests, which are predominantly carried at fair value and include amounts required to be held pursuant to credit risk retention rules, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $1.1 billion and $1.3 billion of investment-grade retained interests, and $131 million and $41 million of noninvestment-grade retained interests at September 30, 2021, and December 31, 2020, respectively. The retained interests in commercial and other securitization trusts consisted of $2.8 billion and $2.0 billion of investment-grade retained interests, and $854 million and $753 million of noninvestment-grade retained interests at September 30, 2021 and December 31, 2020, respectively. Schedule of re-securitizations | The following table presents the principal amount of securities transferred to re-securitization VIEs. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Transfers of securities to VIEs U.S. GSEs and government agencies $ 11,258 $ 12,488 $ 43,157 $ 27,710 The following table presents information on the Firm's interests in nonconsolidated re-securitization VIEs. Nonconsolidated re-securitization VIEs (in millions) September 30, 2021 December 31, 2020 U.S. GSEs and government agencies Interest in VIEs $ 2,074 $ 2,631 The following table presents the principal amount of securities transferred to re-securitization VIEs. The following table presents the principal amount of securities transferred to re-securitization VIEs. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Transfers of securities to VIEs U.S. GSEs and government agencies $ 11,258 $ 12,488 $ 43,157 $ 27,710 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Transfers of securities to VIEs Transfers of securities to VIEs U.S. GSEs and government agencies $ 11,258 $ 12,488 $ 43,157 $ 27,710 The following table presents information on the Firm's interests in nonconsolidated re-securitization VIEs. The following table presents information on the Firm's interests in nonconsolidated re-securitization VIEs. Nonconsolidated re-securitization VIEs (in millions) September 30, 2021 December 31, 2020 U.S. GSEs and government agencies Interest in VIEs $ 2,074 $ 2,631 Nonconsolidated re-securitization VIEs (in millions) September 30, 2021 December 31, 2020 U.S. GSEs and government agencies U.S. GSEs and government agencies Interest in VIEs Interest in VIEs $ 2,074 $ 2,631 | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| | 2020| | 2021| | 2020 Transfers of securities to VIE| | | | | | | | | | | | | | U.S. GSEs and government agenc| $| 11,258| | | $| 12,488| | | $| 43,157| | | $| 27,710| | | | | | | | | | | | |Nonconsolidated (in millions) |September 30, 2| |December 31, 20 U.S. GSEs and government agenc| | | Interest in VIEs | $| 2,074| | | $| 2,631| Information on assets and liabilities related to VIEs that are consolidated by the Firm | The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of September 30, 2021, and December 31, 2020.AssetsLiabilitiesSeptember 30, 2021 (in millions)Trading assetsLoansOther(c) Total assets(d)Beneficial interests in VIE assets(e)Other(f)Total liabilitiesVIE program typeFirm-sponsored credit card trusts$—$10,606$97$10,703$2,396$1$2,397Firm-administered multi-seller conduits221,0777621,1558,612378,649Municipal bond vehicles2,009—42,0131,976—1,976Mortgage securitization entities(a)—1,091471,13821690306Other—2,578(b)2922,87057106163Total$2,011$35,352$516$37,879$13,257$234$13,491AssetsLiabilitiesDecember 31, 2020 (in millions)Trading assetsLoansOther(c) Total assets(d)Beneficial interests in VIE assets(e)Other(f)Total liabilitiesVIE program typeFirm-sponsored credit card trusts$—$11,962$148$12,110$4,943$3$4,946Firm-administered multi-seller conduits223,78718823,97710,5233310,556Municipal bond vehicles1,930—21,9321,902—1,902Mortgage securitization entities(a)—1,694941,788210108318Other2176249427—8989Total$1,934$37,619$681$40,234$17,578$233$17,811(a)Includes residential and commercial mortgage securitizations.(b)Predominantly includes purchased supply chain finance receivables and purchased auto loan securitizations in CIB.(c)Includes assets classified as cash and other assets on the Consolidated balance sheets.(d)The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The assets and liabilities include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation.(e)The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated balance sheets titled, “Beneficial interests issued by consolidated VIEs”. The holders of these beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. Included in beneficial interests in VIE assets are long-term beneficial interests of $2.7 billion and $5.2 billion at September 30, 2021, and December 31, 2020, respectively. (f)Includes liabilities classified as accounts payable and other liabilities on the Consolidated balance sheets. Securitization activities | The following table provides information related to the Firm’s securitization activities for the three and nine months ended September 30, 2021 and 2020, related to assets held in Firm-sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved at the time of the securitization.Three months ended September 30,Nine months ended September 30,2021202020212020(in millions)Residential mortgage(d)Commercial and other(e)Residential mortgage(d)Commercial and other(e)Residential mortgage(d)Commercial and other(e)Residential mortgage(d)Commercial and other(e)Principal securitized$8,245 $4,426 $2,852 $1,330 $16,437 $9,214 $6,450 $5,379 All cash flows during the period:(a)Proceeds received from loan sales as financial instruments(b)(c)$8,424 $4,456 $2,955 $1,392 $16,876 $9,335 $6,645 $5,577 Servicing fees collected39 — 54 1 121 — 165 1 Cash flows received on interests121 92 207 78 477 215 538 138 (a)Excludes re-securitization transactions.(b)Predominantly includes Level 2 assets.(c)The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale.(d)Represents prime mortgages. Excludes loan securitization activity related to U.S. GSEs and government agencies.(e)Includes commercial mortgage and other consumer loans. Summary of loan sale activities | The following table summarizes the activities related to loans sold to the U.S. GSEs, and loans in securitization transactions pursuant to Ginnie Mae guidelines.Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Carrying value of loans sold$29,033 $18,065 $76,639 $60,447 Proceeds received from loan sales as cash70 5 110 27 Proceeds from loan sales as securities(a)(b)28,549 17,858 75,331 59,795 Total proceeds received from loan sales(c)$28,619 $17,863 $75,441 $59,822 Gains/(losses) on loan sales(d)(e)$— $— $4 $6 (a)Includes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt or retained as part of the Firm’s investment securities portfolio.(b)Included in level 2 assets.(c)Excludes the value of MSRs retained upon the sale of loans.(d)Gains/(losses) on loan sales include the value of MSRs.(e)The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. Schedule options to repurchase delinquent loans | The following table presents loans the Firm repurchased or had an option to repurchase, real estate owned, and foreclosed government-guaranteed residential mortgage loans recognized on the Firm’s Consolidated balance sheets as of September 30, 2021 and December 31, 2020. Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions)Sep 30,2021Dec 31,2020Loans repurchased or option to repurchase(a)$1,103 $1,413 Real estate owned5 9 Foreclosed government-guaranteed residential mortgage loans(b)44 64 (a)Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools.(b)Relates to voluntary repurchases of loans, which are included in accrued interest and accounts receivable. Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial asse| The table below includes information about components of and delinquencies related to nonconsolidated securitized financial assets held in Firm-sponsored private-label securitization entities, in which the Firm has continuing involvement as of September 30, 2021, and December 31, 2020.Net liquidation lossesSecuritized assets90 days past dueThree months ended September 30,Nine months ended September 30,(in millions)Sep 30,2021Dec 31,2020Sep 30,2021Dec 31,20202021202020212020Securitized loansResidential mortgage:Prime / Alt-A & option ARMs$43,700 $41,265 $3,160 $4,988 $— $9 $14 $184 Subprime10,537 12,154 1,808 2,406 — 24 18 159 Commercial and other110,012 92,351 3,254 5,958 244 — 265 11 Total loans securitized$164,249 $145,770 $8,222 $13,352 $244 $33 $297 $354 Presentation: [230833011 - Disclosure - Allowance for Credit Losses (Tables)] [us-gaap:CreditLossAbstract] = [none]: [us-gaap:AllowanceForCreditLossesOnFinancingReceivablesTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ScheduleOfUnemploymentRatesAndCumulativeChangeInRealGDPTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Credit Loss [Abstract] Allowance for credit losses on financing receivables | The table below summarizes information about the allowances for loan losses and lending-related commitments, and includes a breakdown of loans and lending-related commitments by impairment methodology. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for further information on the allowance for credit losses on investment securities. 2021 2020 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 3,636 $ 17,800 $ 6,892 $ 28,328 $ 2,538 $ 5,683 $ 4,902 $ 13,123 Cumulative effect of a change in accounting principle NA NA NA NA 297 5,517 (1,642) 4,172 Gross charge-offs 452 2,957 187 3,596 620 4,104 641 5,365 Gross recoveries collected (470) (724) (87) (1,281) (483) (585) (88) (1,156) Net charge-offs/(recoveries) (18) 2,233 100 2,315 137 3,519 553 4,209 Provision for loan losses (1,778) (3,917) (2,162) (7,857) 1,803 10,119 5,802 17,724 Other (2) — (4) (6) 1 — 3 4 Ending balance at September 30, $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Allowance for lending-related commitments Beginning balance at January 1, $ 187 $ — $ 2,222 $ 2,409 $ 12 $ — $ 1,179 $ 1,191 Cumulative effect of a change in accounting principle NA NA NA NA 133 — (35) 98 Provision for lending-related commitments (45) — (61) (106) 71 — 1,464 1,535 Other — — 2 2 — — (1) (1) Ending balance at September 30, $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Total allowance for credit losses(a) $ 2,016 $ 11,650 $ 6,789 $ 20,455 $ 4,718 $ 17,800 $ 11,119 $ 33,637 Allowance for loan losses by impairment methodology Asset-specific(b) $ (571) $ 383 $ 357 $ 169 $ 228 $ 652 $ 792 $ 1,672 Portfolio-based 2,445 11,267 4,269 17,981 4,274 17,148 7,720 29,142 Total allowance for loan losses $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Loans by impairment methodology Asset-specific(b) $ 14,464 $ 1,083 $ 2,330 $ 17,877 $ 16,888 $ 1,432 $ 3,856 $ 22,176 Portfolio-based 283,844 142,083 530,456 956,383 288,218 138,158 496,985 923,361 Total retained loans $ 298,308 $ 143,166 $ 532,786 $ 974,260 $ 305,106 $ 139,590 $ 500,841 $ 945,537 Collateral-dependent loans Net charge-offs $ 26 $ — $ 9 $ 35 $ 109 $ — $ 22 $ 131 Loans measured at fair value of collateral less cost to sell 4,460 — 364 4,824 4,517 — 130 4,647 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 129 $ 129 $ — $ — $ 109 $ 109 Portfolio-based 142 — 2,034 2,176 216 — 2,498 2,714 Total allowance for lending-related commitments(c) $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 641 $ 641 $ — $ — $ 607 $ 607 Portfolio-based(d) 36,819 — 457,548 494,367 35,587 — 416,267 (d) 451,854 Total lending-related commitments $ 36,819 $ — $ 458,189 $ 495,008 $ 35,587 $ — $ 416,874 $ 452,461 (a)Excludes the allowance for credit losses on investment securities of $73 million and $120 million as of September 30, 2021 and 2020, respectively. (b)Includes collateral dependent loans, including those considered TDRs and those for which foreclosure is deemed probable, modified PCD loans and non-collateral dependent loans that have been modified or are reasonably expected to be modified in a TDR. Also includes risk-rated loans that have been placed on nonaccrual status for the wholesale portfolio segment. The asset-specific credit card allowance for loans modified, or reasonably expected to be modified, in a TDR is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates. (c)The allowance for lending-related commitments is reported in accounts payable and other liabilities on the Consolidated balance sheets. (d)At September 30, 2021 and 2020, lending-related commitments excluded $19.9 billion and $10.8 billion, respectively, for the consumer, excluding credit card portfolio segment; $710.6 billion and $662.9 billion, respectively, for the credit card portfolio segment; and $41.0 billion and $24.4 billion, respectively, for the wholesale portfolio segment, which were not subject to the allowance for lending-related commitments. Prior-period amount for wholesale lending-related commitments, including the amount not subject to allowance, has been revised to conform with the current presentation. The table below summarizes information about the allowances for loan losses and lending-related commitments, and includes a breakdown of loans and lending-related commitments by impairment methodology. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for further information on the allowance for credit losses on investment securities. The table below summarizes information about the allowances for loan losses and lending-related commitments, and includes a breakdown of loans and lending-related commitments by impairment methodology. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for further information on the allowance for credit losses on investment securities. 2021 2020 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 3,636 $ 17,800 $ 6,892 $ 28,328 $ 2,538 $ 5,683 $ 4,902 $ 13,123 Cumulative effect of a change in accounting principle NA NA NA NA 297 5,517 (1,642) 4,172 Gross charge-offs 452 2,957 187 3,596 620 4,104 641 5,365 Gross recoveries collected (470) (724) (87) (1,281) (483) (585) (88) (1,156) Net charge-offs/(recoveries) (18) 2,233 100 2,315 137 3,519 553 4,209 Provision for loan losses (1,778) (3,917) (2,162) (7,857) 1,803 10,119 5,802 17,724 Other (2) — (4) (6) 1 — 3 4 Ending balance at September 30, $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Allowance for lending-related commitments Beginning balance at January 1, $ 187 $ — $ 2,222 $ 2,409 $ 12 $ — $ 1,179 $ 1,191 Cumulative effect of a change in accounting principle NA NA NA NA 133 — (35) 98 Provision for lending-related commitments (45) — (61) (106) 71 — 1,464 1,535 Other — — 2 2 — — (1) (1) Ending balance at September 30, $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Total allowance for credit losses(a) $ 2,016 $ 11,650 $ 6,789 $ 20,455 $ 4,718 $ 17,800 $ 11,119 $ 33,637 Allowance for loan losses by impairment methodology Asset-specific(b) $ (571) $ 383 $ 357 $ 169 $ 228 $ 652 $ 792 $ 1,672 Portfolio-based 2,445 11,267 4,269 17,981 4,274 17,148 7,720 29,142 Total allowance for loan losses $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Loans by impairment methodology Asset-specific(b) $ 14,464 $ 1,083 $ 2,330 $ 17,877 $ 16,888 $ 1,432 $ 3,856 $ 22,176 Portfolio-based 283,844 142,083 530,456 956,383 288,218 138,158 496,985 923,361 Total retained loans $ 298,308 $ 143,166 $ 532,786 $ 974,260 $ 305,106 $ 139,590 $ 500,841 $ 945,537 Collateral-dependent loans Net charge-offs $ 26 $ — $ 9 $ 35 $ 109 $ — $ 22 $ 131 Loans measured at fair value of collateral less cost to sell 4,460 — 364 4,824 4,517 — 130 4,647 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 129 $ 129 $ — $ — $ 109 $ 109 Portfolio-based 142 — 2,034 2,176 216 — 2,498 2,714 Total allowance for lending-related commitments(c) $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 641 $ 641 $ — $ — $ 607 $ 607 Portfolio-based(d) 36,819 — 457,548 494,367 35,587 — 416,267 (d) 451,854 Total lending-related commitments $ 36,819 $ — $ 458,189 $ 495,008 $ 35,587 $ — $ 416,874 $ 452,461 2021 2021 2020 2020 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 3,636 $ 17,800 $ 6,892 $ 28,328 $ 2,538 $ 5,683 $ 4,902 $ 13,123 Cumulative effect of a change in accounting principle Cumulative effect of a change in accounting principle NA NA NA NA 297 5,517 (1,642) 4,172 Gross charge-offs 452 2,957 187 3,596 620 4,104 641 5,365 Gross recoveries collected (470) (724) (87) (1,281) (483) (585) (88) (1,156) Net charge-offs/(recoveries) (18) 2,233 100 2,315 137 3,519 553 4,209 Provision for loan losses (1,778) (3,917) (2,162) (7,857) 1,803 10,119 5,802 17,724 Other Other (2) — (4) (6) 1 — 3 4 Ending balance at September 30, $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Allowance for lending-related commitments Allowance for lending-related commitments Beginning balance at January 1, Beginning balance at January 1, $ 187 $ — $ 2,222 $ 2,409 $ 12 $ — $ 1,179 $ 1,191 Cumulative effect of a change in accounting principle Cumulative effect of a change in accounting principle NA NA NA NA 133 — (35) 98 Provision for lending-related commitments Provision for lending-related commitments (45) — (61) (106) 71 — 1,464 1,535 Other Other — — 2 2 — — (1) (1) Ending balance at September 30, $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Total allowance for credit losses(a) Total allowance for credit losses (a) $ 2,016 $ 11,650 $ 6,789 $ 20,455 $ 4,718 $ 17,800 $ 11,119 $ 33,637 Allowance for loan losses by impairment methodology Allowance for loan losses by impairment methodology Asset-specific(b) Asset-specific (b) $ (571) $ 383 $ 357 $ 169 $ 228 $ 652 $ 792 $ 1,672 Portfolio-based 2,445 11,267 4,269 17,981 4,274 17,148 7,720 29,142 Total allowance for loan losses $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Loans by impairment methodology Asset-specific(b) Asset-specific (b) $ 14,464 $ 1,083 $ 2,330 $ 17,877 $ 16,888 $ 1,432 $ 3,856 $ 22,176 Portfolio-based 283,844 142,083 530,456 956,383 288,218 138,158 496,985 923,361 Total retained loans $ 298,308 $ 143,166 $ 532,786 $ 974,260 $ 305,106 $ 139,590 $ 500,841 $ 945,537 Collateral-dependent loans Collateral-dependent loans Net charge-offs $ 26 $ — $ 9 $ 35 $ 109 $ — $ 22 $ 131 Loans measured at fair value of collateral less cost to sell Loans measured at fair value of collateral less cost to sell 4,460 — 364 4,824 4,517 — 130 4,647 Allowance for lending-related commitments by impairment methodology Allowance for lending-related commitments by impairment methodology Asset-specific Asset-specific $ — $ — $ 129 $ 129 $ — $ — $ 109 $ 109 Portfolio-based Portfolio-based 142 — 2,034 2,176 216 — 2,498 2,714 Total allowance for lending-related commitments(c) Total allowance for lending-related commitments (c) $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Lending-related commitments by impairment methodology Lending-related commitments by impairment methodology Asset-specific Asset-specific $ — $ — $ 641 $ 641 $ — $ — $ 607 $ 607 Portfolio-based(d) Portfolio-based (d) 36,819 — 457,548 494,367 35,587 — 416,267 (d) (d) 451,854 Total lending-related commitments Total lending-related commitments $ 36,819 $ — $ 458,189 $ 495,008 $ 35,587 $ — $ 416,874 $ 452,461 (a)Excludes the allowance for credit losses on investment securities of $73 million and $120 million as of September 30, 2021 and 2020, respectively. (a) Excludes the allowance for credit losses on investment securities of $73 million and $120 million as of September 30, 2021 and 2020, respectively. (b)Includes collateral dependent loans, including those considered TDRs and those for which foreclosure is deemed probable, modified PCD loans and non-collateral dependent loans that have been modified or are reasonably expected to be modified in a TDR. Also includes risk-rated loans that have been placed on nonaccrual status for the wholesale portfolio segment. The asset-specific credit card allowance for loans modified, or reasonably expected to be modified, in a TDR is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates. (b) Includes collateral dependent loans, including those considered TDRs and those for which foreclosure is deemed probable, modified PCD loans and non-collateral dependent loans that have been modified or are reasonably expected to be modified in a TDR. Also includes risk-rated loans that have been placed on nonaccrual status for the wholesale portfolio segment. The asset-specific credit card allowance for loans modified, or reasonably expected to be modified, in a TDR is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates. (c)The allowance for lending-related commitments is reported in accounts payable and other liabilities on the Consolidated balance sheets. (c) The allowance for lending-related commitments is reported in accounts payable and other liabilities on the Consolidated balance sheets. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 2021| | 2020 Nine months ended September 30|Consumer, exclu| Credit card| Wholesale| | Total| |Consumer, exclu| Credit card| Wholesale| | Total Allowance for loan losses | | | | | | | | | | | Beginning balance at January 1| $| 3,636| | $| 17,800| | $| 6,892| | | $| 28,328| | | $| 2,538| | $| 5,683| | $| 4,902| | | $| 13,123| Cumulative effect of a change | NA| NA| NA| | NA| | 297| | 5,517| | (1,642)| | | 4,172| Gross charge-offs | 452| | 2,957| | 187| | | 3,596| | | 620| | 4,104| | 641| | | 5,365| Gross recoveries collected | (470)| | (724)| | (87)| | | (1,281)| | | (483)| | (585)| | (88)| | | (1,156)| Net charge-offs/(recoveries) | (18)| | 2,233| | 100| | | 2,315| | | 137| | 3,519| | 553| | | 4,209| Provision for loan losses | (1,778)| | (3,917)| | (2,162)| | | (7,857)| | | 1,803| | 10,119| | 5,802| | | 17,724| Other | (2)| | —| | (4)| | | (6)| | | 1| | —| | 3| | | 4| Ending balance at September 30| $| 1,874| | $| 11,650| | $| 4,626| | | $| 18,150| | | $| 4,502| | $| 17,800| | $| 8,512| | | $| 30,814| | | | | | | | | | | | Allowance for lending-related | | | | | | | | | | | Beginning balance at January 1| $| 187| | $| —| | $| 2,222| | | $| 2,409| | | $| 12| | $| —| | $| 1,179| | | $| 1,191| Cumulative effect of a change | NA| NA| NA| | NA| | 133| | —| | (35)| | | 98| Provision for lending-related | (45)| | —| | (61)| | | (106)| | | 71| | —| | 1,464| | | 1,535| Other | —| | —| | 2| | | 2| | | —| | —| | (1)| | | (1)| Ending balance at September 30| $| 142| | $| —| | $| 2,163| | | $| 2,305| | | $| 216| | $| —| | $| 2,607| | | $| 2,823| | | | | | | | | | | | Total allowance for credit los| $| 2,016| | $| 11,650| | $| 6,789| | | $| 20,455| | | $| 4,718| | $| 17,800| | $| 11,119| | | $| 33,637| | | | | | | | | | | | Allowance for loan losses by i| | | | | | | | | | | Asset-specific(b) | $| (571)| | $| 383| | $| 357| | | $| 169| | | $| 228| | $| 652| | $| 792| | | $| 1,672| Portfolio-based | 2,445| | 11,267| | 4,269| | | 17,981| | | 4,274| | 17,148| | 7,720| | | 29,142| Total allowance for loan losse| $| 1,874| | $| 11,650| | $| 4,626| | | $| 18,150| | | $| 4,502| | $| 17,800| | $| 8,512| | | $| 30,814| | | | | | | | | | | | Loans by impairment methodolog| | | | | | | | | | | Asset-specific(b) | $| 14,464| | $| 1,083| | $| 2,330| | | $| 17,877| | | $| 16,888| | $| 1,432| | $| 3,856| | | $| 22,176| Portfolio-based | 283,844| | 142,083| | 530,456| | | 956,383| | | 288,218| | 138,158| | 496,985| | | 923,361| Total retained loans | $| 298,308| | $| 143,166| | $| 532,786| | | $| 974,260| | | $| 305,106| | $| 139,590| | $| 500,841| | | $| 945,537| | | | | | | | | | | | Collateral-dependent loans | | | | | | | | | | | Net charge-offs | $| 26| | $| —| | $| 9| | | $| 35| | | $| 109| | $| —| | $| 22| | | $| 131| Loans measured at fair value o| 4,460| | —| | 364| | | 4,824| | | 4,517| | —| | 130| | | 4,647| | | | | | | | | | | | Allowance for lending-related | | | | | | | | | | | Asset-specific | $| —| | $| —| | $| 129| | | $| 129| | | $| —| | $| —| | $| 109| | | $| 109| Portfolio-based | 142| | —| | 2,034| | | 2,176| | | 216| | —| | 2,498| | | 2,714| Total allowance for lending-re| $| 142| | $| —| | $| 2,163| | | $| 2,305| | | $| 216| | $| —| | $| 2,607| | | $| 2,823| | | | | | | | | | | | Lending-related commitments by| | | | | | | | | | | Asset-specific | $| —| | $| —| | $| 641| | | $| 641| | | $| —| | $| —| | $| 607| | | $| 607| Portfolio-based(d) | 36,819| | —| | 457,548| | | 494,367| | | 35,587| | —| | 416,267| | (d)| 451,854| Total lending-related commitme| $| 36,819| | $| —| | $| 458,189| | | $| 495,008| | | $| 35,587| | $| —| | $| 416,874| | | $| 452,461| U.S. unemployment rates and cumulative change in U.S. real GDP | The Firm’s central case assumptions reflected U.S. unemployment rates and U.S. real GDP as follows: Assumptions at September 30, 20214Q212Q224Q22U.S. unemployment rate(a)5.1 %4.4 %4.1 %Cumulative change in U.S. real GDP from 12/31/20193.3 %5.0 %6.2 %Assumptions at December 31, 20202Q214Q212Q22U.S. unemployment rate(a)6.8 %5.7 %5.1 %Cumulative change in U.S. real GDP from 12/31/2019(1.9)%0.6 %2.0 %(a)Reflects quarterly average of forecasted U.S. unemployment rate. Calculation: validating [us-gaap:LiabilitiesAndStockholdersEquity] = [3384757000000.00] [credit]: validating [us-gaap:Liabilities] = [3105403000000.00] [credit]: validating [us-gaap:Deposits] = [2144257000000.00] [credit]: validating [us-gaap:FederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchase] = [215209000000.00] [credit]: validating [us-gaap:ShortTermBorrowings] = [45208000000.00] [credit]: validating [us-gaap:TradingLiabilities] = [170181000000.00] [credit]: validating [us-gaap:AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent] = [231285000000.00] [credit]: validating [us-gaap:BeneficialInterest] = [17578000000.00] [credit]: validating [us-gaap:LongTermDebtAndCapitalLeaseObligationsIncludingCurrentMaturities] = [281685000000.00] [credit]: validating [us-gaap:StockholdersEquity] = [279354000000.00] [credit]: validating [us-gaap:PreferredStockIncludingAdditionalPaidInCapitalNetOfDiscount] = [30063000000.00] [credit]: validating [us-gaap:CommonStockValue] = [4105000000.00] [credit]: validating [us-gaap:AdditionalPaidInCapitalCommonStock] = [88394000000.00] [credit]: validating [us-gaap:RetainedEarningsAccumulatedDeficit] = [236990000000.00] [credit]: validating [us-gaap:AccumulatedOtherComprehensiveIncomeLossNetOfTax] = [7986000000.00] [credit]: validating [us-gaap:TreasuryStockValue] = [88184000000.00] [debit]: validating [us-gaap:CommitmentsAndContingencies] = [0.00] [credit]: validating [us-gaap:LiabilitiesAndStockholdersEquity] = [3757576000000.00] [credit]: validating [us-gaap:Liabilities] = [3467535000000.00] [credit]: validating [us-gaap:Deposits] = [2402353000000.00] [credit]: validating [us-gaap:FederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchase] = [254920000000.00] [credit]: validating [us-gaap:ShortTermBorrowings] = [50393000000.00] [credit]: validating [us-gaap:TradingLiabilities] = [179543000000.00] [credit]: validating [us-gaap:AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent] = [268604000000.00] [credit]: validating [us-gaap:BeneficialInterest] = [13257000000.00] [credit]: validating [us-gaap:LongTermDebtAndCapitalLeaseObligationsIncludingCurrentMaturities] = [298465000000.00] [credit]: validating [us-gaap:StockholdersEquity] = [290041000000.00] [credit]: validating [us-gaap:PreferredStockIncludingAdditionalPaidInCapitalNetOfDiscount] = [34838000000.00] [credit]: validating [us-gaap:CommonStockValue] = [4105000000.00] [credit]: validating [us-gaap:AdditionalPaidInCapitalCommonStock] = [88357000000.00] [credit]: validating [us-gaap:RetainedEarningsAccumulatedDeficit] = [265276000000.00] [credit]: validating [us-gaap:AccumulatedOtherComprehensiveIncomeLossNetOfTax] = [963000000.00] [credit]: validating [us-gaap:TreasuryStockValue] = [103498000000.00] [debit]: validating [us-gaap:CommitmentsAndContingencies] = [0.00] [credit]: (date: 2020-09-30): {(us-gaap:CorporateNonSegmentMember, srt:ConsolidationItemsAxis)} validating [us-gaap:Assets] = [1253275000000.00] [debit]: validating [us-gaap:Assets] = [3245061000000.00] [debit]: (date: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:ConsumerCommunityBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:Assets] = [487063000000.00] [debit]: (date: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CorporateInvestmentBankMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:Assets] = [1088282000000.00] [debit]: (date: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:AssetandWealthManagementSegmentMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:Assets] = [187858000000.00] [debit]: (date: 2020-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CommercialBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:Assets] = [228583000000.00] [debit]: (date: 2020-12-31): {(us-gaap:MunicipalBondsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:Assets] = [10500000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(us-gaap:MortgagesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:Assets] = [1788000000.00] [debit]: validating [jpm:TradingAssets] = [0.00] [debit]: validating [us-gaap:OtherAssets] = [94000000.00] [debit]: (date: 2020-12-31): {(us-gaap:MunicipalBondsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:Assets] = [1932000000.00] [debit]: validating [jpm:TradingAssets] = [1930000000.00] [debit]: validating [us-gaap:OtherAssets] = [2000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmAdministeredMultiSellerConduitsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:Assets] = [23977000000.00] [debit]: validating [jpm:TradingAssets] = [2000000.00] [debit]: validating [us-gaap:OtherAssets] = [188000000.00] [debit]: validating [us-gaap:Assets] = [3384757000000.00] [debit]: validating [us-gaap:CashAndDueFromBanks] = [24874000000.00] [debit]: validating [us-gaap:InterestBearingDepositsInBanks] = [502735000000.00] [debit]: validating [us-gaap:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResell] = [296284000000.00] [debit]: validating [us-gaap:SecuritiesBorrowed] = [160635000000.00] [debit]: validating [jpm:TradingAssets] = [503126000000.00] [debit]: validating [jpm:DebtSecuritiesNetCarryingAmount] = [589999000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [388178000000.00] [debit]: validating [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestAfterAllowanceForCreditLoss] = [201821000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss] = [984525000000.00] [debit]: validating [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [1012853000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [28328000000.00] [credit]: validating [jpm:AccruedInterestAndAccountsReceivable] = [90503000000.00] [debit]: validating [us-gaap:PropertyPlantAndEquipmentNet] = [27109000000.00] [debit]: validating [jpm:GoodwillServicingAssetsatFairValueandOtherIntangibleAssets] = [53428000000.00] [debit]: validating [us-gaap:OtherAssets] = [151539000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmSponsoredCreditCardSecuritizationTrustsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:Assets] = [12110000000.00] [debit]: validating [jpm:TradingAssets] = [0.00] [debit]: validating [us-gaap:OtherAssets] = [148000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:VieProgramTypeOtherMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:Assets] = [427000000.00] [debit]: validating [jpm:TradingAssets] = [2000000.00] [debit]: validating [us-gaap:OtherAssets] = [249000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:Assets] = [40234000000.00] [debit]: validating [jpm:TradingAssets] = [1934000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss] = [37619000000.00] [debit]: validating [us-gaap:OtherAssets] = [681000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MunicipalBondsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:Assets] = [10600000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:Assets] = [37879000000.00] [debit]: validating [jpm:TradingAssets] = [2011000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss] = [35352000000.00] [debit]: validating [us-gaap:OtherAssets] = [516000000.00] [debit]: validating [us-gaap:Assets] = [3757576000000.00] [debit]: validating [us-gaap:CashAndDueFromBanks] = [25857000000.00] [debit]: validating [us-gaap:InterestBearingDepositsInBanks] = [734012000000.00] [debit]: validating [us-gaap:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResell] = [282161000000.00] [debit]: validating [us-gaap:SecuritiesBorrowed] = [202987000000.00] [debit]: validating [jpm:TradingAssets] = [515901000000.00] [debit]: validating [jpm:DebtSecuritiesNetCarryingAmount] = [595132000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [251590000000.00] [debit]: validating [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestAfterAllowanceForCreditLoss] = [343542000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss] = [1026465000000.00] [debit]: validating [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [1044615000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [18150000000.00] [credit]: validating [jpm:AccruedInterestAndAccountsReceivable] = [116395000000.00] [debit]: validating [us-gaap:PropertyPlantAndEquipmentNet] = [26996000000.00] [debit]: validating [jpm:GoodwillServicingAssetsatFairValueandOtherIntangibleAssets] = [56566000000.00] [debit]: validating [us-gaap:OtherAssets] = [175104000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CorporateNonSegmentMember, srt:ConsolidationItemsAxis)} validating [us-gaap:Assets] = [1459283000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmSponsoredCreditCardSecuritizationTrustsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:Assets] = [10703000000.00] [debit]: validating [jpm:TradingAssets] = [0.00] [debit]: validating [us-gaap:OtherAssets] = [97000000.00] [debit]: (date: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:AssetandWealthManagementSegmentMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:Assets] = [221702000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmAdministeredMultiSellerConduitsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:Assets] = [21155000000.00] [debit]: validating [jpm:TradingAssets] = [2000000.00] [debit]: validating [us-gaap:OtherAssets] = [76000000.00] [debit]: (date: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CorporateInvestmentBankMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:Assets] = [1355752000000.00] [debit]: (date: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:ConsumerCommunityBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:Assets] = [493169000000.00] [debit]: (date: 2021-09-30): {(us-gaap:OperatingSegmentsMember, srt:ConsolidationItemsAxis),(jpm:CommercialBankingMember, us-gaap:StatementBusinessSegmentsAxis)} validating [us-gaap:Assets] = [227670000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(us-gaap:MortgagesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:Assets] = [1138000000.00] [debit]: validating [jpm:TradingAssets] = [0.00] [debit]: validating [us-gaap:OtherAssets] = [47000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:VieProgramTypeOtherMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:Assets] = [2870000000.00] [debit]: validating [jpm:TradingAssets] = [0.00] [debit]: validating [us-gaap:OtherAssets] = [292000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MunicipalBondsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:Assets] = [2013000000.00] [debit]: validating [jpm:TradingAssets] = [2009000000.00] [debit]: validating [us-gaap:OtherAssets] = [4000000.00] [debit]: ************** Calculation check returned partial ************** [us-gaap:Assets] = [debit]: [us-gaap:CashAndDueFromBanks] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [1.00]: [us-gaap:InterestBearingDepositsInBanks] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [2.00]: [us-gaap:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResell] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [3.00]: [us-gaap:SecuritiesBorrowed] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [4.00]: [jpm:TradingAssets] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [5.00]: [jpm:DebtSecuritiesNetCarryingAmount] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [6.00]: [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [1.00]: [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestAfterAllowanceForCreditLoss] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [2.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [7.00]: [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [1.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [credit] [-1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [2.00]: [jpm:AccruedInterestAndAccountsReceivable] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [8.00]: [us-gaap:PropertyPlantAndEquipmentNet] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [9.00]: [jpm:GoodwillServicingAssetsatFairValueandOtherIntangibleAssets] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [10.00]: [us-gaap:OtherAssets] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [11.00]: Definition: [100030004 - Statement - Consolidated Balance Sheets (Unaudited)] [us-gaap:StatementLineItems] = [none]: [us-gaap:AssetsAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CashAndDueFromBanks] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:InterestBearingDepositsInBanks] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResell] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:SecuritiesBorrowed] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [jpm:TradingAssets] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestAfterAllowanceForCreditLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [jpm:DebtSecuritiesNetCarryingAmount] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [11.00]: [jpm:AccruedInterestAndAccountsReceivable] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [12.00]: [us-gaap:PropertyPlantAndEquipmentNet] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [13.00]: [jpm:GoodwillServicingAssetsatFairValueandOtherIntangibleAssets] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [14.00]: [us-gaap:OtherAssets] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [15.00]: [us-gaap:Assets] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [16.00]: [us-gaap:StatementTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [srt:ConsolidatedEntitiesAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:VariableInterestEntityPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:VariableInterestEntityPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:LiabilitiesAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:Deposits] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchase] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:ShortTermBorrowings] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:TradingLiabilities] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:BeneficialInterest] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:LongTermDebtAndCapitalLeaseObligationsIncludingCurrentMaturities] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:OtherLiabilities] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:Liabilities] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [us-gaap:CommitmentsAndContingencies] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:StockholdersEquityAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:PreferredStockIncludingAdditionalPaidInCapitalNetOfDiscount] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:CommonStockValue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:AdditionalPaidInCapitalCommonStock] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:RetainedEarningsAccumulatedDeficit] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:AccumulatedOtherComprehensiveIncomeLossNetOfTax] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:TreasuryStockValue] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:StockholdersEquity] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:LiabilitiesAndStockholdersEquity] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: Presentation: [100030004 - Statement - Consolidated Balance Sheets (Unaudited)] [us-gaap:StatementTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityPrimaryBeneficiaryMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:StatementLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:AssetsAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CashAndDueFromBanks] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestBearingDepositsInBanks] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResell] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:SecuritiesBorrowed] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:TradingAssets] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:DebtSecuritiesHeldToMaturityExcludingAccruedInterestAfterAllowanceForCreditLoss] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:DebtSecuritiesNetCarryingAmount] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [jpm:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLossesNetOfDeferredIncome] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [jpm:AccruedInterestAndAccountsReceivable] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [12.00]: [us-gaap:PropertyPlantAndEquipmentNet] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [13.00]: [jpm:GoodwillServicingAssetsatFairValueandOtherIntangibleAssets] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [14.00]: [us-gaap:OtherAssets] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [15.00]: [us-gaap:Assets] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [16.00]: [us-gaap:LiabilitiesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:Deposits] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FederalFundsPurchasedAndSecuritiesSoldUnderAgreementsToRepurchase] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ShortTermBorrowings] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:TradingLiabilities] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:BeneficialInterest] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:LongTermDebtAndCapitalLeaseObligationsIncludingCurrentMaturities] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:OtherLiabilities] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:Liabilities] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:CommitmentsAndContingencies] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:StockholdersEquityAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:PreferredStockIncludingAdditionalPaidInCapitalNetOfDiscount] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommonStockValue] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:AdditionalPaidInCapitalCommonStock] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:RetainedEarningsAccumulatedDeficit] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:AccumulatedOtherComprehensiveIncomeLossNetOfTax] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:TreasuryStockValue] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:StockholdersEquity] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:LiabilitiesAndStockholdersEquity] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: Period [(date: 2019-12-31)] [Not Classified] Statement [Table] Assets Allowance for loan losses | -13123000000 [credit] USD Liabilities Stockholders’ equity Period [(date: 2020-09-30)] [Not Classified] Statement [Table] Assets Allowance for loan losses | -30814000000 [credit] USD Total assets | 3245061000000 [ debit] [tot] USD Liabilities Stockholders’ equity Total stockholders’ equity | 271113000000 [credit] [tot] USD Period [(date: 2020-12-31)] [Not Classified] Statement [Table] Assets Cash and due from banks | 24874000000 [ debit] USD Deposits with banks | 502735000000 [ debit] USD Federal funds sold and securities purchased under resale agreements (included $273,158 and $238,015 at fair | 296284000000 [ debit] USD Securities borrowed (included $72,833 and $52,983 at fair value) | 160635000000 [ debit] USD Trading assets (included assets pledged of $104,047 and $130,645) | 503126000000 [ debit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 1934000000 [ debit] USD Available-for-sale securities (amortized cost of $249,733 and $381,729, net of allowance for credit losses; | 388178000000 [ debit] USD Held-to-maturity securities (net of allowance for credit losses) | 201821000000 [ debit] USD Investment securities, net of allowance for credit losses | 589999000000 [ debit] [tot] USD Loans (included $60,628 and $44,474 at fair value) | 1012853000000 [ debit] USD Allowance for loan losses | -28328000000 [credit] USD Loans, net of allowance for loan losses | 984525000000 [ debit] [tot] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 37619000000 [ debit] [tot] USD Accrued interest and accounts receivable | 90503000000 [ debit] USD Premises and equipment | 27109000000 [ debit] USD Goodwill, MSRs and other intangible assets | 53428000000 [ debit] USD Other assets (included $14,471 and $13,827 at fair value and assets pledged of $4,740 and $3,739) | 151539000000 [ debit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 681000000 [ debit] USD Total assets | 3384757000000 [ debit] [tot] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 40234000000 [ debit] [tot] USD Liabilities Deposits (included $11,808 and $14,484 at fair value) | 2144257000000 [credit] USD Federal funds purchased and securities loaned or sold under repurchase agreements (included $187,439 and $15| 215209000000 [credit] USD Short-term borrowings (included $20,033 and $16,893 at fair value) | 45208000000 [credit] USD Trading liabilities | 170181000000 [credit] USD Accounts payable and other liabilities (included $5,340 and $3,476 at fair value) | 231285000000 [credit] USD Beneficial interests issued by consolidated VIEs (included $99 and $41 at fair value) | 17578000000 [credit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 17578000000 [credit] USD Long-term debt (included $76,499 and $76,817 at fair value) | 281685000000 [credit] USD All other liabilities VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 233000000 [credit] USD Total liabilities | 3105403000000 [credit] [tot] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 17811000000 [credit] [tot] USD Commitments and contingencies (refer to Notes 22, 23 and 24) | 0 [credit] USD Stockholders’ equity Preferred stock ($1 par value; authorized 200,000,000 shares; issued 3,483,750 and 3,006,250 shares) | 30063000000 [credit] USD Common stock ($1 par value; authorized 9,000,000,000 shares; issued 4,104,933,895 shares) | 4105000000 [credit] USD Additional paid-in capital | 88394000000 [credit] USD Retained earnings | 236990000000 [credit] USD Accumulated other comprehensive income | 7986000000 [credit] USD Treasury stock, at cost (1,149,667,834 and 1,055,499,435 shares) | -88184000000 [ debit] USD Total stockholders’ equity | 279354000000 [credit] [tot] USD Total liabilities and stockholders’ equity | 3384757000000 [credit] [tot] USD Period [(date: 2021-09-30)] [MRQ] Statement [Table] Assets Cash and due from banks | 25857000000 [ debit] USD Deposits with banks | 734012000000 [ debit] USD Federal funds sold and securities purchased under resale agreements (included $273,158 and $238,015 at fair | 282161000000 [ debit] USD Securities borrowed (included $72,833 and $52,983 at fair value) | 202987000000 [ debit] USD Trading assets (included assets pledged of $104,047 and $130,645) | 515901000000 [ debit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 2011000000 [ debit] USD Available-for-sale securities (amortized cost of $249,733 and $381,729, net of allowance for credit losses; | 251590000000 [ debit] USD Held-to-maturity securities (net of allowance for credit losses) | 343542000000 [ debit] USD Investment securities, net of allowance for credit losses | 595132000000 [ debit] [tot] USD Loans (included $60,628 and $44,474 at fair value) | 1044615000000 [ debit] USD Allowance for loan losses | -18150000000 [credit] USD Loans, net of allowance for loan losses | 1026465000000 [ debit] [tot] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 35352000000 [ debit] [tot] USD Accrued interest and accounts receivable | 116395000000 [ debit] USD Premises and equipment | 26996000000 [ debit] USD Goodwill, MSRs and other intangible assets | 56566000000 [ debit] USD Other assets (included $14,471 and $13,827 at fair value and assets pledged of $4,740 and $3,739) | 175104000000 [ debit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 516000000 [ debit] USD Total assets | 3757576000000 [ debit] [tot] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 37879000000 [ debit] [tot] USD Liabilities Deposits (included $11,808 and $14,484 at fair value) | 2402353000000 [credit] USD Federal funds purchased and securities loaned or sold under repurchase agreements (included $187,439 and $15| 254920000000 [credit] USD Short-term borrowings (included $20,033 and $16,893 at fair value) | 50393000000 [credit] USD Trading liabilities | 179543000000 [credit] USD Accounts payable and other liabilities (included $5,340 and $3,476 at fair value) | 268604000000 [credit] USD Beneficial interests issued by consolidated VIEs (included $99 and $41 at fair value) | 13257000000 [credit] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 13257000000 [credit] USD Long-term debt (included $76,499 and $76,817 at fair value) | 298465000000 [credit] USD All other liabilities VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 234000000 [credit] USD Total liabilities | 3467535000000 [credit] [tot] USD VIEs consolidated by the Firm (Consolidated Entities [Axis]) | 13491000000 [credit] [tot] USD Commitments and contingencies (refer to Notes 22, 23 and 24) | 0 [credit] USD Stockholders’ equity Preferred stock ($1 par value; authorized 200,000,000 shares; issued 3,483,750 and 3,006,250 shares) | 34838000000 [credit] USD Common stock ($1 par value; authorized 9,000,000,000 shares; issued 4,104,933,895 shares) | 4105000000 [credit] USD Additional paid-in capital | 88357000000 [credit] USD Retained earnings | 265276000000 [credit] USD Accumulated other comprehensive income | 963000000 [credit] USD Treasury stock, at cost (1,149,667,834 and 1,055,499,435 shares) | -103498000000 [ debit] USD Total stockholders’ equity | 290041000000 [credit] [tot] USD Total liabilities and stockholders’ equity | 3757576000000 [credit] [tot] USD Calculation: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [151000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-12000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AociDerivativeQualifyingAsHedgeExcludedComponentParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-69000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [514000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [873000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [359000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [127000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [785000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [658000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(jpm:AccumulatedGainLossFairValueOptionFinancialLiabilitiesAttributabletoParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-339000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedOtherComprehensiveIncomeMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [151000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-70000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [102000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [172000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [14000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [7371000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedOtherComprehensiveIncomeMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [7371000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-61000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-301000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [-240000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [2629000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [2878000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [249000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(jpm:AccumulatedGainLossFairValueOptionFinancialLiabilitiesAttributabletoParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [377000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [4377000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [4933000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [556000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:AociDerivativeQualifyingAsHedgeExcludedComponentParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [35000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AociDerivativeQualifyingAsHedgeExcludedComponentParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [9000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-1607000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-450000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-202000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [248000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-187000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-967000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [-780000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(jpm:AccumulatedGainLossFairValueOptionFinancialLiabilitiesAttributabletoParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-551000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-434000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-629000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [-195000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [6000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:AccumulatedOtherComprehensiveIncomeMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-1607000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AociDerivativeQualifyingAsHedgeExcludedComponentParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-42000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedGainLossNetCashFlowHedgeParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-2108000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-1401000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [707000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(jpm:AccumulatedGainLossFairValueOptionFinancialLiabilitiesAttributabletoParentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-484000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedTranslationAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-373000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-1858000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [-1485000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [83000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedOtherComprehensiveIncomeMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-7023000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember, us-gaap:StatementEquityComponentsAxis)} validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-4099000000.00] [credit]: validating [us-gaap:OciBeforeReclassificationsNetOfTaxAttributableToParent] = [-4401000000.00] [credit]: validating [us-gaap:ReclassificationFromAociCurrentPeriodNetOfTaxAttributableToParent] = [-302000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-7023000000.00] [credit]: Calculation: validating [jpm:LendingAndDepositRelatedFees] = [1647000000.00] [credit]: validating [jpm:FeesandCommissionsLendingActivities] = [337000000.00] [credit]: validating [jpm:FeesandCommissionsDepositorAccounts1] = [1310000000.00] [credit]: validating [jpm:LendingAndDepositRelatedFees] = [4784000000.00] [credit]: validating [jpm:FeesandCommissionsLendingActivities] = [916000000.00] [credit]: validating [jpm:FeesandCommissionsDepositorAccounts1] = [3868000000.00] [credit]: validating [jpm:LendingAndDepositRelatedFees] = [1801000000.00] [credit]: validating [jpm:FeesandCommissionsLendingActivities] = [374000000.00] [credit]: validating [jpm:FeesandCommissionsDepositorAccounts1] = [1427000000.00] [credit]: validating [jpm:LendingAndDepositRelatedFees] = [5248000000.00] [credit]: validating [jpm:FeesandCommissionsLendingActivities] = [1102000000.00] [credit]: validating [jpm:FeesandCommissionsDepositorAccounts1] = [4146000000.00] [credit]: Presentation: [240364026 - Disclosure - Noninterest Revenue and Noninterest Expense - Lending and Deposit-Related Fees (Details)] [jpm:NoninterestIncomeExpenseAbstract] = [none]: [jpm:FeesandCommissionsLendingActivities] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FeesandCommissionsDepositorAccounts1] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:LendingAndDepositRelatedFees] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Noninterest Income (Expense) [Abstract] Lending-related fees | 337000000 [credit] USD Deposit-related fees | 1310000000 [credit] USD Total lending- and deposit-related fees | 1647000000 [credit] [tot] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Noninterest Income (Expense) [Abstract] Lending-related fees | 916000000 [credit] USD Deposit-related fees | 3868000000 [credit] USD Total lending- and deposit-related fees | 4784000000 [credit] [tot] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Noninterest Income (Expense) [Abstract] Lending-related fees | 374000000 [credit] USD Deposit-related fees | 1427000000 [credit] USD Total lending- and deposit-related fees | 1801000000 [credit] [tot] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Noninterest Income (Expense) [Abstract] Lending-related fees | 1102000000 [credit] USD Deposit-related fees | 4146000000 [credit] USD Total lending- and deposit-related fees | 5248000000 [credit] [tot] USD Presentation: [230643010 - Disclosure - Loans (Tables)] [us-gaap:ReceivablesAbstract] = [none]: [jpm:LoanPortfolioSegmentDescriptionsTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ScheduleOfLoansByPortfolioSegmentAndClassTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:ScheduleOfRetainedLoansPurchasesSalesAndTransferIntoHeldForSaleByPortfolioSegmentTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FinancingReceivableCreditQualityIndicatorsTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:TroubledDebtRestructuringsOnFinancingReceivablesNatureAndExtentOfModificationsTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:TroubledDebtRestructuringsOnFinancingReceivablesFinancialEffectsOfModificationsAndRedefaultsTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:ScheduleOfFinancingReceivablesNonAccrualStatusTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Receivables [Abstract] Loan portfolio segment descriptions | The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class. Consumer, excluding credit cardCredit cardWholesale(c)(d)• Residential real estate(a)• Auto and other(b)• Credit card loans• Secured by real estate• Commercial and industrial• Other(e)(a)Includes scored mortgage and home equity loans held in CCB and AWM, and scored mortgage loans held in CIB and Corporate.(b)Includes scored auto and business banking loans and overdrafts.(c)Includes loans held in CIB, CB, AWM, Corporate as well as risk-rated loans held in CCB, including business banking and auto dealer loans for which the wholesale methodology is applied when determining the allowance for loan losses.(d)The wholesale portfolio segment's classes align with loan classifications as defined by the bank regulatory agencies, based on the loan's collateral, purpose, and type of borrower.(e)Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. Schedule of loans by portfolio segment | The following tables summarize the Firm’s loan balances by portfolio segment. September 30, 2021 Consumer, excluding credit card Credit card Wholesale Total(a)(b) (in millions) Retained $ 298,308 $ 143,166 $ 532,786 $ 974,260 Held-for-sale 1,407 — 8,320 9,727 At fair value 28,449 — 32,179 60,628 Total $ 328,164 $ 143,166 $ 573,285 $ 1,044,615 December 31, 2020 Consumer, excluding credit card Credit card Wholesale Total(a)(b) (in millions) Retained $ 302,127 $ 143,432 $ 514,947 $ 960,506 Held-for-sale 1,305 784 5,784 7,873 At fair value 15,147 — 29,327 44,474 Total $ 318,579 $ 144,216 $ 550,058 $ 1,012,853 (a)Excludes $2.7 billion and $2.9 billion of accrued interest receivables at September 30, 2021, and December 31, 2020, respectively. The Firm wrote off accrued interest receivables of $10 million and $34 million for the three months ended September 30, 2021 and 2020, respectively, and $30 million and $82 million for the nine months ended September 30, 2021 and 2020, respectively. (b)Loans (other than those for which the fair value option has been elected) are presented net of unamortized discounts and premiums and net deferred loan fees or costs. These amounts were not material as of September 30, 2021, and December 31, 2020. The following table provides information about retained consumer loans, excluding credit card, by class. (in millions) September 30, 2021 December 31, 2020 Residential real estate $ 221,671 $ 225,302 Auto and other(a) 76,637 76,825 Total retained loans $ 298,308 $ 302,127 (a)At September 30, 2021 and December 31, 2020, included $11.1 billion and $19.2 billion of loans, respectively, in Business Banking under the PPP. The following tables summarize the Firm’s loan balances by portfolio segment. The following tables summarize the Firm’s loan balances by portfolio segment. September 30, 2021 Consumer, excluding credit card Credit card Wholesale Total(a)(b) (in millions) Retained $ 298,308 $ 143,166 $ 532,786 $ 974,260 Held-for-sale 1,407 — 8,320 9,727 At fair value 28,449 — 32,179 60,628 Total $ 328,164 $ 143,166 $ 573,285 $ 1,044,615 December 31, 2020 Consumer, excluding credit card Credit card Wholesale Total(a)(b) (in millions) Retained $ 302,127 $ 143,432 $ 514,947 $ 960,506 Held-for-sale 1,305 784 5,784 7,873 At fair value 15,147 — 29,327 44,474 Total $ 318,579 $ 144,216 $ 550,058 $ 1,012,853 September 30, 2021 Consumer, excluding credit card Credit card Wholesale Total(a)(b) Total (a)(b) (in millions) Retained $ 298,308 $ 143,166 $ 532,786 $ 974,260 Held-for-sale 1,407 — 8,320 9,727 At fair value 28,449 — 32,179 60,628 Total $ 328,164 $ 143,166 $ 573,285 $ 1,044,615 December 31, 2020 Consumer, excluding credit card Credit card Wholesale Total(a)(b) Total (a)(b) (in millions) Retained $ 302,127 $ 143,432 $ 514,947 $ 960,506 Held-for-sale 1,305 784 5,784 7,873 At fair value 15,147 — 29,327 44,474 Total $ 318,579 $ 144,216 $ 550,058 $ 1,012,853 (a)Excludes $2.7 billion and $2.9 billion of accrued interest receivables at September 30, 2021, and December 31, 2020, respectively. The Firm wrote off accrued interest receivables of $10 million and $34 million for the three months ended September 30, 2021 and 2020, respectively, and $30 million and $82 million for the nine months ended September 30, 2021 and 2020, respectively. (a) Excludes $2.7 billion and $2.9 billion of accrued interest receivables at September 30, 2021, and December 31, 2020, respectively. The Firm wrote off accrued interest receivables of $10 million and $34 million for the three months ended September 30, 2021 and 2020, respectively, and $30 million and $82 million for the nine months ended September 30, 2021 and 2020, respectively. (b)Loans (other than those for which the fair value option has been elected) are presented net of unamortized discounts and premiums and net deferred loan fees or costs. These amounts were not material as of September 30, 2021, and December 31, 2020. (b) Loans (other than those for which the fair value option has been elected) are presented net of unamortized discounts and premiums and net deferred loan fees or costs. These amounts were not material as of September 30, 2021, and December 31, 2020. The following table provides information about retained consumer loans, excluding credit card, by class. The following table provides information about retained consumer loans, excluding credit card, by class. (in millions) September 30, 2021 December 31, 2020 Residential real estate $ 221,671 $ 225,302 Auto and other(a) 76,637 76,825 Total retained loans $ 298,308 $ 302,127 (in millions) September 30, 2021 December 31, 2020 Residential real estate $ 221,671 $ 225,302 Auto and other(a) Auto and other (a) 76,637 76,825 Total retained loans $ 298,308 $ 302,127 (a)At September 30, 2021 and December 31, 2020, included $11.1 billion and $19.2 billion of loans, respectively, in Business Banking under the PPP. (a) At September 30, 2021 and December 31, 2020, included $11.1 billion and $19.2 billion of loans, respectively, in Business Banking under the PPP. | | | | | | | | | | | | | | | | | | | | | | | | September 30, 2021 |Consumer, exclu| | Credit card| | Wholesale| | Total(a)(b)| (in millions) | Retained | $| 298,308| | | $| 143,166| | | $| 532,786| | | $| 974,260| | Held-for-sale | 1,407| | | —| | | 8,320| | | 9,727| | At fair value | 28,449| | | —| | | 32,179| | | 60,628| | Total | $| 328,164| | | $| 143,166| | | $| 573,285| | | $| 1,044,615| | | | | | | | | | December 31, 2020 |Consumer, exclu| | Credit card| | Wholesale| | Total(a)(b)| (in millions) | Retained | $| 302,127| | | $| 143,432| | | $| 514,947| | | $| 960,506| | Held-for-sale | 1,305| | | 784| | | 5,784| | | 7,873| | At fair value | 15,147| | | —| | | 29,327| | | 44,474| | Total | $| 318,579| | | $| 144,216| | | $| 550,058| | | $| 1,012,853| | | | | | | | | | (in millions) |September 30, 2|December 31, 20 Residential real estate | $| 221,671| | $| 225,302| Auto and other(a) | 76,637| | 76,825| Total retained loans | $| 298,308| | $| 302,127| Schedule of retained loans purchased, sold and reclassified to held-for-sale | The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. Loans that were reclassified to held-for-sale and sold in a subsequent period are excluded from the sales line of this table. 20212020Three months ended September 30,(in millions)Consumer, excluding credit cardCredit cardWholesaleTotalConsumer, excluding credit cardCredit cardWholesaleTotalPurchases$101 (b)(c)$— $245 $346 $1,780 (b)(c)$— $309 $2,089 Sales— — 7,826 7,826 — — 4,578 4,578 Retained loans reclassified to held-for-sale(a)522 — 397 919 995 787 403 2,185 20212020Nine months ended September 30,(in millions)Consumer, excluding credit cardCredit cardWholesaleTotalConsumer, excluding credit cardCredit cardWholesaleTotalPurchases$403 (b)(c)$— $772 $1,175 $3,180 (b)(c)$— $937 $4,117 Sales181 — 22,307 22,488 348 — 13,579 13,927 Retained loans reclassified to held-for-sale(a)771 — 2,061 2,832 1,822 787 1,154 3,763 (a)Reclassifications of loans to held-for-sale are non-cash transactions.(b)Predominantly includes purchases of residential real estate loans, including the Firm’s voluntary repurchases of certain delinquent loans from loan pools as permitted by Government National Mortgage Association (“Ginnie Mae”) guidelines for the three and nine months ended September 30, 2021 and 2020. The Firm typically elects to repurchase these delinquent loans as it continues to service them and/or manage the foreclosure process in accordance with applicable requirements of Ginnie Mae, FHA, RHS, and/or VA.(c)Excludes purchases of retained loans of $7.3 billion and $3.1 billion for the three months ended September 30, 2021 and 2020, respectively, and $19.3 billion and $10.5 billion for the nine months ended September 30, 2021 and 2020, respectively, which are predominantly sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards. Schedule of financing receivable credit quality indicators | The following tables provide information on delinquency, which is the primary credit quality indicator for retained residential real estate loans. (in millions, except ratios) September 30, 2021 Term loans by origination year(d) Revolving loans Total 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Loan delinquency(a)(b) Current $ 50,900 $ 51,577 $ 21,058 $ 8,958 $ 13,231 $ 54,691 $ 6,707 $ 12,595 $ 219,717 30–149 days past due 11 13 17 17 10 479 16 172 735 150 or more days past due — — 7 5 13 927 5 262 1,219 Total retained loans $ 50,911 $ 51,590 $ 21,082 $ 8,980 $ 13,254 $ 56,097 $ 6,728 $ 13,029 $ 221,671 % of 30+ days past due to total retained loans(c) 0.02 % 0.03 % 0.11 % 0.24 % 0.17 % 2.45 % 0.31 % 3.33 % 0.87 % (in millions, except ratios) December 31, 2020 Term loans by origination year(d) Revolving loans Total 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Loan delinquency(a)(b) Current $ 56,576 (e) $ 31,820 $ 13,900 $ 20,410 $ 27,978 $ 49,218 (e) $ 7,902 (e) $ 15,260 (e) $ 223,064 30–149 days past due 9 25 20 22 29 674 21 245 1,045 150 or more days past due 3 14 10 18 18 844 22 264 1,193 Total retained loans $ 56,588 $ 31,859 $ 13,930 $ 20,450 $ 28,025 $ 50,736 $ 7,945 $ 15,769 $ 225,302 % of 30+ days past due to total retained loans(c) 0.02 % 0.12 % 0.22 % 0.20 % 0.17 % 2.91 % (e) 0.54 % (e) 3.23 % (e) 0.98 % (a)Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $41 million and $36 million; 30–149 days past due included $11 million and $16 million; and 150 or more days past due included $20 million and $24 million at September 30, 2021 and December 31, 2020, respectively. (b)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (c)At September 30, 2021 and December 31, 2020, residential real estate loans excluded mortgage loans insured by U.S. government agencies of $31 million and $40 million, respectively, that are 30 or more days past due. These amounts have been excluded based upon the government guarantee. (d)Purchased loans are included in the year in which they were originated. (e)Prior-period amounts have been revised to conform with the current presentation. The following table provides information on nonaccrual and other credit quality indicators for retained residential real estate loans. (in millions, except weighted-average data) September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c)(d) $ 4,794 $ 5,313 90 or more days past due and government guaranteed(e) 25 33 Current estimated LTV ratios(f)(g)(h) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 12 $ 6 Less than 660 3 12 101% to 125% and refreshed FICO scores: Equal to or greater than 660 31 38 Less than 660 20 44 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,146 2,177 Less than 660 103 239 Less than 80% and refreshed FICO scores: Equal to or greater than 660 205,919 208,238 Less than 660 10,054 11,980 No FICO/LTV available 3,311 2,492 U.S. government-guaranteed 72 76 Total retained loans $ 221,671 $ 225,302 Weighted average LTV ratio(f)(i) 51 % 54 % Weighted average FICO(g)(i) 764 763 Geographic region(j) California $ 70,719 $ 73,444 New York 32,221 32,287 Florida 15,439 13,981 Texas 13,645 13,773 Illinois 11,860 13,130 Colorado 8,496 8,235 Washington 8,071 7,917 New Jersey 6,884 7,227 Massachusetts 6,009 5,784 Connecticut 5,188 5,024 All other(k) 43,139 44,500 Total retained loans $ 221,671 $ 225,302 (a)Includes collateral-dependent residential real estate loans that are charged down to the fair value of the underlying collateral less costs to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status. At September 30, 2021, approximately 7% of Chapter 7 residential real estate loans were 30 days or more past due. (b)Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (c)Interest income on nonaccrual loans recognized on a cash basis was $41 million and $39 million and $127 million and $119 million for the three and nine months ended September 30, 2021 and 2020, respectively. (d)Generally excludes loans under payment deferral programs offered in response to the COVID-19 pandemic. Includes loans to customers that have exited COVID-19 payment related deferral programs and are 90 or more days past due, predominantly all of which were considered collateral-dependent at time of exit. (e)These balances are excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At September 30, 2021 and December 31, 2020, these balances were no longer accruing interest based on the agreed-upon servicing guidelines. There were no loans that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (f)Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (g)Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (h)Prior-period amounts have been revised to conform with the current presentation. (i)Excludes loans with no FICO and/or LTV data available. (j)The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. (k)At September 30, 2021 and December 31, 2020, included mortgage loans insured by U.S. government agencies of $72 million and $76 million, respectively. These amounts have been excluded from the geographic regions presented based upon the government guarantee. The following tables provide information on delinquency, which is the primary credit quality indicator for retained auto and other consumer loans. September 30, 2021 (in millions, except ratios) Term Loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loan delinquency(a) Current $ 35,379 (c) $ 21,917 (c) $ 8,641 $ 4,466 $ 2,343 $ 993 $ 2,246 $ 129 $ 76,114 30–119 days past due 110 193 77 49 30 25 12 8 504 120 or more days past due — 4 — 1 — 1 5 8 19 Total retained loans $ 35,489 $ 22,114 $ 8,718 $ 4,516 $ 2,373 $ 1,019 $ 2,263 $ 145 $ 76,637 % of 30+ days past due to total retained loans(b) 0.31 % 0.32 % 0.88 % 1.11 % 1.26 % 2.55 % 0.75 % 11.03 % 0.68 % December 31, 2020 (in millions, except ratios) Term Loans by origination year Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loan delinquency(a) Current $ 46,169 (d) $ 12,829 $ 7,367 $ 4,521 $ 2,058 $ 742 $ 2,517 $ 158 $ 76,361 30–119 days past due 97 107 77 53 42 23 30 17 446 120 or more days past due — — — 1 — 1 8 8 18 Total retained loans $ 46,266 $ 12,936 $ 7,444 $ 4,575 $ 2,100 $ 766 $ 2,555 $ 183 $ 76,825 % of 30+ days past due to total retained loans 0.21 % 0.83 % 1.03 % 1.18 % 2.00 % 3.13 % 1.49 % 13.66 % 0.60 % (a)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (b)At September 30, 2021, auto and other loans excluded $126 million of PPP loans guaranteed by the SBA that are 30 or more days past due. These amounts have been excluded based upon the SBA guarantee. At December 31, 2020, all PPP loans guaranteed by the SBA were current. (c)At September 30, 2021, included $9.1 billion of loans originated in 2021 and $2.0 billion of loans originated in 2020 in Business Banking under the PPP. PPP loans are guaranteed by the SBA. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (d)At December 31, 2020, included $19.2 billion of loans in Business Banking under the PPP. The following table provides information on nonaccrual and other credit quality indicators for retained auto and other consumer loans. (in millions, except ratios) Total Auto and other September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c) 117 151 Geographic region(d) California $ 12,137 $ 12,302 Texas 8,333 8,235 New York 7,511 8,824 Florida 5,125 4,668 Illinois 3,333 3,768 New Jersey 2,580 2,646 Arizona 2,103 2,465 Pennsylvania 2,076 1,924 Ohio 2,029 2,163 Louisiana 1,870 1,808 All other 29,540 28,022 Total retained loans $ 76,637 $ 76,825 (a)There were no loans that were 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (b)Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (c)Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended months ended September 30, 2021 and 2020. (d)The geographic regions presented in this table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. The following tables provide information on delinquency, which is the primary credit quality indicator for retained credit card loans. (in millions, except ratios) September 30, 2021 Within the revolving period Converted to term loans(b) Total Loan delinquency(a) Current and less than 30 days past due and still accruing $ 140,730 $ 1,001 $ 141,731 30–89 days past due and still accruing 679 57 736 90 or more days past due and still accruing 674 25 699 Total retained loans $ 142,083 $ 1,083 $ 143,166 Loan delinquency ratios % of 30+ days past due to total retained loans 0.95 % 7.57 % 1.00 % % of 90+ days past due to total retained loans 0.47 2.31 0.49 (in millions, except ratios) December 31, 2020 Within the revolving period Converted to term loans(b) Total Loan delinquency(a) Current and less than 30 days past due and still accruing $ 139,783 $ 1,239 $ 141,022 30–89 days past due and still accruing 997 94 1,091 90 or more days past due and still accruing 1,277 42 1,319 Total retained loans $ 142,057 $ 1,375 $ 143,432 Loan delinquency ratios % of 30+ days past due to total retained loans 1.60 % 9.89 % 1.68 % % of 90+ days past due to total retained loans 0.90 3.05 0.92 (a)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (b)Represents TDRs. The following table provides information on other credit quality indicators for retained credit card loans. (in millions, except ratios) September 30, 2021 December 31, 2020 Geographic region(a) California $ 21,211 $ 20,921 Texas 14,752 14,544 New York 11,924 11,919 Florida 9,514 9,562 Illinois 8,004 8,006 New Jersey 5,967 5,927 Ohio 4,566 4,673 Pennsylvania 4,332 4,476 Colorado 4,322 4,092 Michigan 3,513 3,553 All other 55,061 55,759 Total retained loans $ 143,166 $ 143,432 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 88.2 % 85.9 % Less than 660 11.6 13.9 No FICO available 0.2 0.2 (a)The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. The following tables provide information on internal risk rating, which is the primary credit quality indicator for retained wholesale loans. Secured by real estate Commercial and industrial Other(a) Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by risk ratings Investment-grade $ 90,209 $ 90,147 $ 68,112 $ 71,917 $ 230,185 $ 217,209 $ 388,506 $ 379,273 Noninvestment-grade: Noncriticized 23,661 26,129 56,658 57,870 49,097 33,053 129,416 117,052 Criticized performing 3,922 3,234 7,712 10,991 1,146 1,079 12,780 15,304 Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total noninvestment- grade 27,958 29,846 65,364 70,792 50,958 35,036 144,280 135,674 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 % of investment-grade to total retained loans 76.34 % 75.13 % 51.03 % 50.39 % 81.87 % 86.11 % 72.92 % 73.65 % % of total criticized to total retained loans 3.64 3.10 6.52 9.05 0.66 0.79 2.79 3.62 % of criticized nonaccrual to total retained loans 0.32 0.40 0.74 1.35 0.25 0.36 0.39 0.64 (a)Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. Secured by real estate (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 15,893 $ 16,153 $ 18,216 $ 9,486 $ 8,240 $ 21,072 $ 1,141 $ 8 $ 90,209 Noninvestment-grade 3,661 4,460 5,052 4,344 3,311 6,606 522 2 27,958 Total retained loans $ 19,554 $ 20,613 $ 23,268 $ 13,830 $ 11,551 $ 27,678 $ 1,663 $ 10 $ 118,167 Secured by real estate (in millions) December 31, 2020 Term loans by origination year (a) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 17,004 $ 19,870 $ 12,448 $ 11,218 $ 13,611 $ 14,898 $ 1,098 $ — $ 90,147 Noninvestment-grade 4,998 6,027 5,886 4,184 3,738 4,523 489 1 29,846 Total retained loans $ 22,002 $ 25,897 $ 18,334 $ 15,402 $ 17,349 $ 19,421 $ 1,587 $ 1 $ 119,993 (a)Prior-period amounts have been revised to conform with the current presentation. Commercial and industrial (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 16,741 $ 7,060 $ 4,243 $ 1,496 $ 1,288 $ 1,104 $ 36,179 $ 1 $ 68,112 (a) Noninvestment-grade 13,286 8,498 5,493 2,733 1,141 784 33,353 76 65,364 Total retained loans $ 30,027 $ 15,558 $ 9,736 $ 4,229 $ 2,429 $ 1,888 $ 69,532 $ 77 $ 133,476 Commercial and industrial (in millions) December 31, 2020 Term loans by origination year (b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 21,233 $ 7,341 $ 2,950 $ 1,756 $ 1,034 $ 1,178 $ 36,424 $ 1 $ 71,917 (c) Noninvestment-grade 15,488 9,189 5,470 2,323 611 786 36,852 73 70,792 Total retained loans $ 36,721 $ 16,530 $ 8,420 $ 4,079 $ 1,645 $ 1,964 $ 73,276 $ 74 $ 142,709 (a)At September 30, 2021, $2.0 billion of the $2.2 billion total PPP loans in the wholesale portfolio were commercial and industrial. Of the $2.0 billion, $1.3 billion were originated in 2021 and $639 million were originated in 2020. PPP loans are guaranteed by the SBA and considered investment-grade. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (b)Prior-period amounts have been revised to conform with the current presentation. (c)At December 31, 2020, $7.4 billion of the $8.0 billion total PPP loans in the wholesale portfolio were commercial and industrial. Other(a) (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 22,301 $ 20,154 $ 7,079 $ 3,229 $ 4,185 $ 8,930 $ 163,875 $ 432 $ 230,185 Noninvestment-grade 12,011 3,112 1,488 1,425 312 1,574 31,007 29 50,958 Total retained loans $ 34,312 $ 23,266 $ 8,567 $ 4,654 $ 4,497 $ 10,504 $ 194,882 $ 461 $ 281,143 Other(a) (in millions) December 31, 2020 Term loans by origination year(b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 33,190 $ 11,116 $ 7,455 $ 6,804 $ 4,089 $ 8,252 $ 145,524 $ 779 $ 217,209 Noninvestment-grade 5,048 2,231 1,660 553 175 535 24,710 124 35,036 Total retained loans $ 38,238 $ 13,347 $ 9,115 $ 7,357 $ 4,264 $ 8,787 $ 170,234 $ 903 $ 252,245 (a)Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. (b)Prior-period amounts have been revised to conform with the current presentation. The following table presents additional information on retained loans secured by real estate, which consists of loans secured wholly or substantially by a lien or liens on real property at origination. (in millions, except ratios) Multifamily Other commercial Total retained loans secured by real estate Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Retained loans secured by real estate $ 72,903 $ 73,078 $ 45,264 $ 46,915 $ 118,167 $ 119,993 Criticized 1,710 1,144 2,587 2,573 4,297 3,717 % of total criticized to total retained loans secured by real estate 2.35 % 1.57 % 5.72 % 5.48 % 3.64 % 3.10 % Criticized nonaccrual $ 84 $ 56 $ 291 $ 427 $ 375 $ 483 % of criticized nonaccrual loans to total retained loans secured by real estate 0.12 % 0.08 % 0.64 % 0.91 % 0.32 % 0.40 % Geographic distribution and delinquency The following table provides information on the geographic distribution and delinquency for retained wholesale loans. Secured by real estate Commercial and industrial Other Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by geographic distribution(a) Total U.S. $ 115,155 $ 116,990 $ 95,657 $ 109,273 $ 203,631 $ 180,583 $ 414,443 $ 406,846 Total non-U.S. 3,012 3,003 37,819 33,436 77,512 71,662 118,343 108,101 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 Loan delinquency(b) Current and less than 30 days past due and still accruing $ 117,563 $ 118,894 $ 131,863 $ 140,100 $ 278,607 $ 249,713 $ 528,033 $ 508,707 30–89 days past due and still accruing 150 601 546 658 1,789 1,606 2,485 2,865 90 or more days past due and still accruing(c) 79 15 73 20 32 22 184 57 Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 (a)The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower. (b)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. (c)Represents loans that are considered well-collateralized and therefore still accruing interest. The following tables provide information about net charge-offs on retained wholesale loans. Wholesale net charge-offs/(recoveries) Secured by real estate Commercial and industrial Other Total retained loans Three months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 9 $ (3) $ 23 $ 95 $ 5 $ — $ 37 $ 92 Secured by real estate Commercial and industrial Other Total retained loans Nine months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 10 $ 9 $ 75 $ 531 $ 15 $ 13 $ 100 $ 553 The following tables provide information on delinquency, which is the primary credit quality indicator for retained residential real estate loans. The following tables provide information on delinquency, which is the primary credit quality indicator for retained residential real estate loans. (in millions, except ratios) September 30, 2021 Term loans by origination year(d) Revolving loans Total 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Loan delinquency(a)(b) Current $ 50,900 $ 51,577 $ 21,058 $ 8,958 $ 13,231 $ 54,691 $ 6,707 $ 12,595 $ 219,717 30–149 days past due 11 13 17 17 10 479 16 172 735 150 or more days past due — — 7 5 13 927 5 262 1,219 Total retained loans $ 50,911 $ 51,590 $ 21,082 $ 8,980 $ 13,254 $ 56,097 $ 6,728 $ 13,029 $ 221,671 % of 30+ days past due to total retained loans(c) 0.02 % 0.03 % 0.11 % 0.24 % 0.17 % 2.45 % 0.31 % 3.33 % 0.87 % (in millions, except ratios) September 30, 2021 Term loans by origination year(d) Term loans by origination year (d) Revolving loans Total 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Loan delinquency(a)(b) Loan delinquency (a)(b) Current $ 50,900 $ 51,577 $ 21,058 $ 8,958 $ 13,231 $ 54,691 $ 6,707 $ 12,595 $ 219,717 30–149 days past due 30–149 days past due 11 13 17 17 10 479 16 172 735 150 or more days past due 150 or more days past due — — 7 5 13 927 5 262 1,219 Total retained loans Total retained loans $ 50,911 $ 51,590 $ 21,082 $ 8,980 $ 13,254 $ 56,097 $ 6,728 $ 13,029 $ 221,671 % of 30+ days past due to total retained loans(c) % of 30+ days past due to total retained loans (c) 0.02 % 0.03 % 0.11 % 0.24 % 0.17 % 2.45 % 0.31 % 3.33 % 0.87 % (in millions, except ratios) December 31, 2020 Term loans by origination year(d) Revolving loans Total 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Loan delinquency(a)(b) Current $ 56,576 (e) $ 31,820 $ 13,900 $ 20,410 $ 27,978 $ 49,218 (e) $ 7,902 (e) $ 15,260 (e) $ 223,064 30–149 days past due 9 25 20 22 29 674 21 245 1,045 150 or more days past due 3 14 10 18 18 844 22 264 1,193 Total retained loans $ 56,588 $ 31,859 $ 13,930 $ 20,450 $ 28,025 $ 50,736 $ 7,945 $ 15,769 $ 225,302 % of 30+ days past due to total retained loans(c) 0.02 % 0.12 % 0.22 % 0.20 % 0.17 % 2.91 % (e) 0.54 % (e) 3.23 % (e) 0.98 % (in millions, except ratios) December 31, 2020 Term loans by origination year(d) Term loans by origination year (d) Revolving loans Total 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Loan delinquency(a)(b) Loan delinquency (a)(b) Current $ 56,576 (e) (e) $ 31,820 $ 13,900 $ 20,410 $ 27,978 $ 49,218 (e) (e) $ 7,902 (e) (e) $ 15,260 (e) (e) $ 223,064 30–149 days past due 30–149 days past due 9 25 20 22 29 674 21 245 1,045 150 or more days past due 150 or more days past due 3 14 10 18 18 844 22 264 1,193 Total retained loans Total retained loans $ 56,588 $ 31,859 $ 13,930 $ 20,450 $ 28,025 $ 50,736 $ 7,945 $ 15,769 $ 225,302 % of 30+ days past due to total retained loans(c) % of 30+ days past due to total retained loans (c) 0.02 % 0.12 % 0.22 % 0.20 % 0.17 % 2.91 % (e) (e) 0.54 % (e) (e) 3.23 % (e) (e) 0.98 % (a)Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $41 million and $36 million; 30–149 days past due included $11 million and $16 million; and 150 or more days past due included $20 million and $24 million at September 30, 2021 and December 31, 2020, respectively. (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $41 million and $36 million; 30–149 days past due included $11 million and $16 million; and 150 or more days past due included $20 million and $24 million at September 30, 2021 and December 31, 2020, respectively. (b)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (b) At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (c)At September 30, 2021 and December 31, 2020, residential real estate loans excluded mortgage loans insured by U.S. government agencies of $31 million and $40 million, respectively, that are 30 or more days past due. These amounts have been excluded based upon the government guarantee. (c) At September 30, 2021 and December 31, 2020, residential real estate loans excluded mortgage loans insured by U.S. government agencies of $31 million and $40 million, respectively, that are 30 or more days past due. These amounts have been excluded based upon the government guarantee. (d)Purchased loans are included in the year in which they were originated. (d) Purchased loans are included in the year in which they were originated. (e)Prior-period amounts have been revised to conform with the current presentation. (e) Prior-period amounts have been revised to conform with the current presentation. The following table provides information on nonaccrual and other credit quality indicators for retained residential real estate loans. The following table provides information on nonaccrual and other credit quality indicators for retained residential real estate loans. (in millions, except weighted-average data) September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c)(d) $ 4,794 $ 5,313 90 or more days past due and government guaranteed(e) 25 33 Current estimated LTV ratios(f)(g)(h) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 12 $ 6 Less than 660 3 12 101% to 125% and refreshed FICO scores: Equal to or greater than 660 31 38 Less than 660 20 44 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,146 2,177 Less than 660 103 239 Less than 80% and refreshed FICO scores: Equal to or greater than 660 205,919 208,238 Less than 660 10,054 11,980 No FICO/LTV available 3,311 2,492 U.S. government-guaranteed 72 76 Total retained loans $ 221,671 $ 225,302 Weighted average LTV ratio(f)(i) 51 % 54 % Weighted average FICO(g)(i) 764 763 Geographic region(j) California $ 70,719 $ 73,444 New York 32,221 32,287 Florida 15,439 13,981 Texas 13,645 13,773 Illinois 11,860 13,130 Colorado 8,496 8,235 Washington 8,071 7,917 New Jersey 6,884 7,227 Massachusetts 6,009 5,784 Connecticut 5,188 5,024 All other(k) 43,139 44,500 Total retained loans $ 221,671 $ 225,302 (in millions, except weighted-average data) September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c)(d) Nonaccrual loans (a)(b)(c)(d) $ 4,794 $ 5,313 90 or more days past due and government guaranteed(e) 90 or more days past due and government guaranteed (e) 25 33 Current estimated LTV ratios(f)(g)(h) Current estimated LTV ratios (f)(g)(h) Greater than 125% and refreshed FICO scores: Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 12 $ 6 Less than 660 3 12 101% to 125% and refreshed FICO scores: 101% to 125% and refreshed FICO scores: Equal to or greater than 660 31 38 Less than 660 20 44 80% to 100% and refreshed FICO scores: 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,146 2,177 Less than 660 103 239 Less than 80% and refreshed FICO scores: Less than 80% and refreshed FICO scores: Equal to or greater than 660 205,919 208,238 Less than 660 10,054 11,980 No FICO/LTV available 3,311 2,492 U.S. government-guaranteed U.S. government-guaranteed 72 76 Total retained loans Total retained loans $ 221,671 $ 225,302 Weighted average LTV ratio(f)(i) Weighted average LTV ratio (f)(i) 51 % 54 % Weighted average FICO(g)(i) Weighted average FICO (g)(i) 764 763 Geographic region(j) Geographic region (j) California $ 70,719 $ 73,444 New York 32,221 32,287 Florida 15,439 13,981 Texas 13,645 13,773 Illinois 11,860 13,130 Colorado 8,496 8,235 Washington 8,071 7,917 New Jersey 6,884 7,227 Massachusetts 6,009 5,784 Connecticut 5,188 5,024 All other(k) All other (k) 43,139 44,500 Total retained loans Total retained loans $ 221,671 $ 225,302 (a)Includes collateral-dependent residential real estate loans that are charged down to the fair value of the underlying collateral less costs to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status. At September 30, 2021, approximately 7% of Chapter 7 residential real estate loans were 30 days or more past due. (a) Includes collateral-dependent residential real estate loans that are charged down to the fair value of the underlying collateral less costs to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status. At September 30, 2021, approximately 7% of Chapter 7 residential real estate loans were 30 days or more past due. (b)Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (b) Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (c)Interest income on nonaccrual loans recognized on a cash basis was $41 million and $39 million and $127 million and $119 million for the three and nine months ended September 30, 2021 and 2020, respectively. (c) Interest income on nonaccrual loans recognized on a cash basis was $41 million and $39 million and $127 million and $119 million for the three and nine months ended September 30, 2021 and 2020, respectively. (d)Generally excludes loans under payment deferral programs offered in response to the COVID-19 pandemic. Includes loans to customers that have exited COVID-19 payment related deferral programs and are 90 or more days past due, predominantly all of which were considered collateral-dependent at time of exit. (d) Generally excludes loans under payment deferral programs offered in response to the COVID-19 pandemic. Includes loans to customers that have exited COVID-19 payment related deferral programs and are 90 or more days past due, predominantly all of which were considered collateral-dependent at time of exit. (e)These balances are excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At September 30, 2021 and December 31, 2020, these balances were no longer accruing interest based on the agreed-upon servicing guidelines. There were no loans that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (e) These balances are excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At September 30, 2021 and December 31, 2020, these balances were no longer accruing interest based on the agreed-upon servicing guidelines. There were no loans that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (f)Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (f) Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (g)Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (g) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (h)Prior-period amounts have been revised to conform with the current presentation. (h) Prior-period amounts have been revised to conform with the current presentation. (i)Excludes loans with no FICO and/or LTV data available. (i) Excludes loans with no FICO and/or LTV data available. (j)The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. (j) The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. (k)At September 30, 2021 and December 31, 2020, included mortgage loans insured by U.S. government agencies of $72 million and $76 million, respectively. These amounts have been excluded from the geographic regions presented based upon the government guarantee. (k) At September 30, 2021 and December 31, 2020, included mortgage loans insured by U.S. government agencies of $72 million and $76 million, respectively. These amounts have been excluded from the geographic regions presented based upon the government guarantee. The following tables provide information on delinquency, which is the primary credit quality indicator for retained auto and other consumer loans. The following tables provide information on delinquency, which is the primary credit quality indicator for retained auto and other consumer loans. September 30, 2021 (in millions, except ratios) Term Loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loan delinquency(a) Current $ 35,379 (c) $ 21,917 (c) $ 8,641 $ 4,466 $ 2,343 $ 993 $ 2,246 $ 129 $ 76,114 30–119 days past due 110 193 77 49 30 25 12 8 504 120 or more days past due — 4 — 1 — 1 5 8 19 Total retained loans $ 35,489 $ 22,114 $ 8,718 $ 4,516 $ 2,373 $ 1,019 $ 2,263 $ 145 $ 76,637 % of 30+ days past due to total retained loans(b) 0.31 % 0.32 % 0.88 % 1.11 % 1.26 % 2.55 % 0.75 % 11.03 % 0.68 % September 30, 2021 (in millions, except ratios) Term Loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loan delinquency(a) Loan delinquency (a) Current Current $ 35,379 (c) (c) $ 21,917 (c) (c) $ 8,641 $ 4,466 $ 2,343 $ 993 $ 2,246 $ 129 $ 76,114 30–119 days past due 110 193 77 49 30 25 12 8 504 120 or more days past due — 4 — 1 — 1 5 8 19 Total retained loans $ 35,489 $ 22,114 $ 8,718 $ 4,516 $ 2,373 $ 1,019 $ 2,263 $ 145 $ 76,637 % of 30+ days past due to total retained loans(b) % of 30+ days past due to total retained loans (b) 0.31 % 0.32 % 0.88 % 1.11 % 1.26 % 2.55 % 0.75 % 11.03 % 0.68 % December 31, 2020 (in millions, except ratios) Term Loans by origination year Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loan delinquency(a) Current $ 46,169 (d) $ 12,829 $ 7,367 $ 4,521 $ 2,058 $ 742 $ 2,517 $ 158 $ 76,361 30–119 days past due 97 107 77 53 42 23 30 17 446 120 or more days past due — — — 1 — 1 8 8 18 Total retained loans $ 46,266 $ 12,936 $ 7,444 $ 4,575 $ 2,100 $ 766 $ 2,555 $ 183 $ 76,825 % of 30+ days past due to total retained loans 0.21 % 0.83 % 1.03 % 1.18 % 2.00 % 3.13 % 1.49 % 13.66 % 0.60 % December 31, 2020 (in millions, except ratios) Term Loans by origination year Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loan delinquency(a) Loan delinquency (a) Current Current $ 46,169 (d) (d) $ 12,829 $ 7,367 $ 4,521 $ 2,058 $ 742 $ 2,517 $ 158 $ 76,361 30–119 days past due 97 107 77 53 42 23 30 17 446 120 or more days past due — — — 1 — 1 8 8 18 Total retained loans $ 46,266 $ 12,936 $ 7,444 $ 4,575 $ 2,100 $ 766 $ 2,555 $ 183 $ 76,825 % of 30+ days past due to total retained loans % of 30+ days past due to total retained loans 0.21 % 0.83 % 1.03 % 1.18 % 2.00 % 3.13 % 1.49 % 13.66 % 0.60 % (a)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (a) At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (b)At September 30, 2021, auto and other loans excluded $126 million of PPP loans guaranteed by the SBA that are 30 or more days past due. These amounts have been excluded based upon the SBA guarantee. At December 31, 2020, all PPP loans guaranteed by the SBA were current. (b) At September 30, 2021, auto and other loans excluded $126 million of PPP loans guaranteed by the SBA that are 30 or more days past due. These amounts have been excluded based upon the SBA guarantee. At December 31, 2020, all PPP loans guaranteed by the SBA were current. (c)At September 30, 2021, included $9.1 billion of loans originated in 2021 and $2.0 billion of loans originated in 2020 in Business Banking under the PPP. PPP loans are guaranteed by the SBA. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (c) At September 30, 2021, included $9.1 billion of loans originated in 2021 and $2.0 billion of loans originated in 2020 in Business Banking under the PPP. PPP loans are guaranteed by the SBA. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (d)At December 31, 2020, included $19.2 billion of loans in Business Banking under the PPP. (d) At December 31, 2020, included $19.2 billion of loans in Business Banking under the PPP. The following table provides information on nonaccrual and other credit quality indicators for retained auto and other consumer loans. The following table provides information on nonaccrual and other credit quality indicators for retained auto and other consumer loans. (in millions, except ratios) Total Auto and other September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c) 117 151 Geographic region(d) California $ 12,137 $ 12,302 Texas 8,333 8,235 New York 7,511 8,824 Florida 5,125 4,668 Illinois 3,333 3,768 New Jersey 2,580 2,646 Arizona 2,103 2,465 Pennsylvania 2,076 1,924 Ohio 2,029 2,163 Louisiana 1,870 1,808 All other 29,540 28,022 Total retained loans $ 76,637 $ 76,825 (in millions, except ratios) Total Auto and other September 30, 2021 December 31, 2020 Nonaccrual loans(a)(b)(c) Nonaccrual loans (a)(b)(c) 117 151 Geographic region(d) Geographic region (d) California $ 12,137 $ 12,302 Texas 8,333 8,235 New York 7,511 8,824 Florida 5,125 4,668 Illinois 3,333 3,768 New Jersey 2,580 2,646 Arizona 2,103 2,465 Pennsylvania 2,076 1,924 Ohio 2,029 2,163 Louisiana 1,870 1,808 All other 29,540 28,022 Total retained loans $ 76,637 $ 76,825 (a)There were no loans that were 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (a) There were no loans that were 90 or more days past due and still accruing interest at September 30, 2021 and December 31, 2020. (b)Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (b) Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral has subsequently improved, the related allowance may be negative. (c)Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended months ended September 30, 2021 and 2020. (c) Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended months ended September 30, 2021 and 2020 . (d)The geographic regions presented in this table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. (d) The geographic regions presented in this table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. The following tables provide information on delinquency, which is the primary credit quality indicator for retained credit card loans. The following tables provide information on delinquency, which is the primary credit quality indicator for retained credit card loans. (in millions, except ratios) September 30, 2021 Within the revolving period Converted to term loans(b) Total Loan delinquency(a) Current and less than 30 days past due and still accruing $ 140,730 $ 1,001 $ 141,731 30–89 days past due and still accruing 679 57 736 90 or more days past due and still accruing 674 25 699 Total retained loans $ 142,083 $ 1,083 $ 143,166 Loan delinquency ratios % of 30+ days past due to total retained loans 0.95 % 7.57 % 1.00 % % of 90+ days past due to total retained loans 0.47 2.31 0.49 (in millions, except ratios) (in millions, except ratios) September 30, 2021 Within the revolving period Converted to term loans(b) Converted to term loans (b) Total Loan delinquency(a) Loan delinquency (a) Current and less than 30 days past due and still accruing Current and less than 30 days past due and still accruing $ 140,730 $ 1,001 $ 141,731 30–89 days past due and still accruing 30–89 days past due and still accruing 679 57 736 90 or more days past due and still accruing 90 or more days past due and still accruing 674 25 699 Total retained loans $ 142,083 $ 1,083 $ 143,166 Loan delinquency ratios % of 30+ days past due to total retained loans % of 30+ days past due to total retained loans 0.95 % 7.57 % 1.00 % % of 90+ days past due to total retained loans % of 90+ days past due to total retained loans 0.47 2.31 0.49 (in millions, except ratios) December 31, 2020 Within the revolving period Converted to term loans(b) Total Loan delinquency(a) Current and less than 30 days past due and still accruing $ 139,783 $ 1,239 $ 141,022 30–89 days past due and still accruing 997 94 1,091 90 or more days past due and still accruing 1,277 42 1,319 Total retained loans $ 142,057 $ 1,375 $ 143,432 Loan delinquency ratios % of 30+ days past due to total retained loans 1.60 % 9.89 % 1.68 % % of 90+ days past due to total retained loans 0.90 3.05 0.92 (in millions, except ratios) (in millions, except ratios) December 31, 2020 Within the revolving period Converted to term loans(b) Converted to term loans (b) Total Loan delinquency(a) Loan delinquency (a) Current and less than 30 days past due and still accruing Current and less than 30 days past due and still accruing $ 139,783 $ 1,239 $ 141,022 30–89 days past due and still accruing 30–89 days past due and still accruing 997 94 1,091 90 or more days past due and still accruing 90 or more days past due and still accruing 1,277 42 1,319 Total retained loans $ 142,057 $ 1,375 $ 143,432 Loan delinquency ratios % of 30+ days past due to total retained loans % of 30+ days past due to total retained loans 1.60 % 9.89 % 1.68 % % of 90+ days past due to total retained loans % of 90+ days past due to total retained loans 0.90 3.05 0.92 (a)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (a) At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (b)Represents TDRs. (b) Represents TDRs. The following table provides information on other credit quality indicators for retained credit card loans. The following table provides information on other credit quality indicators for retained credit card loans. (in millions, except ratios) September 30, 2021 December 31, 2020 Geographic region(a) California $ 21,211 $ 20,921 Texas 14,752 14,544 New York 11,924 11,919 Florida 9,514 9,562 Illinois 8,004 8,006 New Jersey 5,967 5,927 Ohio 4,566 4,673 Pennsylvania 4,332 4,476 Colorado 4,322 4,092 Michigan 3,513 3,553 All other 55,061 55,759 Total retained loans $ 143,166 $ 143,432 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 88.2 % 85.9 % Less than 660 11.6 13.9 No FICO available 0.2 0.2 (in millions, except ratios) September 30, 2021 December 31, 2020 Geographic region(a) Geographic region (a) California $ 21,211 $ 20,921 Texas 14,752 14,544 New York 11,924 11,919 Florida 9,514 9,562 Illinois 8,004 8,006 New Jersey 5,967 5,927 Ohio 4,566 4,673 Pennsylvania 4,332 4,476 Colorado 4,322 4,092 Michigan 3,513 3,553 All other 55,061 55,759 Total retained loans $ 143,166 $ 143,432 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 88.2 % 85.9 % Less than 660 11.6 13.9 No FICO available 0.2 0.2 (a)The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. (a) The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2021. The following tables provide information on internal risk rating, which is the primary credit quality indicator for retained wholesale loans. The following tables provide information on internal risk rating, which is the primary credit quality indicator for retained wholesale loans. Secured by real estate Commercial and industrial Other(a) Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by risk ratings Investment-grade $ 90,209 $ 90,147 $ 68,112 $ 71,917 $ 230,185 $ 217,209 $ 388,506 $ 379,273 Noninvestment-grade: Noncriticized 23,661 26,129 56,658 57,870 49,097 33,053 129,416 117,052 Criticized performing 3,922 3,234 7,712 10,991 1,146 1,079 12,780 15,304 Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total noninvestment- grade 27,958 29,846 65,364 70,792 50,958 35,036 144,280 135,674 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 % of investment-grade to total retained loans 76.34 % 75.13 % 51.03 % 50.39 % 81.87 % 86.11 % 72.92 % 73.65 % % of total criticized to total retained loans 3.64 3.10 6.52 9.05 0.66 0.79 2.79 3.62 % of criticized nonaccrual to total retained loans 0.32 0.40 0.74 1.35 0.25 0.36 0.39 0.64 Secured by real estate Commercial and industrial Other(a) Other (a) Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by risk ratings Loans by risk ratings Investment-grade Investment-grade $ 90,209 $ 90,147 $ 68,112 $ 71,917 $ 230,185 $ 217,209 $ 388,506 $ 379,273 Noninvestment-grade: Noninvestment-grade: Noncriticized Noncriticized 23,661 26,129 56,658 57,870 49,097 33,053 129,416 117,052 Criticized performing Criticized performing 3,922 3,234 7,712 10,991 1,146 1,079 12,780 15,304 Criticized nonaccrual Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total noninvestment- grade Total noninvestment- grade 27,958 29,846 65,364 70,792 50,958 35,036 144,280 135,674 Total retained loans Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 % of investment-grade to total retained loans % of investment-grade to total retained loans 76.34 % 75.13 % 51.03 % 50.39 % 81.87 % 86.11 % 72.92 % 73.65 % % of total criticized to total retained loans % of total criticized to total retained loans 3.64 3.10 6.52 9.05 0.66 0.79 2.79 3.62 % of criticized nonaccrual to total retained loans % of criticized nonaccrual to total retained loans 0.32 0.40 0.74 1.35 0.25 0.36 0.39 0.64 (a)Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. (a) Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. Secured by real estate (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 15,893 $ 16,153 $ 18,216 $ 9,486 $ 8,240 $ 21,072 $ 1,141 $ 8 $ 90,209 Noninvestment-grade 3,661 4,460 5,052 4,344 3,311 6,606 522 2 27,958 Total retained loans $ 19,554 $ 20,613 $ 23,268 $ 13,830 $ 11,551 $ 27,678 $ 1,663 $ 10 $ 118,167 Secured by real estate (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 15,893 $ 16,153 $ 18,216 $ 9,486 $ 8,240 $ 21,072 $ 1,141 $ 8 $ 90,209 Noninvestment-grade 3,661 4,460 5,052 4,344 3,311 6,606 522 2 27,958 Total retained loans $ 19,554 $ 20,613 $ 23,268 $ 13,830 $ 11,551 $ 27,678 $ 1,663 $ 10 $ 118,167 Secured by real estate (in millions) December 31, 2020 Term loans by origination year (a) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 17,004 $ 19,870 $ 12,448 $ 11,218 $ 13,611 $ 14,898 $ 1,098 $ — $ 90,147 Noninvestment-grade 4,998 6,027 5,886 4,184 3,738 4,523 489 1 29,846 Total retained loans $ 22,002 $ 25,897 $ 18,334 $ 15,402 $ 17,349 $ 19,421 $ 1,587 $ 1 $ 119,993 Secured by real estate (in millions) December 31, 2020 Term loans by origination year (a) Term loans by origination year (a) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 17,004 $ 19,870 $ 12,448 $ 11,218 $ 13,611 $ 14,898 $ 1,098 $ — $ 90,147 Noninvestment-grade 4,998 6,027 5,886 4,184 3,738 4,523 489 1 29,846 Total retained loans $ 22,002 $ 25,897 $ 18,334 $ 15,402 $ 17,349 $ 19,421 $ 1,587 $ 1 $ 119,993 (a)Prior-period amounts have been revised to conform with the current presentation. (a) Prior-period amounts have been revised to conform with the current presentation. Commercial and industrial (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 16,741 $ 7,060 $ 4,243 $ 1,496 $ 1,288 $ 1,104 $ 36,179 $ 1 $ 68,112 (a) Noninvestment-grade 13,286 8,498 5,493 2,733 1,141 784 33,353 76 65,364 Total retained loans $ 30,027 $ 15,558 $ 9,736 $ 4,229 $ 2,429 $ 1,888 $ 69,532 $ 77 $ 133,476 Commercial and industrial (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 16,741 $ 7,060 $ 4,243 $ 1,496 $ 1,288 $ 1,104 $ 36,179 $ 1 $ 68,112 (a) (a) Noninvestment-grade 13,286 8,498 5,493 2,733 1,141 784 33,353 76 65,364 Total retained loans Total retained loans $ 30,027 $ 15,558 $ 9,736 $ 4,229 $ 2,429 $ 1,888 $ 69,532 $ 77 $ 133,476 Commercial and industrial (in millions) December 31, 2020 Term loans by origination year (b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 21,233 $ 7,341 $ 2,950 $ 1,756 $ 1,034 $ 1,178 $ 36,424 $ 1 $ 71,917 (c) Noninvestment-grade 15,488 9,189 5,470 2,323 611 786 36,852 73 70,792 Total retained loans $ 36,721 $ 16,530 $ 8,420 $ 4,079 $ 1,645 $ 1,964 $ 73,276 $ 74 $ 142,709 Commercial and industrial (in millions) December 31, 2020 Term loans by origination year (b) Term loans by origination year (b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 21,233 $ 7,341 $ 2,950 $ 1,756 $ 1,034 $ 1,178 $ 36,424 $ 1 $ 71,917 (c) (c) Noninvestment-grade 15,488 9,189 5,470 2,323 611 786 36,852 73 70,792 Total retained loans Total retained loans $ 36,721 $ 16,530 $ 8,420 $ 4,079 $ 1,645 $ 1,964 $ 73,276 $ 74 $ 142,709 (a)At September 30, 2021, $2.0 billion of the $2.2 billion total PPP loans in the wholesale portfolio were commercial and industrial. Of the $2.0 billion, $1.3 billion were originated in 2021 and $639 million were originated in 2020. PPP loans are guaranteed by the SBA and considered investment-grade. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (a) At September 30, 2021, $2.0 billion of the $2.2 billion total PPP loans in the wholesale portfolio were commercial and industrial. Of the $2.0 billion, $1.3 billion were originated in 2021 and $639 million were originated in 2020. PPP loans are guaranteed by the SBA and considered investment-grade. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (b)Prior-period amounts have been revised to conform with the current presentation. (b) Prior-period amounts have been revised to conform with the current presentation. (c)At December 31, 2020, $7.4 billion of the $8.0 billion total PPP loans in the wholesale portfolio were commercial and industrial. (c) At December 31, 2020, $7.4 billion of the $8.0 billion total PPP loans in the wholesale portfolio were commercial and industrial. Other(a) (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 22,301 $ 20,154 $ 7,079 $ 3,229 $ 4,185 $ 8,930 $ 163,875 $ 432 $ 230,185 Noninvestment-grade 12,011 3,112 1,488 1,425 312 1,574 31,007 29 50,958 Total retained loans $ 34,312 $ 23,266 $ 8,567 $ 4,654 $ 4,497 $ 10,504 $ 194,882 $ 461 $ 281,143 Other(a) Other (a) (in millions) September 30, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 22,301 $ 20,154 $ 7,079 $ 3,229 $ 4,185 $ 8,930 $ 163,875 $ 432 $ 230,185 Noninvestment-grade 12,011 3,112 1,488 1,425 312 1,574 31,007 29 50,958 Total retained loans Total retained loans $ 34,312 $ 23,266 $ 8,567 $ 4,654 $ 4,497 $ 10,504 $ 194,882 $ 461 $ 281,143 Other(a) (in millions) December 31, 2020 Term loans by origination year(b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 33,190 $ 11,116 $ 7,455 $ 6,804 $ 4,089 $ 8,252 $ 145,524 $ 779 $ 217,209 Noninvestment-grade 5,048 2,231 1,660 553 175 535 24,710 124 35,036 Total retained loans $ 38,238 $ 13,347 $ 9,115 $ 7,357 $ 4,264 $ 8,787 $ 170,234 $ 903 $ 252,245 Other(a) Other (a) (in millions) December 31, 2020 Term loans by origination year(b) Term loans by origination year (b) Revolving loans 2020 2019 2018 2017 2016 Prior to 2016 Within the revolving period Converted to term loans Total Loans by risk ratings Loans by risk ratings Investment-grade $ 33,190 $ 11,116 $ 7,455 $ 6,804 $ 4,089 $ 8,252 $ 145,524 $ 779 $ 217,209 Noninvestment-grade 5,048 2,231 1,660 553 175 535 24,710 124 35,036 Total retained loans Total retained loans $ 38,238 $ 13,347 $ 9,115 $ 7,357 $ 4,264 $ 8,787 $ 170,234 $ 903 $ 252,245 (a)Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. (a) Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2020 Form 10-K for more information on SPEs. (b)Prior-period amounts have been revised to conform with the current presentation. (b) Prior-period amounts have been revised to conform with the current presentation. The following table presents additional information on retained loans secured by real estate, which consists of loans secured wholly or substantially by a lien or liens on real property at origination. The following table presents additional information on retained loans secured by real estate, which consists of loans secured wholly or substantially by a lien or liens on real property at origination. (in millions, except ratios) Multifamily Other commercial Total retained loans secured by real estate Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Retained loans secured by real estate $ 72,903 $ 73,078 $ 45,264 $ 46,915 $ 118,167 $ 119,993 Criticized 1,710 1,144 2,587 2,573 4,297 3,717 % of total criticized to total retained loans secured by real estate 2.35 % 1.57 % 5.72 % 5.48 % 3.64 % 3.10 % Criticized nonaccrual $ 84 $ 56 $ 291 $ 427 $ 375 $ 483 % of criticized nonaccrual loans to total retained loans secured by real estate 0.12 % 0.08 % 0.64 % 0.91 % 0.32 % 0.40 % (in millions, except ratios) Multifamily Other commercial Total retained loans secured by real estate Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Retained loans secured by real estate $ 72,903 $ 73,078 $ 45,264 $ 46,915 $ 118,167 $ 119,993 Criticized 1,710 1,144 2,587 2,573 4,297 3,717 % of total criticized to total retained loans secured by real estate % of total criticized to total retained loans secured by real estate 2.35 % 1.57 % 5.72 % 5.48 % 3.64 % 3.10 % Criticized nonaccrual $ 84 $ 56 $ 291 $ 427 $ 375 $ 483 % of criticized nonaccrual loans to total retained loans secured by real estate % of criticized nonaccrual loans to total retained loans secured by real estate 0.12 % 0.08 % 0.64 % 0.91 % 0.32 % 0.40 % Geographic distribution and delinquency Geographic distribution and delinquency The following table provides information on the geographic distribution and delinquency for retained wholesale loans. The following table provides information on the geographic distribution and delinquency for retained wholesale loans. Secured by real estate Commercial and industrial Other Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by geographic distribution(a) Total U.S. $ 115,155 $ 116,990 $ 95,657 $ 109,273 $ 203,631 $ 180,583 $ 414,443 $ 406,846 Total non-U.S. 3,012 3,003 37,819 33,436 77,512 71,662 118,343 108,101 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 Loan delinquency(b) Current and less than 30 days past due and still accruing $ 117,563 $ 118,894 $ 131,863 $ 140,100 $ 278,607 $ 249,713 $ 528,033 $ 508,707 30–89 days past due and still accruing 150 601 546 658 1,789 1,606 2,485 2,865 90 or more days past due and still accruing(c) 79 15 73 20 32 22 184 57 Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 Secured by real estate Commercial and industrial Other Total retained loans (in millions, except ratios) Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Sep 30, 2021 Dec 31, 2020 Loans by geographic distribution(a) Loans by geographic distribution (a) Total U.S. $ 115,155 $ 116,990 $ 95,657 $ 109,273 $ 203,631 $ 180,583 $ 414,443 $ 406,846 Total non-U.S. 3,012 3,003 37,819 33,436 77,512 71,662 118,343 108,101 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 Loan delinquency(b) Loan delinquency (b) Current and less than 30 days past due and still accruing Current and less than 30 days past due and still accruing $ 117,563 $ 118,894 $ 131,863 $ 140,100 $ 278,607 $ 249,713 $ 528,033 $ 508,707 30–89 days past due and still accruing 30–89 days past due and still accruing 150 601 546 658 1,789 1,606 2,485 2,865 90 or more days past due and still accruing(c) 90 or more days past due and still accruing (c) 79 15 73 20 32 22 184 57 Criticized nonaccrual 375 483 994 1,931 715 904 2,084 3,318 Total retained loans $ 118,167 $ 119,993 $ 133,476 $ 142,709 $ 281,143 $ 252,245 $ 532,786 $ 514,947 (a)The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower. (a) The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower. (b)At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. (b) At September 30, 2021 and December 31, 2020, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. (c)Represents loans that are considered well-collateralized and therefore still accruing interest. (c) Represents loans that are considered well-collateralized and therefore still accruing interest. The following tables provide information about net charge-offs on retained wholesale loans. The following tables provide information about net charge-offs on retained wholesale loans. Wholesale net charge-offs/(recoveries) Secured by real estate Commercial and industrial Other Total retained loans Three months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 9 $ (3) $ 23 $ 95 $ 5 $ — $ 37 $ 92 Wholesale net charge-offs/(recoveries) Secured by real estate Commercial and industrial Other Total retained loans Three months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 9 $ (3) $ 23 $ 95 $ 5 $ — $ 37 $ 92 Secured by real estate Commercial and industrial Other Total retained loans Nine months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 10 $ 9 $ 75 $ 531 $ 15 $ 13 $ 100 $ 553 Secured by real estate Commercial and industrial Other Total retained loans Nine months ended September 30, (in millions) 2021 2020 2021 2020 2021 2020 2021 2020 Net charge-offs/(recoveries) $ 10 $ 9 $ 75 $ 531 $ 15 $ 13 $ 100 $ 553 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (in millions, except ratios) |September 30, 2 Term loans by origination year| |Revolving loans| | Total 2021 | 2020| 2019| 2018| 2017| Prior to 2017| |Within the revo|Converted to te| Loan delinquency(a)(b) | | | | | | | | | | | Current | $| 50,900| $| 51,577| $| 21,058| $| 8,958| $| 13,231| $| 54,691| | $| 6,707| $| 12,595| | $| 219,717 30–149 days past due | 11| 13| 17| 17| 10| 479| | 16| 172| | 735 150 or more days past due | —| —| 7| 5| 13| 927| | 5| 262| | 1,219 Total retained loans | $| 50,911| $| 51,590| $| 21,082| $| 8,980| $| 13,254| $| 56,097| | $| 6,728| $| 13,029| | $| 221,671 % of 30+ days past due to tota| 0.02| %| 0.03| %| 0.11| %| 0.24| %| 0.17| %| 2.45| %| | 0.31| %| 3.33| %| | 0.87| % | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (in millions, except ratios) |December 31, 20 Term loans by origination year| | |Revolving loans| | | Total 2020 | | 2019| 2018| 2017| 2016| Prior to 2016| | |Within the revo| |Converted to te| | Loan delinquency(a)(b) | | | | | | | | | | | | | | | Current | $| 56,576| (e)| $| 31,820| $| 13,900| $| 20,410| $| 27,978| $| 49,218| (e)| | $| 7,902| (e)| $| 15,260| (e)| | $| 223,064 30–149 days past due | 9| | 25| 20| 22| 29| 674| | | 21| | 245| | | 1,045 150 or more days past due | 3| | 14| 10| 18| 18| 844| | | 22| | 264| | | 1,193 Total retained loans | $| 56,588| | $| 31,859| $| 13,930| $| 20,450| $| 28,025| $| 50,736| | | $| 7,945| | $| 15,769| | | $| 225,302 % of 30+ days past due to tota| 0.02| %| | 0.12| %| 0.22| %| 0.20| %| 0.17| %| 2.91| %| (e)| | 0.54| %| (e)| 3.23| %| (e)| | 0.98| % | | | | | | | | | (in millions, except weighted-|September 30, 2|December 31, 20| Nonaccrual loans(a)(b)(c)(d) | $| 4,794| | $| 5,313| | 90 or more days past due and g| 25| | 33| | | | | Current estimated LTV ratios(f| | | Greater than 125% and refreshe| | | Equal to or greater than 660 | $| 12| | $| 6| | Less than 660 | 3| | 12| | 101% to 125% and refreshed FIC| | | Equal to or greater than 660 | 31| | 38| | Less than 660 | 20| | 44| | 80% to 100% and refreshed FICO| | | Equal to or greater than 660 | 2,146| | 2,177| | Less than 660 | 103| | 239| | Less than 80% and refreshed FI| | | Equal to or greater than 660 | 205,919| | 208,238| | Less than 660 | 10,054| | 11,980| | No FICO/LTV available | 3,311| | 2,492| | U.S. government-guaranteed | 72| | 76| | Total retained loans | $| 221,671| | $| 225,302| | | | | Weighted average LTV ratio(f)(| 51| %| 54| %| Weighted average FICO(g)(i) | 764| | 763| | | | | Geographic region(j) | | | California | $| 70,719| | $| 73,444| | New York | 32,221| | 32,287| | Florida | 15,439| | 13,981| | Texas | 13,645| | 13,773| | Illinois | 11,860| | 13,130| | Colorado | 8,496| | 8,235| | Washington | 8,071| | 7,917| | New Jersey | 6,884| | 7,227| | Massachusetts | 6,009| | 5,784| | Connecticut | 5,188| | 5,024| | All other(k) | 43,139| | 44,500| | Total retained loans | $| 221,671| | $| 225,302| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |September 30, 2 (in millions, except ratios) |Term Loans by o| |Revolving loans| 2021 | | 2020| | 2019| 2018| 2017| Prior to 2017| |Within the revo|Converted to te| Total Loan delinquency(a) | | | | | | | | | | | | Current | $| 35,379| | (c)| $| 21,917| | (c)| $| 8,641| $| 4,466| $| 2,343| $| 993| | $| 2,246| $| 129| $| 76,114 30–119 days past due | 110| | | 193| | | 77| 49| 30| 25| | 12| 8| 504 120 or more days past due | —| | | 4| | | —| 1| —| 1| | 5| 8| 19 Total retained loans | $| 35,489| | | $| 22,114| | | $| 8,718| $| 4,516| $| 2,373| $| 1,019| | $| 2,263| $| 145| $| 76,637 % of 30+ days past due to tota| 0.31| %| | 0.32| %| | 0.88| %| 1.11| %| 1.26| %| 2.55| %| | 0.75| %| 11.03| %| 0.68| % | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |December 31, 20 (in millions, except ratios) |Term Loans by o| |Revolving loans| 2020 | | 2019| | 2018| 2017| 2016| Prior to 2016| |Within the revo|Converted to te| Total Loan delinquency(a) | | | | | | | | | | | | Current | $| 46,169| (d)| $| 12,829| | $| 7,367| $| 4,521| $| 2,058| $| 742| | $| 2,517| $| 158| $| 76,361 30–119 days past due | 97| | 107| | 77| 53| 42| 23| | 30| 17| 446 120 or more days past due | —| | —| | —| 1| —| 1| | 8| 8| 18 Total retained loans | $| 46,266| | $| 12,936| | $| 7,444| $| 4,575| $| 2,100| $| 766| | $| 2,555| $| 183| $| 76,825 % of 30+ days past due to tota| 0.21| %| | 0.83| %| | 1.03| %| 1.18| %| 2.00| %| 3.13| %| | 1.49| %| 13.66| %| 0.60| % | | | | | | | | (in millions, except ratios) |Total Auto and September 30, 2021 |December 31, 20 Nonaccrual loans(a)(b)(c) | 117| | 151| | | Geographic region(d) | | California | $| 12,137| | $| 12,302| Texas | 8,333| | 8,235| New York | 7,511| | 8,824| Florida | 5,125| | 4,668| Illinois | 3,333| | 3,768| New Jersey | 2,580| | 2,646| Arizona | 2,103| | 2,465| Pennsylvania | 2,076| | 1,924| Ohio | 2,029| | 2,163| Louisiana | 1,870| | 1,808| All other | 29,540| | 28,022| Total retained loans | $| 76,637| | $| 76,825| | | | | | | | | | | | (in millions, except ratios) |September 30, 2 Within the revolving period |Converted to te| Total Loan delinquency(a) | | | Current and less than 30 days | $| 140,730| | $| 1,001| | $| 141,731| 30–89 days past due and still | 679| | 57| | 736| 90 or more days past due and s| 674| | 25| | 699| Total retained loans | $| 142,083| | $| 1,083| | $| 143,166| Loan delinquency ratios | | | % of 30+ days past due to tota| 0.95| %| 7.57| %| 1.00| % % of 90+ days past due to tota| 0.47| | 2.31| | 0.49| | | | | | | | | | | | (in millions, except ratios) |December 31, 20 Within the revolving period |Converted to te| Total Loan delinquency(a) | | | Current and less than 30 days | $| 139,783| | $| 1,239| | $| 141,022| 30–89 days past due and still | 997| | 94| | 1,091| 90 or more days past due and s| 1,277| | 42| | 1,319| Total retained loans | $| 142,057| | $| 1,375| | $| 143,432| Loan delinquency ratios | | | % of 30+ days past due to tota| 1.60| %| 9.89| %| 1.68| % % of 90+ days past due to tota| 0.90| | 3.05| | 0.92| | | | | | | | | (in millions, except ratios) |September 30, 2|December 31, 20 Geographic region(a) | | California | $| 21,211| | $| 20,921| Texas | 14,752| | 14,544| New York | 11,924| | 11,919| Florida | 9,514| | 9,562| Illinois | 8,004| | 8,006| New Jersey | 5,967| | 5,927| Ohio | 4,566| | 4,673| Pennsylvania | 4,332| | 4,476| Colorado | 4,322| | 4,092| Michigan | 3,513| | 3,553| All other | 55,061| | 55,759| Total retained loans | $| 143,166| | $| 143,432| Percentage of portfolio based | | Equal to or greater than 660 | 88.2| %| 85.9| % Less than 660 | 11.6| | 13.9| No FICO available | 0.2| | 0.2| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Secured by real| |Commercial and | | Other(a)| |Total retained (in millions, except ratios) | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| | Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| | Dec 31, 2020 Loans by risk ratings | | | | | | | | | | | | | Investment-grade | $| 90,209| | $| 90,147| | | $| 68,112| | | $| 71,917| | | $| 230,185| | $| 217,209| | | $| 388,506| | | $| 379,273| Noninvestment-grade: | | | | | | | | | | | | | Noncriticized | 23,661| | 26,129| | | 56,658| | | 57,870| | | 49,097| | 33,053| | | 129,416| | | 117,052| Criticized performing | 3,922| | 3,234| | | 7,712| | | 10,991| | | 1,146| | 1,079| | | 12,780| | | 15,304| Criticized nonaccrual | 375| | 483| | | 994| | | 1,931| | | 715| | 904| | | 2,084| | | 3,318| Total noninvestment- grade | 27,958| | 29,846| | | 65,364| | | 70,792| | | 50,958| | 35,036| | | 144,280| | | 135,674| Total retained loans | $| 118,167| | $| 119,993| | | $| 133,476| | | $| 142,709| | | $| 281,143| | $| 252,245| | | $| 532,786| | | $| 514,947| % of investment-grade to total| 76.34| %| 75.13| %| | 51.03| %| | 50.39| %| | 81.87| %| 86.11| %| | 72.92| %| | 73.65| % % of total criticized to total| 3.64| | 3.10| | | 6.52| | | 9.05| | | 0.66| | 0.79| | | 2.79| | | 3.62| % of criticized nonaccrual to | 0.32| | 0.40| | | 0.74| | | 1.35| | | 0.25| | 0.36| | | 0.39| | | 0.64| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Secured by real (in millions) |September 30, 2 Term loans by origination year| |Revolving loans| | 2021 | 2020| 2019| 2018| 2017| Prior to 2017| |Within the revo|Converted to te| | Total Loans by risk ratings | | | | | | | | | | | Investment-grade | $| 15,893| | $| 16,153| | $| 18,216| | $| 9,486| | $| 8,240| | $| 21,072| | | $| 1,141| | $| 8| | | $| 90,209| Noninvestment-grade | 3,661| | 4,460| | 5,052| | 4,344| | 3,311| | 6,606| | | 522| | 2| | | 27,958| Total retained loans | $| 19,554| | $| 20,613| | $| 23,268| | $| 13,830| | $| 11,551| | $| 27,678| | | $| 1,663| | $| 10| | | $| 118,167| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Secured by real (in millions) |December 31, 20 Term loans by origination year| |Revolving loans| | 2020 | 2019| 2018| 2017| 2016| Prior to 2016| |Within the revo|Converted to te| | Total Loans by risk ratings | | | | | | | | | | | Investment-grade | $| 17,004| | $| 19,870| | $| 12,448| | $| 11,218| | $| 13,611| | $| 14,898| | | $| 1,098| | $| —| | | $| 90,147| Noninvestment-grade | 4,998| | 6,027| | 5,886| | 4,184| | 3,738| | 4,523| | | 489| | 1| | | 29,846| Total retained loans | $| 22,002| | $| 25,897| | $| 18,334| | $| 15,402| | $| 17,349| | $| 19,421| | | $| 1,587| | $| 1| | | $| 119,993| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Commercial and | (in millions) |September 30, 2| Term loans by origination year| |Revolving loans| | | 2021 | 2020| 2019| 2018| 2017| Prior to 2017| |Within the revo|Converted to te| | Total| Loans by risk ratings | | | | | | | | | | | | Investment-grade | $| 16,741| | $| 7,060| | $| 4,243| | $| 1,496| | $| 1,288| | $| 1,104| | | $| 36,179| | $| 1| | | $| 68,112| | (a) Noninvestment-grade | 13,286| | 8,498| | 5,493| | 2,733| | 1,141| | 784| | | 33,353| | 76| | | 65,364| | Total retained loans | $| 30,027| | $| 15,558| | $| 9,736| | $| 4,229| | $| 2,429| | $| 1,888| | | $| 69,532| | $| 77| | | $| 133,476| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Commercial and | (in millions) |December 31, 20| Term loans by origination year| |Revolving loans| | | 2020 | 2019| 2018| 2017| 2016| Prior to 2016| |Within the revo|Converted to te| | Total| Loans by risk ratings | | | | | | | | | | | | Investment-grade | $| 21,233| | $| 7,341| | $| 2,950| | $| 1,756| | $| 1,034| | $| 1,178| | | $| 36,424| | $| 1| | | $| 71,917| | (c) Noninvestment-grade | 15,488| | 9,189| | 5,470| | 2,323| | 611| | 786| | | 36,852| | 73| | | 70,792| | Total retained loans | $| 36,721| | $| 16,530| | $| 8,420| | $| 4,079| | $| 1,645| | $| 1,964| | | $| 73,276| | $| 74| | | $| 142,709| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Other(a) (in millions) |September 30, 2 Term loans by origination year| |Revolving loans| | 2021 | 2020| 2019| 2018| 2017| Prior to 2017| |Within the revo|Converted to te| | Total Loans by risk ratings | | | | | | | | | | | Investment-grade | $| 22,301| | $| 20,154| | $| 7,079| | $| 3,229| | $| 4,185| | $| 8,930| | | $| 163,875| | $| 432| | | $| 230,185| Noninvestment-grade | 12,011| | 3,112| | 1,488| | 1,425| | 312| | 1,574| | | 31,007| | 29| | | 50,958| Total retained loans | $| 34,312| | $| 23,266| | $| 8,567| | $| 4,654| | $| 4,497| | $| 10,504| | | $| 194,882| | $| 461| | | $| 281,143| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Other(a) (in millions) |December 31, 20 Term loans by origination year| |Revolving loans| | 2020 | 2019| 2018| 2017| 2016| Prior to 2016| |Within the revo|Converted to te| | Total Loans by risk ratings | | | | | | | | | | | Investment-grade | $| 33,190| | $| 11,116| | $| 7,455| | $| 6,804| | $| 4,089| | $| 8,252| | | $| 145,524| | $| 779| | | $| 217,209| Noninvestment-grade | 5,048| | 2,231| | 1,660| | 553| | 175| | 535| | | 24,710| | 124| | | 35,036| Total retained loans | $| 38,238| | $| 13,347| | $| 9,115| | $| 7,357| | $| 4,264| | $| 8,787| | | $| 170,234| | $| 903| | | $| 252,245| | | | | | | | | | | | | | | | | | | | | | | | | | | (in millions, except ratios) | Multifamily| |Other commercia| |Total retained Sep 30, 2021 | Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020 Retained loans secured by real| $| 72,903| | $| 73,078| | | $| 45,264| | $| 46,915| | | $| 118,167| | $| 119,993| Criticized | 1,710| | 1,144| | | 2,587| | 2,573| | | 4,297| | 3,717| % of total criticized to total| 2.35| %| 1.57| %| | 5.72| %| 5.48| %| | 3.64| %| 3.10| % Criticized nonaccrual | $| 84| | $| 56| | | $| 291| | $| 427| | | $| 375| | $| 483| % of criticized nonaccrual loa| 0.12| %| 0.08| %| | 0.64| %| 0.91| %| | 0.32| %| 0.40| % | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Secured by real| |Commercial and | | Other| |Total retained (in millions, except ratios) | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020| | Sep 30, 2021| Dec 31, 2020 Loans by geographic distributi| | | | | | | | | | | Total U.S. | $| 115,155| | $| 116,990| | | $| 95,657| | $| 109,273| | | $| 203,631| | $| 180,583| | | $| 414,443| | $| 406,846| Total non-U.S. | 3,012| | 3,003| | | 37,819| | 33,436| | | 77,512| | 71,662| | | 118,343| | 108,101| Total retained loans | $| 118,167| | $| 119,993| | | $| 133,476| | $| 142,709| | | $| 281,143| | $| 252,245| | | $| 532,786| | $| 514,947| Loan delinquency(b) | | | | | | | | | | | Current and less than 30 days | $| 117,563| | $| 118,894| | | $| 131,863| | $| 140,100| | | $| 278,607| | $| 249,713| | | $| 528,033| | $| 508,707| 30–89 days past due and still | 150| | 601| | | 546| | 658| | | 1,789| | 1,606| | | 2,485| | 2,865| 90 or more days past due and s| 79| | 15| | | 73| | 20| | | 32| | 22| | | 184| | 57| Criticized nonaccrual | 375| | 483| | | 994| | 1,931| | | 715| | 904| | | 2,084| | 3,318| Total retained loans | $| 118,167| | $| 119,993| | | $| 133,476| | $| 142,709| | | $| 281,143| | $| 252,245| | | $| 532,786| | $| 514,947| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Wholesale net charge-offs/(rec|Secured by real| |Commercial and | | Other| |Total retained Three months ended September 3| 2021| 2020| | 2021| 2020| | 2021| 2020| | 2021| 2020 Net charge-offs/(recoveries) | $| 9| | $| (3)| | | $| 23| | $| 95| | | $| 5| | $| —| | | $| 37| | $| 92| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Secured by real| |Commercial and | | Other| |Total retained Nine months ended September 30| 2021| 2020| | 2021| 2020| | 2021| 2020| | 2021| 2020 Net charge-offs/(recoveries) | $| 10| | $| 9| | | $| 75| | $| 531| | | $| 15| | $| 13| | | $| 100| | $| 553| Troubled debt restructuring on financing receivables nature and extent of modifications | The following table provides information about how residential real estate loans were modified in TDRs under the Firm’s loss mitigation programs described above during the periods presented. This table excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Number of loans approved for a trial modification 1,448 1,623 4,014 4,468 Number of loans permanently modified 917 1,615 3,817 5,200 Concession granted:(a) Interest rate reduction 75 % 40 % 74 % 51 % Term or payment extension 64 39 49 53 Principal and/or interest deferred 19 21 24 12 Principal forgiveness 1 1 2 2 Other(b) 24 65 39 65 (a)Represents concessions granted in permanent modifications as a percentage of the number of loans permanently modified. The sum of the percentages exceeds 100% because predominantly all of the modifications include more than one type of concession. Concessions offered on trial modifications are generally consistent with those granted on permanent modifications. (b)Includes variable interest rate to fixed interest rate modifications and payment delays that meet the definition of a TDR. Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Number of loans approved for a trial modification 1,448 1,623 4,014 4,468 Number of loans permanently modified 917 1,615 3,817 5,200 Concession granted:(a) Interest rate reduction 75 % 40 % 74 % 51 % Term or payment extension 64 39 49 53 Principal and/or interest deferred 19 21 24 12 Principal forgiveness 1 1 2 2 Other(b) 24 65 39 65 Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Number of loans approved for a trial modification Number of loans approved for a trial modification 1,448 1,623 4,014 4,468 Number of loans permanently modified Number of loans permanently modified 917 1,615 3,817 5,200 Concession granted:(a) Concession granted: (a) Interest rate reduction Interest rate reduction 75 % 40 % 74 % 51 % Term or payment extension Term or payment extension 64 39 49 53 Principal and/or interest deferred Principal and/or interest deferred 19 21 24 12 Principal forgiveness 1 1 2 2 Other(b) Other (b) 24 65 39 65 (a)Represents concessions granted in permanent modifications as a percentage of the number of loans permanently modified. The sum of the percentages exceeds 100% because predominantly all of the modifications include more than one type of concession. Concessions offered on trial modifications are generally consistent with those granted on permanent modifications. (a) Represents concessions granted in permanent modifications as a percentage of the number of loans permanently modified. The sum of the percentages exceeds 100% because predominantly all of the modifications include more than one type of concession. Concessions offered on trial modifications are generally consistent with those granted on permanent modifications. | | | | | | | | | | | | | | |Three months en|Nine months end 2021 | 2020| 2021| 2020 Number of loans approved for a| 1,448| | 1,623| | 4,014| | 4,468| Number of loans permanently mo| 917| | 1,615| | 3,817| | 5,200| Concession granted:(a) | | | | Interest rate reduction | 75| %| 40| %| 74| %| 51| % Term or payment extension | 64| | 39| | 49| | 53| Principal and/or interest defe| 19| | 21| | 24| | 12| Principal forgiveness | 1| | 1| | 2| | 2| Other(b) | 24| | 65| | 39| | 65| Troubled debt restructuring on financing receivables, financial effects of modifications and re-defaults | The following table provides information about the financial effects of the various concessions granted in modifications of residential real estate loans under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following table presents only the financial effects of permanent modifications and do not include temporary concessions offered through trial modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Weighted-average interest rate of loans with interest rate reductions – before TDR 4.65 % 4.99 % 4.55 % 5.10 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.89 3.34 2.91 3.40 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 23 23 23 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 39 37 39 Charge-offs recognized upon permanent modification $ — $ 1 $ — $ 2 Principal deferred 5 3 23 12 Principal forgiven — 1 1 4 Balance of loans that redefaulted within one year of permanent modification(a) $ 52 $ 65 $ 97 $ 173 (a)Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it will generally be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last twelve months may not be representative of ultimate redefault levels. The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented. For all periods disclosed, new enrollments were less than 1% of total retained credit card loans. (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Balance of new TDRs(a) $ 82 $ 220 $ 315 $ 648 Weighted-average interest rate of loans – before TDR 17.75 % 17.65 % 17.79 % 18.21 % Weighted-average interest rate of loans – after TDR 5.15 4.80 5.19 4.55 Balance of loans that redefaulted within one year of modification(b) $ 13 $ 22 $ 45 $ 83 (a)Represents the outstanding balance prior to modification. (b)Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted. The following table provides information about the financial effects of the various concessions granted in modifications of residential real estate loans under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following table presents only the financial effects of permanent modifications and do not include temporary concessions offered through trial modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. The following table provides information about the financial effects of the various concessions granted in modifications of residential real estate loans under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following table presents only the financial effects of permanent modifications and do not include temporary concessions offered through trial modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt, loans with short-term or other insignificant modifications that are not considered concessions, and loans for which the Firm has elected to apply the option to suspend the application of accounting guidance for TDRs as provided by the CARES Act and extended by the Consolidated Appropriations Act. (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Weighted-average interest rate of loans with interest rate reductions – before TDR 4.65 % 4.99 % 4.55 % 5.10 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.89 3.34 2.91 3.40 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 23 23 23 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 39 37 39 Charge-offs recognized upon permanent modification $ — $ 1 $ — $ 2 Principal deferred 5 3 23 12 Principal forgiven — 1 1 4 Balance of loans that redefaulted within one year of permanent modification(a) $ 52 $ 65 $ 97 $ 173 (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Weighted-average interest rate of loans with interest rate reductions – before TDR Weighted-average interest rate of loans with interest rate reductions – before TDR 4.65 % 4.99 % 4.55 % 5.10 % Weighted-average interest rate of loans with interest rate reductions – after TDR Weighted-average interest rate of loans with interest rate reductions – after TDR 2.89 3.34 2.91 3.40 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 23 23 23 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 39 37 39 Charge-offs recognized upon permanent modification Charge-offs recognized upon permanent modification $ — $ 1 $ — $ 2 Principal deferred Principal deferred 5 3 23 12 Principal forgiven Principal forgiven — 1 1 4 Balance of loans that redefaulted within one year of permanent modification(a) Balance of loans that redefaulted within one year of permanent modification (a) $ 52 $ 65 $ 97 $ 173 (a)Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it will generally be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last twelve months may not be representative of ultimate redefault levels. (a) Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it will generally be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last twelve months may not be representative of ultimate redefault levels. The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented. For all periods disclosed, new enrollments were less than 1% of total retained credit card loans. The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented. For all periods disclosed, new enrollments were less than 1% of total retained credit card loans. (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Balance of new TDRs(a) $ 82 $ 220 $ 315 $ 648 Weighted-average interest rate of loans – before TDR 17.75 % 17.65 % 17.79 % 18.21 % Weighted-average interest rate of loans – after TDR 5.15 4.80 5.19 4.55 Balance of loans that redefaulted within one year of modification(b) $ 13 $ 22 $ 45 $ 83 (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Balance of new TDRs(a) Balance of new TDRs (a) $ 82 $ 220 $ 315 $ 648 Weighted-average interest rate of loans – before TDR Weighted-average interest rate of loans – before TDR 17.75 % 17.65 % 17.79 % 18.21 % Weighted-average interest rate of loans – after TDR Weighted-average interest rate of loans – after TDR 5.15 4.80 5.19 4.55 Balance of loans that redefaulted within one year of modification(b) Balance of loans that redefaulted within one year of modification (b) $ 13 $ 22 $ 45 $ 83 (a)Represents the outstanding balance prior to modification. (a) Represents the outstanding balance prior to modification. (b)Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted. (b) Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted. | | | | | | | | | | | | | | (in millions, except weighted-|Three months en|Nine months end 2021 | 2020| 2021| 2020 Weighted-average interest rate| 4.65| %| 4.99| %| 4.55| %| 5.10| % Weighted-average interest rate| 2.89| | 3.34| | 2.91| | 3.40| Weighted-average remaining con| 23| 23| 23| 22 Weighted-average remaining con| 37| 39| 37| 39 Charge-offs recognized upon pe| $| —| | $| 1| | $| —| | $| 2| Principal deferred | 5| | 3| | 23| | 12| Principal forgiven | —| | 1| | 1| | 4| Balance of loans that redefaul| $| 52| | $| 65| | $| 97| | $| 173| | | | | | | | | | | | | | | (in millions, except weighted-|Three months en|Nine months end 2021 | 2020| 2021| 2020 Balance of new TDRs(a) | $| 82| $| 220| $| 315| $| 648 Weighted-average interest rate| 17.75| %| 17.65| %| 17.79| %| 18.21| % Weighted-average interest rate| 5.15| | 4.80| | 5.19| | 4.55| Balance of loans that redefaul| $| 13| $| 22| $| 45| $| 83 Schedule of nonaccrual loans | The following table provides information on retained wholesale nonaccrual loans. (in millions)Secured by real estateCommercialand industrialOtherTotal retained loansSep 30,2021Dec 31,2020Sep 30,2021Dec 31,2020Sep 30,2021Dec 31,2020Sep 30,2021Dec 31,2020Nonaccrual loans(a)With an allowance$309 $351 $722 $1,667 $520 $800 $1,551 $2,818 Without an allowance(b)66 132 272 264 195 104 533 500 Total nonaccrual loans(c)$375 $483 $994 $1,931 $715 $904 $2,084 $3,318 (a)Loans that were modified in response to the COVID-19 pandemic continue to be risk-rated in accordance with the Firm’s overall credit risk management framework. As of September 30, 2021, substantially all of these loans were considered performing.(b)When the discounted cash flows or collateral value equals or exceeds the amortized cost of the loan, the loan does not require an allowance. This typically occurs when the loans have been partially charged off and/or there have been interest payments received and applied to the loan balance.(c)Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended September 30, 2021 and 2020. Calculation: validating [us-gaap:InvestmentBankingRevenue] = [2187000000.00] [credit]: validating [us-gaap:UnderwritingIncomeLoss] = [1755000000.00] [credit]: validating [jpm:InvestmentBankingAdvisoryFeeRevenue] = [432000000.00] [credit]: validating [us-gaap:InvestmentBankingRevenue] = [6903000000.00] [credit]: validating [us-gaap:UnderwritingIncomeLoss] = [5379000000.00] [credit]: validating [jpm:InvestmentBankingAdvisoryFeeRevenue] = [1524000000.00] [credit]: validating [us-gaap:InvestmentBankingRevenue] = [3282000000.00] [credit]: validating [us-gaap:UnderwritingIncomeLoss] = [2053000000.00] [credit]: validating [jpm:InvestmentBankingAdvisoryFeeRevenue] = [1229000000.00] [credit]: validating [us-gaap:InvestmentBankingRevenue] = [9722000000.00] [credit]: validating [us-gaap:UnderwritingIncomeLoss] = [6882000000.00] [credit]: validating [jpm:InvestmentBankingAdvisoryFeeRevenue] = [2840000000.00] [credit]: Definition: [240344024 - Disclosure - Noninterest Revenue and Noninterest Expense - Investment Banking Fees (Details)] [jpm:ScheduleOfNonInterestRevenueLineItems] = [none]: [us-gaap:UnderwritingIncomeLoss] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:ScheduleOfNonInterestRevenueTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:InvestmentTypeAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:InvestmentTypeCategorizationMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:EquitySecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:InvestmentTypeCategorizationMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:EquitySecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:InvestmentBankingAdvisoryFeeRevenue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:InvestmentBankingRevenue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: Presentation: [240344024 - Disclosure - Noninterest Revenue and Noninterest Expense - Investment Banking Fees (Details)] [jpm:ScheduleOfNonInterestRevenueTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InvestmentTypeAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InvestmentTypeCategorizationMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:EquitySecuritiesMember] [NET] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DebtSecuritiesMember] [NET] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:ScheduleOfNonInterestRevenueLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:UnderwritingIncomeLoss] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:InvestmentBankingAdvisoryFeeRevenue] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:InvestmentBankingRevenue] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Schedule of Noninterest revenue [Table] Underwriting | 1755000000 [credit] USD Equity (Investment Type [Axis]) | 736000000 [credit] USD Debt (Investment Type [Axis]) | 1019000000 [credit] USD Advisory | 432000000 [credit] USD Total investment banking fees | 2187000000 [credit] [tot] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Noninterest revenue [Table] Underwriting | 5379000000 [credit] USD Equity (Investment Type [Axis]) | 2037000000 [credit] USD Debt (Investment Type [Axis]) | 3342000000 [credit] USD Advisory | 1524000000 [credit] USD Total investment banking fees | 6903000000 [credit] [tot] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Noninterest revenue [Table] Underwriting | 2053000000 [credit] USD Equity (Investment Type [Axis]) | 1034000000 [credit] USD Debt (Investment Type [Axis]) | 1019000000 [credit] USD Advisory | 1229000000 [credit] USD Total investment banking fees | 3282000000 [credit] [tot] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Noninterest revenue [Table] Underwriting | 6882000000 [credit] USD Equity (Investment Type [Axis]) | 3169000000 [credit] USD Debt (Investment Type [Axis]) | 3713000000 [credit] USD Advisory | 2840000000 [credit] USD Total investment banking fees | 9722000000 [credit] [tot] USD Calculation: validating [us-gaap:ComprehensiveIncomeNetOfTax] = [9594000000.00] [credit]: validating [us-gaap:NetIncomeLoss] = [9443000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [151000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeAvailableforsaleSecuritiesAdjustmentNetOfTaxPortionAttributableToParent] = [514000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent] = [127000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossDerivativeExcludedComponentIncreaseDecreaseAfterAdjustmentsAndTaxParent] = [-69000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeDefinedBenefitPlansAdjustmentNetOfTaxPortionAttributableToParent] = [12000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossFinancialLiabilityFairValueOptionAfterTaxAndReclassificationAdjustmentAttributableToParent] = [-339000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTaxParent] = [-70000000.00] [credit]: validating [us-gaap:ComprehensiveIncomeNetOfTax] = [24366000000.00] [credit]: validating [us-gaap:NetIncomeLoss] = [16995000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [7371000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeAvailableforsaleSecuritiesAdjustmentNetOfTaxPortionAttributableToParent] = [4377000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent] = [-61000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossDerivativeExcludedComponentIncreaseDecreaseAfterAdjustmentsAndTaxParent] = [35000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeDefinedBenefitPlansAdjustmentNetOfTaxPortionAttributableToParent] = [-14000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossFinancialLiabilityFairValueOptionAfterTaxAndReclassificationAdjustmentAttributableToParent] = [377000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTaxParent] = [2629000000.00] [credit]: validating [us-gaap:ComprehensiveIncomeNetOfTax] = [10080000000.00] [credit]: validating [us-gaap:NetIncomeLoss] = [11687000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-1607000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeAvailableforsaleSecuritiesAdjustmentNetOfTaxPortionAttributableToParent] = [-434000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent] = [-187000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossDerivativeExcludedComponentIncreaseDecreaseAfterAdjustmentsAndTaxParent] = [9000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeDefinedBenefitPlansAdjustmentNetOfTaxPortionAttributableToParent] = [-6000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossFinancialLiabilityFairValueOptionAfterTaxAndReclassificationAdjustmentAttributableToParent] = [-551000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTaxParent] = [-450000000.00] [credit]: validating [us-gaap:ComprehensiveIncomeNetOfTax] = [30912000000.00] [credit]: validating [us-gaap:NetIncomeLoss] = [37935000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] = [-7023000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeAvailableforsaleSecuritiesAdjustmentNetOfTaxPortionAttributableToParent] = [-4099000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent] = [-373000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossDerivativeExcludedComponentIncreaseDecreaseAfterAdjustmentsAndTaxParent] = [-42000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeDefinedBenefitPlansAdjustmentNetOfTaxPortionAttributableToParent] = [-83000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossFinancialLiabilityFairValueOptionAfterTaxAndReclassificationAdjustmentAttributableToParent] = [-484000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTaxParent] = [-2108000000.00] [credit]: Presentation: [100020003 - Statement - Consolidated Statements of Comprehensive Income (Unaudited)] [us-gaap:StatementOfIncomeAndComprehensiveIncomeAbstract] = [none]: [us-gaap:NetIncomeLoss] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:OtherComprehensiveIncomeAvailableforsaleSecuritiesAdjustmentNetOfTaxPortionAttributableToParent] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:OtherComprehensiveIncomeLossDerivativeExcludedComponentIncreaseDecreaseAfterAdjustmentsAndTaxParent] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTaxParent] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:OtherComprehensiveIncomeDefinedBenefitPlansAdjustmentNetOfTaxPortionAttributableToParent] [NEGATED] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:OtherComprehensiveIncomeLossFinancialLiabilityFairValueOptionAfterTaxAndReclassificationAdjustmentAttributableToParent] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:ComprehensiveIncomeNetOfTax] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Statement of Comprehensive Income [Abstract] Net income | 9443000000 [credit] USD Other comprehensive income/(loss), after–tax Unrealized gains/(losses) on investment securities | 514000000 [credit] USD Translation adjustments, net of hedges | 127000000 [credit] USD Fair value hedges | -69000000 [credit] USD Cash flow hedges | -70000000 [credit] USD Defined benefit pension and OPEB plans | -12000000 [ debit] USD DVA on fair value option elected liabilities | -339000000 [credit] USD Total other comprehensive income/(loss), after–tax | 151000000 [credit] [tot] USD Comprehensive income | 9594000000 [credit] [tot] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Statement of Comprehensive Income [Abstract] Net income | 16995000000 [credit] USD Other comprehensive income/(loss), after–tax Unrealized gains/(losses) on investment securities | 4377000000 [credit] USD Translation adjustments, net of hedges | -61000000 [credit] USD Fair value hedges | 35000000 [credit] USD Cash flow hedges | 2629000000 [credit] USD Defined benefit pension and OPEB plans | 14000000 [ debit] USD DVA on fair value option elected liabilities | 377000000 [credit] USD Total other comprehensive income/(loss), after–tax | 7371000000 [credit] [tot] USD Comprehensive income | 24366000000 [credit] [tot] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Statement of Comprehensive Income [Abstract] Net income | 11687000000 [credit] USD Other comprehensive income/(loss), after–tax Unrealized gains/(losses) on investment securities | -434000000 [credit] USD Translation adjustments, net of hedges | -187000000 [credit] USD Fair value hedges | 9000000 [credit] USD Cash flow hedges | -450000000 [credit] USD Defined benefit pension and OPEB plans | 6000000 [ debit] USD DVA on fair value option elected liabilities | -551000000 [credit] USD Total other comprehensive income/(loss), after–tax | -1607000000 [credit] [tot] USD Comprehensive income | 10080000000 [credit] [tot] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Statement of Comprehensive Income [Abstract] Net income | 37935000000 [credit] USD Other comprehensive income/(loss), after–tax Unrealized gains/(losses) on investment securities | -4099000000 [credit] USD Translation adjustments, net of hedges | -373000000 [credit] USD Fair value hedges | -42000000 [credit] USD Cash flow hedges | -2108000000 [credit] USD Defined benefit pension and OPEB plans | 83000000 [ debit] USD DVA on fair value option elected liabilities | -484000000 [credit] USD Total other comprehensive income/(loss), after–tax | -7023000000 [credit] [tot] USD Comprehensive income | 30912000000 [credit] [tot] USD Presentation: [210431007 - Disclosure - Pension and Other Postretirement Employee Benefit Plans] [us-gaap:CompensationAndRetirementDisclosureAbstract] = [none]: [us-gaap:PensionAndOtherPostretirementBenefitsDisclosureTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Retirement Benefits [Abstract] Pension and Other Postretirement Employee Benefit Plans | Pension and other postretirement employee benefit plansRefer to Note 8 of JPMorgan Chase’s 2020 Form 10-K for a discussion of JPMorgan Chase’s pension and OPEB plans. The following table presents the components of net periodic benefit costs reported in the Consolidated statements of income for the Firm’s defined benefit pension, defined contribution and OPEB plans. (in millions) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Pension and OPEB plans Pension and OPEB plans Components of net periodic benefit cost, U.S. defined benefit pension plans Benefits earned during the period $ — $ — $ 1 $ 1 Interest cost on benefit obligations 85 105 256 316 Expected return on plan assets (129) (158) (387) (475) Amortization: Net (gain)/loss 3 2 8 5 Net periodic defined benefit plan cost/(credit), U.S. defined benefit pension plans (41) (51) (122) (153) Other defined benefit pension and OPEB plans (24) (23) (62) (65) Total net periodic defined benefit plan cost/(credit) (65) (74) (184) (218) Total defined contribution plans 327 340 998 960 Total pension and OPEB cost included in noninterest expense $ 262 $ 266 $ 814 $ 742 The following table presents the fair values of plan assets for the Firm's defined benefit pension and OPEB plans. (in billions) September 30, 2021 December 31, 2020 Fair value of plan assets U.S. defined benefit pension plans $ 17.5 $ 17.6 Other defined benefit pension and OPEB plans 7.9 7.8 The following table presents the components of net periodic benefit costs reported in the Consolidated statements of income for the Firm’s defined benefit pension, defined contribution and OPEB plans. The following table presents the components of net periodic benefit costs reported in the Consolidated statements of income for the Firm’s defined benefit pension, defined contribution and OPEB plans. (in millions) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Pension and OPEB plans Pension and OPEB plans Components of net periodic benefit cost, U.S. defined benefit pension plans Benefits earned during the period $ — $ — $ 1 $ 1 Interest cost on benefit obligations 85 105 256 316 Expected return on plan assets (129) (158) (387) (475) Amortization: Net (gain)/loss 3 2 8 5 Net periodic defined benefit plan cost/(credit), U.S. defined benefit pension plans (41) (51) (122) (153) Other defined benefit pension and OPEB plans (24) (23) (62) (65) Total net periodic defined benefit plan cost/(credit) (65) (74) (184) (218) Total defined contribution plans 327 340 998 960 Total pension and OPEB cost included in noninterest expense $ 262 $ 266 $ 814 $ 742 (in millions) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Pension and OPEB plans Pension and OPEB plans Components of net periodic benefit cost, U.S. defined benefit pension plans Benefits earned during the period $ — $ — $ 1 $ 1 Interest cost on benefit obligations 85 105 256 316 Expected return on plan assets (129) (158) (387) (475) Amortization: Net (gain)/loss 3 2 8 5 Net periodic defined benefit plan cost/(credit), U.S. defined benefit pension plans (41) (51) (122) (153) Other defined benefit pension and OPEB plans (24) (23) (62) (65) Total net periodic defined benefit plan cost/(credit) (65) (74) (184) (218) Total defined contribution plans Total defined contribution plans 327 340 998 960 Total pension and OPEB cost included in noninterest expense Total pension and OPEB cost included in noninterest expense $ 262 $ 266 $ 814 $ 742 The following table presents the fair values of plan assets for the Firm's defined benefit pension and OPEB plans. The following table presents the fair values of plan assets for the Firm's defined benefit pension and OPEB plans. (in billions) September 30, 2021 December 31, 2020 Fair value of plan assets U.S. defined benefit pension plans $ 17.5 $ 17.6 Other defined benefit pension and OPEB plans 7.9 7.8 (in billions) September 30, 2021 December 31, 2020 Fair value of plan assets U.S. defined benefit pension plans $ 17.5 $ 17.6 Other defined benefit pension and OPEB plans 7.9 7.8 | | | | | | | | | | | | | | | | | | | | | | | | | (in millions) |Three months en| | | | |Nine months end 2021 | 2020| | | | | 2021| 2020| | | Pension and OPEB plans | | | |Pension and OPE| | Components of net periodic ben| | | | | | | | | | | Benefits earned during the per| $| —| | $| —| | | | | | $| 1| | $| 1| | | | Interest cost on benefit oblig| 85| | 105| | | | | | 256| | 316| | | | Expected return on plan assets| (129)| | (158)| | | | | | (387)| | (475)| | | | Amortization: | | | | | | | | | | | Net (gain)/loss | 3| | 2| | | | | | 8| | 5| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Net periodic defined benefit p| (41)| | (51)| | | | | | (122)| | (153)| | | | Other defined benefit pension | (24)| | (23)| | | | | | (62)| | (65)| | | | Total net periodic defined ben| (65)| | (74)| | | | | | (184)| | (218)| | | | Total defined contribution pla| 327| | 340| | | | | | 998| | 960| | | | Total pension and OPEB cost in| $| 262| | $| 266| | | | | | $| 814| | $| 742| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (in billions) |September 30, 2| 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Loans and Financing Receivable [Table] Net charge-offs/(recoveries) Wholesale (Financing Receivable Portfolio Segment [Axis]) | 92000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 95000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | -3000000 [ debit] USD Other (Industry Sector [Axis]) | 0 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Net charge-offs/(recoveries) | 4209000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 553000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 531000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 9000000 [ debit] USD Other (Industry Sector [Axis]) | 13000000 [ debit] USD Period [(date: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Retained loans | 945537000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 500841000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Retained loans | 960506000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 514947000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 142709000000 [ debit] USD Criticized nonaccrual (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]) | 1931000000 [ debit] USD Criticized nonaccrual (Internal Credit Assessment [Axis], Financing Receivable Portfolio Segment [Axis]) | 3318000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 119993000000 [ debit] USD Other commercial (Class of Financing Receivable [Axis], Industry Sector [Axis]) | 46915000000 [ debit] USD Criticized (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 3717000000 [ debit] USD Criticized nonaccrual (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 483000000 [ debit] USD Other (Industry Sector [Axis]) | 252245000000 [ debit] USD Criticized nonaccrual (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 904000000 [ debit] USD Multifamily (Class of Financing Receivable [Axis]) | 73078000000 [ debit] USD Criticized nonaccrual (Internal Credit Assessment [Axis], Class of Financing Receivable [Axis]) | 56000000 [ debit] USD Criticized (Internal Credit Assessment [Axis]) | 1144000000 [ debit] USD Other commercial (Class of Financing Receivable [Axis], Internal Credit Assessment [Axis]) | 2573000000 [ debit] USD Other commercial (Class of Financing Receivable [Axis], Internal Credit Assessment [Axis]) | 427000000 [ debit] USD % of total criticized to total retained loans secured by real estate Wholesale (Financing Receivable Portfolio Segment [Axis]) | 0.04 [ none] pure Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.09 [ none] pure Secured by real estate (Industry Sector [Axis]) | 0.03 [ none] pure Criticized (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 0.03 [ none] pure Other (Industry Sector [Axis]) | 0.01 [ none] pure Criticized (Internal Credit Assessment [Axis]) | 0.02 [ none] pure Other commercial (Class of Financing Receivable [Axis], Internal Credit Assessment [Axis]) | 0.05 [ none] pure % of criticized nonaccrual loans to total retained loans secured by real estate Wholesale (Financing Receivable Portfolio Segment [Axis]) | 0.01 [ none] pure Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.01 [ none] pure Secured by real estate (Industry Sector [Axis]) | 0.00 [ none] pure Criticized nonaccrual (Internal Credit Assessment [Axis], Industry Sector [Axis]) | 0.00 [ none] pure Other (Industry Sector [Axis]) | 0.00 [ none] pure Criticized nonaccrual (Internal Credit Assessment [Axis], Class of Financing Receivable [Axis]) | 0.00 [ none] pure Other commercial (Class of Financing Receivable [Axis], Internal Credit Assessment [Axis]) | 0.01 [ none] pure Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Net charge-offs/(recoveries) Wholesale (Financing Receivable Portfolio Segment [Axis]) | 37000000 [ debit] USD Commercial and industrial (Industry Sector [Axis], Financing Receivable Portfolio Segment [Axis]) | 23000000 [ debit] USD Secured by real estate (Industry Sector [Axis]) | 9000000 [ debit] USD Other (Industry Sector [Axis]) | 5000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Net charge-offs/(recoveries) | 2315000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 100000000 [ debit] USD Commercial and 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[us-gaap:SensitivityAnalysisOfFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesImpactOf20PercentAdverseChangeInPrepaymentSpeed] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:WeightedAverageOptionAdjustedSpread] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:WeightedAverageOptionAdjustedSpreadImpactOnFairValueOfHundredBasisPointsAdverseChange] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:WeightedAverageOptionAdjustedSpreadImpactOnFairValueOfTwoHundredBasisPointsAdverseChange] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: Period [(startDate: 2020-01-01, endDate: 2020-12-31)] [Not Classified] Goodwill and Intangible Assets Disclosure [Abstract] Weighted-average prepayment speed assumption (constant prepayment rate) | 0.15 [ none] pure Weighted-average option adjusted spread | 0.07 [ none] pure Period [(date: 2020-12-31)] [Not Classified] Goodwill and Intangible Assets Disclosure [Abstract] Impact on fair value of 10% adverse change | -206000000 [credit] USD Impact on fair value of 20% adverse change | -392000000 [credit] USD Impact on fair value of a 100 basis point adverse change | -134000000 [credit] USD Impact on fair value of a 200 basis point adverse change | -258000000 [credit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Goodwill and Intangible Assets Disclosure [Abstract] Weighted-average prepayment speed assumption (constant prepayment rate) | 0.10 [ none] pure Weighted-average option adjusted spread | 0.07 [ none] pure Period [(date: 2021-09-30)] [MRQ] Goodwill and Intangible Assets Disclosure [Abstract] Impact on fair value of 10% adverse change | -220000000 [credit] USD Impact on fair value of 20% adverse change | -423000000 [credit] USD Impact on fair value of a 100 basis point adverse change | -226000000 [credit] USD Impact on fair value of a 200 basis point adverse change | -433000000 [credit] USD Calculation: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [624000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [387023000000.00] [debit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [70612000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [58138000000.00] [debit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [3519000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [206260000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [202218000000.00] [debit]: (date: 2020-12-31): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [901000000.00] [debit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [70612000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [2307000000.00] [debit]: (date: 2020-12-31): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [391648000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [386108000000.00] [debit]: (date: 2020-12-31): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [831000000.00] [debit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [67093000000.00] [debit]: validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [703368000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [677461000000.00] [debit]: validating [us-gaap:DerivativeAssetNotSubjectToMasterNettingArrangement] = [25907000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [987000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [693236000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [7668000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [2318000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [21272000000.00] [debit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [13345000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [146000000.00] [debit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [21503000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [17777000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [205127000000.00] [debit]: (date: 2020-12-31): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [924000000.00] [debit]: (date: 2020-12-31): {(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [700712000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [13345000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [13220000000.00] [debit]: (date: 2020-12-31): {(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [205359000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [2464000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [231000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [390817000000.00] [debit]: (date: 2020-12-31): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [12721000000.00] [debit]: (date: 2020-12-31): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [2656000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [20579000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [10524000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [10227000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [1931000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [1863000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [32269000000.00] [debit]: (date: 2021-09-30): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [4046000000.00] [debit]: validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [569566000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [550759000000.00] [debit]: validating [us-gaap:DerivativeAssetNotSubjectToMasterNettingArrangement] = [18807000000.00] [debit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [74422000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [67040000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [779000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [534000000.00] [debit]: (date: 2021-09-30): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [284351000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [235000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [35781000000.00] [debit]: (date: 2021-09-30): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [285109000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [280586000000.00] [debit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [3076000000.00] [debit]: (date: 2021-09-30): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [10524000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [560656000000.00] [debit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [74422000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [5893000000.00] [debit]: (date: 2021-09-30): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [1089000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [162182000000.00] [debit]: (date: 2021-09-30): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [758000000.00] [debit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [36315000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [33021000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [2166000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [492000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [163196000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [159885000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [281315000000.00] [debit]: (date: 2021-09-30): {(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [563673000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [10032000000.00] [debit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [71346000000.00] [debit]: (date: 2021-09-30): {(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [162107000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [6744000000.00] [debit]: ************** Calculation check returned partial ************** [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [debit]: [us-gaap:DerivativeFairValueOfDerivativeAsset] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [1.00]: [us-gaap:DerivativeAssetNotSubjectToMasterNettingArrangement] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [2.00]: validating [jpm:DerivativeLiabilitiesNetAmountAfterLiquidSecuritiesAndorCashCollateralHeldAtThirdPartyCustodiansLiabilitiesSubjectToMasterNettingAgreement] = [58659000000.00] [credit]: validating [us-gaap:DerivativeLiabilities] = [70623000000.00] [credit]: validating [jpm:DerivativesLiabilitiesSubjectToMasterNettingArrangement] = [47686000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [665950000000.00] [credit]: validating [us-gaap:DerivativeLiabilityFairValueGrossAssetAndRightToReclaimCashOffset] = [618264000000.00] [debit]: validating [us-gaap:DerivativeLiabilityNotSubjectToMasterNettingArrangement] = [22937000000.00] [credit]: validating [jpm:DerivativeCollateralRightToReclaimSecuritiesAndorCashHeldAtThirdPartyCustodians] = [11964000000.00] [debit]: validating [jpm:DerivativeLiabilitiesNetAmountAfterLiquidSecuritiesAndorCashCollateralHeldAtThirdPartyCustodiansLiabilitiesSubjectToMasterNettingAgreement] = [46394000000.00] [credit]: validating [us-gaap:DerivativeLiabilities] = [53485000000.00] [credit]: validating [jpm:DerivativesLiabilitiesSubjectToMasterNettingArrangement] = [35326000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [529307000000.00] [credit]: validating [us-gaap:DerivativeLiabilityFairValueGrossAssetAndRightToReclaimCashOffset] = [493981000000.00] [debit]: validating [us-gaap:DerivativeLiabilityNotSubjectToMasterNettingArrangement] = [18159000000.00] [credit]: validating [jpm:DerivativeCollateralRightToReclaimSecuritiesAndorCashHeldAtThirdPartyCustodians] = [7091000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [848000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [349442000000.00] [credit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [81413000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [69821000000.00] [credit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [7381000000.00] [credit]: (date: 2020-12-31): {(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [215926000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [211673000000.00] [credit]: (date: 2020-12-31): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [1697000000.00] [credit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [81413000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [2049000000.00] [credit]: (date: 2020-12-31): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [353987000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [352282000000.00] [credit]: (date: 2020-12-31): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [74032000000.00] [credit]: validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [688887000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [665950000000.00] [credit]: validating [us-gaap:DerivativeLiabilityNotSubjectToMasterNettingArrangement] = [22937000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [1421000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [673598000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [12661000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [2496000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [21767000000.00] [credit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2020-12-31): {(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [14832000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [132000000.00] [credit]: (date: 2020-12-31): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2020-12-31): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [22729000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [17788000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [214373000000.00] [credit]: (date: 2020-12-31): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [1895000000.00] [credit]: (date: 2020-12-31): {(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [685295000000.00] [credit]: (date: 2020-12-31): {(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [14832000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [14386000000.00] [credit]: (date: 2020-12-31): {(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [214229000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [2628000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [962000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2020-12-31): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [353987000000.00] [credit]: (date: 2020-12-31): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [13984000000.00] [credit]: (date: 2020-12-31): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [3592000000.00] [credit]: (date: 2020-12-31): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [20834000000.00] [credit]: (date: 2021-09-30): {(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [11799000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [11208000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [1661000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [1976000000.00] [credit]: (date: 2021-09-30): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [28906000000.00] [credit]: (date: 2021-09-30): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [5537000000.00] [credit]: validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [547466000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [529307000000.00] [credit]: validating [us-gaap:DerivativeLiabilityNotSubjectToMasterNettingArrangement] = [18159000000.00] [credit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [86837000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [78221000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [1336000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [1406000000.00] [credit]: (date: 2021-09-30): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [252292000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [248000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [33037000000.00] [credit]: (date: 2021-09-30): {(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [252292000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [251072000000.00] [credit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [6913000000.00] [credit]: (date: 2021-09-30): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [11799000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [533428000000.00] [credit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [86837000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [6473000000.00] [credit]: (date: 2021-09-30): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [936000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [160511000000.00] [credit]: (date: 2021-09-30): {(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:DesignatedAsHedgingInstrumentMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:CommodityContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [34443000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [30386000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [1909000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [498000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [162095000000.00] [credit]: validating [us-gaap:DerivativeFairValueOfDerivativeLiability] = [158420000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [248655000000.00] [credit]: (date: 2021-09-30): {(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [540993000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:CreditRiskContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [11301000000.00] [credit]: (date: 2021-09-30): {(us-gaap:EquityContractMember, us-gaap:DerivativeInstrumentRiskAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [79924000000.00] [credit]: (date: 2021-09-30): {(us-gaap:NondesignatedMember, us-gaap:HedgingDesignationAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [161159000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [12129000000.00] [credit]: ************** Calculation check returned partial ************** [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [credit]: [us-gaap:DerivativeFairValueOfDerivativeLiability] = [credit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [1.00]: [us-gaap:DerivativeLiabilityNotSubjectToMasterNettingArrangement] = [credit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [2.00]: validating [jpm:DerivativeAssetsNetExposureAfterLiquidSecuritiesAndorCashCollateralHeldAtThirdPartyCustodiansAssetsSubjectToMasterNettingArrangement] = [60638000000.00] [debit]: validating [us-gaap:DerivativeAssets] = [75444000000.00] [debit]: validating [jpm:DerivativesAssetsSubjectToMasterNettingArrangement] = [49537000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [677461000000.00] [debit]: validating [us-gaap:DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset] = [627924000000.00] [credit]: validating [us-gaap:DerivativeAssetNotSubjectToMasterNettingArrangement] = [25907000000.00] [debit]: validating [jpm:DerivativeCollateralObligationToReturnSecuritiesAndorCashHeldByThirdPartyCustodians] = [14806000000.00] [credit]: validating [jpm:DerivativeAssetsNetExposureAfterLiquidSecuritiesAndorCashCollateralHeldAtThirdPartyCustodiansAssetsSubjectToMasterNettingArrangement] = [56907000000.00] [debit]: validating [us-gaap:DerivativeAssets] = [67908000000.00] [debit]: validating [jpm:DerivativesAssetsSubjectToMasterNettingArrangement] = [49101000000.00] [debit]: validating [us-gaap:DerivativeFairValueOfDerivativeAsset] = [550759000000.00] [debit]: validating [us-gaap:DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset] = [501658000000.00] [credit]: validating [us-gaap:DerivativeAssetNotSubjectToMasterNettingArrangement] = [18807000000.00] [debit]: validating [jpm:DerivativeCollateralObligationToReturnSecuritiesAndorCashHeldByThirdPartyCustodians] = [11001000000.00] [credit]: Definition: [240234015 - Disclosure - Derivative Instruments - Derivatives Netting (Details)] [us-gaap:DerivativeLineItems] = [none]: [us-gaap:OffsettingDerivativeAssetsAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DerivativeFairValueOfDerivativeAsset] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:DerivativesAssetsSubjectToMasterNettingArrangement] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:DerivativeAssetNotSubjectToMasterNettingArrangement] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:DerivativeAssets] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [jpm:DerivativeCollateralObligationToReturnSecuritiesAndorCashHeldByThirdPartyCustodians] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [jpm:DerivativeAssetsNetExposureAfterLiquidSecuritiesAndorCashCollateralHeldAtThirdPartyCustodiansAssetsSubjectToMasterNettingArrangement] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:DerivativeTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:DerivativeInstrumentRiskAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:InterestRateContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditRiskContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignExchangeContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CommodityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:InterestRateContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditRiskContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignExchangeContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CommodityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:TransactionTypeAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:TransactionDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:OverTheCounterMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ExchangeClearedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ExchangeTradedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:TransactionDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:OverTheCounterMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ExchangeClearedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ExchangeTradedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:OffsettingDerivativeLiabilitiesAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:DerivativeFairValueOfDerivativeLiability] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:DerivativeLiabilityFairValueGrossAssetAndRightToReclaimCashOffset] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:DerivativesLiabilitiesSubjectToMasterNettingArrangement] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:DerivativeLiabilityNotSubjectToMasterNettingArrangement] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:DerivativeLiabilities] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [jpm:DerivativeCollateralRightToReclaimSecuritiesAndorCashHeldAtThirdPartyCustodians] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [jpm:DerivativeLiabilitiesNetAmountAfterLiquidSecuritiesAndorCashCollateralHeldAtThirdPartyCustodiansLiabilitiesSubjectToMasterNettingAgreement] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:DerivativeAssetCollateralObligationToReturnCashOffset] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:DerivativeLiabilityCollateralRightToReclaimCashOffset] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: Presentation: [240234015 - Disclosure - Derivative Instruments - Derivatives Netting (Details)] [us-gaap:DerivativeTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativeInstrumentRiskAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativeContractTypeDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestRateContractMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditRiskContractMember] [NET] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ForeignExchangeContractMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:EquityContractMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:CommodityContractMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:TransactionTypeAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:TransactionDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OverTheCounterMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ExchangeClearedMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ExchangeTradedMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DerivativeLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:OffsettingDerivativeAssetsAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativeFairValueOfDerivativeAsset] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:DerivativesAssetsSubjectToMasterNettingArrangement] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DerivativeAssetNotSubjectToMasterNettingArrangement] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:DerivativeAssets] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:DerivativeCollateralObligationToReturnSecuritiesAndorCashHeldByThirdPartyCustodians] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:DerivativeAssetsNetExposureAfterLiquidSecuritiesAndorCashCollateralHeldAtThirdPartyCustodiansAssetsSubjectToMasterNettingArrangement] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:OffsettingDerivativeLiabilitiesAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DerivativeFairValueOfDerivativeLiability] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativeLiabilityFairValueGrossAssetAndRightToReclaimCashOffset] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:DerivativesLiabilitiesSubjectToMasterNettingArrangement] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DerivativeLiabilityNotSubjectToMasterNettingArrangement] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:DerivativeLiabilities] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:DerivativeCollateralRightToReclaimSecuritiesAndorCashHeldAtThirdPartyCustodians] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:DerivativeLiabilitiesNetAmountAfterLiquidSecuritiesAndorCashCollateralHeldAtThirdPartyCustodiansLiabilitiesSubjectToMasterNettingAgreement] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:DerivativeAssetCollateralObligationToReturnCashOffset] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DerivativeLiabilityCollateralRightToReclaimCashOffset] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: Period [(date: 2020-12-31)] [Not Classified] Derivative [Table] Gross and Net Derivative Receivables by Contract and Settlement Type: Gross derivative receivables | 677461000000 [ debit] USD Interest rate contracts (Derivative Instrument [Axis]) | 386108000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 367214000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 554000000 [ debit] USD Net credit derivatives (Derivative Instrument [Axis]) | 13220000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 8894000000 [ debit] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 202218000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 201349000000 [ debit] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 834000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 35000000 [ debit] USD Equity contracts (Derivative Instrument [Axis]) | 58138000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 29844000000 [ debit] USD Commodity contracts (Derivative Instrument [Axis]) | 17777000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 10924000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 6833000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 18340000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 4326000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 20000000 [ debit] USD Exchange-traded (Transaction Type [Axis]) | 28294000000 [ debit] USD Amounts netted on the Consolidated balance sheets | -627924000000 [credit] USD Interest rate contracts (Derivative Instrument [Axis]) | 355923000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 337609000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 395000000 [credit] USD Net credit derivatives (Derivative Instrument [Axis]) | 12665000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 8356000000 [credit] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 190479000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 189655000000 [credit] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 819000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 5000000 [credit] USD Equity contracts (Derivative Instrument [Axis]) | 54125000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 27374000000 [credit] USD Commodity contracts (Derivative Instrument [Axis]) | 14732000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 7901000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 6811000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 17919000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 4309000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 20000000 [credit] USD Exchange-traded (Transaction Type [Axis]) | 26751000000 [credit] USD Net derivative receivables | 49537000000 [ debit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 30185000000 [ debit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 29605000000 [ debit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 159000000 [ debit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 555000000 [ debit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 538000000 [ debit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 11739000000 [ debit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 11694000000 [ debit] [tot] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 15000000 [ debit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 30000000 [ debit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 4013000000 [ debit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 2470000000 [ debit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 3045000000 [ debit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 3023000000 [ debit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 22000000 [ debit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 421000000 [ debit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 17000000 [ debit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 0 [ debit] [tot] USD Exchange-traded (Transaction Type [Axis]) | 1543000000 [ debit] [tot] USD Derivative receivables where an appropriate legal opinion has not been either sought or obtained | 25907000000 [ debit] USD Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables | 703368000000 [ debit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 391648000000 [ debit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 13345000000 [ debit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 206260000000 [ debit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 70612000000 [ debit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 21503000000 [ debit] [tot] USD Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables | 75444000000 [ debit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 35725000000 [ debit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 680000000 [ debit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 15781000000 [ debit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 16487000000 [ debit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 6771000000 [ debit] [tot] USD Collateral not nettable on the Consolidated balance sheets | -14806000000 [credit] USD Net amounts | 60638000000 [ debit] [tot] USD Gross and Net Derivative Payables by Contract and Settlement Type: Gross derivative payables | 665950000000 [credit] USD Interest rate contracts (Derivative Instrument [Axis]) | 352282000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 332214000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 358000000 [credit] USD Net credit derivatives (Derivative Instrument [Axis]) | 14386000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 10311000000 [credit] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 211673000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 210803000000 [credit] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 836000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 34000000 [credit] USD Equity contracts (Derivative Instrument [Axis]) | 69821000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 35330000000 [credit] USD Commodity contracts (Derivative Instrument [Axis]) | 17788000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 10365000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 7391000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 19710000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 4075000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 32000000 [credit] USD Exchange-traded (Transaction Type [Axis]) | 34491000000 [credit] USD Amounts netted on the Consolidated balance sheets | -618264000000 [ debit] USD Interest rate contracts (Derivative Instrument [Axis]) | 340975000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 321140000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 341000000 [ debit] USD Net credit derivatives (Derivative Instrument [Axis]) | 12837000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 8781000000 [ debit] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 194493000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 193672000000 [ debit] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 819000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 2000000 [ debit] USD Equity contracts (Derivative Instrument [Axis]) | 55515000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 28763000000 [ debit] USD Commodity contracts (Derivative Instrument [Axis]) | 14444000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 7544000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 6868000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 19494000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 4056000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 32000000 [ debit] USD Exchange-traded (Transaction Type [Axis]) | 26752000000 [ debit] USD Net derivative payables | 47686000000 [credit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 11307000000 [credit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 11074000000 [credit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 17000000 [credit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 1549000000 [credit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 1530000000 [credit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 17180000000 [credit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 17131000000 [credit] [tot] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 17000000 [credit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 32000000 [credit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 14306000000 [credit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 6567000000 [credit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 3344000000 [credit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 2821000000 [credit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 523000000 [credit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 216000000 [credit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 19000000 [credit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 0 [credit] [tot] USD Exchange-traded (Transaction Type [Axis]) | 7739000000 [credit] [tot] USD Derivative payables where an appropriate legal opinion has not been either sought or obtained | 22937000000 [credit] USD Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables | 688887000000 [credit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 353987000000 [credit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 14832000000 [credit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 215926000000 [credit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 81413000000 [credit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 22729000000 [credit] [tot] USD Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables | 70623000000 [credit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 13012000000 [credit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 1995000000 [credit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 21433000000 [credit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 25898000000 [credit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 8285000000 [credit] [tot] USD Collateral not nettable on the Consolidated balance sheets | -11964000000 [ debit] USD Net amounts | 58659000000 [credit] [tot] USD Net cash collateral receivables | 88000000000 [credit] USD Net cash collateral payables | 78400000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Derivative [Table] Gross and Net Derivative Receivables by Contract and Settlement Type: Gross derivative receivables | 550759000000 [ debit] USD Interest rate contracts (Derivative Instrument [Axis]) | 280586000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 262855000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 290000000 [ debit] USD Net credit derivatives (Derivative Instrument [Axis]) | 10227000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 7735000000 [ debit] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 159885000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 159235000000 [ debit] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 640000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 10000000 [ debit] USD Equity contracts (Derivative Instrument [Axis]) | 67040000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 27692000000 [ debit] USD Commodity contracts (Derivative Instrument [Axis]) | 33021000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 21467000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 11482000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 17441000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 2492000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 72000000 [ debit] USD Exchange-traded (Transaction Type [Axis]) | 39348000000 [ debit] USD Amounts netted on the Consolidated balance sheets | -501658000000 [credit] USD Interest rate contracts (Derivative Instrument [Axis]) | 260343000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 243110000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 280000000 [credit] USD Net credit derivatives (Derivative Instrument [Axis]) | 9349000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 6953000000 [credit] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 148671000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 148098000000 [credit] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 572000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 1000000 [credit] USD Equity contracts (Derivative Instrument [Axis]) | 63930000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 25632000000 [credit] USD Commodity contracts (Derivative Instrument [Axis]) | 19365000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 8256000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 11037000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 16953000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 2396000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 72000000 [credit] USD Exchange-traded (Transaction Type [Axis]) | 38298000000 [credit] USD Net derivative receivables | 49101000000 [ debit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 20243000000 [ debit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 19745000000 [ debit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 10000000 [ debit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 878000000 [ debit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 782000000 [ debit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 11214000000 [ debit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 11137000000 [ debit] [tot] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 68000000 [ debit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 9000000 [ debit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 3110000000 [ debit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 2060000000 [ debit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 13656000000 [ debit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 13211000000 [ debit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 445000000 [ debit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 488000000 [ debit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 96000000 [ debit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 0 [ debit] [tot] USD Exchange-traded (Transaction Type [Axis]) | 1050000000 [ debit] [tot] USD Derivative receivables where an appropriate legal opinion has not been either sought or obtained | 18807000000 [ debit] USD Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables | 569566000000 [ debit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 285109000000 [ debit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 10524000000 [ debit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 163196000000 [ debit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 74422000000 [ debit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 36315000000 [ debit] [tot] USD Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables | 67908000000 [ debit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 24766000000 [ debit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 1175000000 [ debit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 14525000000 [ debit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 10492000000 [ debit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 16950000000 [ debit] [tot] USD Collateral not nettable on the Consolidated balance sheets | -11001000000 [credit] USD Net amounts | 56907000000 [ debit] [tot] USD Gross and Net Derivative Payables by Contract and Settlement Type: Gross derivative payables | 529307000000 [credit] USD Interest rate contracts (Derivative Instrument [Axis]) | 251072000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 232047000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 184000000 [credit] USD Net credit derivatives (Derivative Instrument [Axis]) | 11208000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 8775000000 [credit] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 158420000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 157829000000 [credit] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 579000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 12000000 [credit] USD Equity contracts (Derivative Instrument [Axis]) | 78221000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 34759000000 [credit] USD Commodity contracts (Derivative Instrument [Axis]) | 30386000000 [credit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 18060000000 [credit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 12241000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 18841000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 2433000000 [credit] USD OTC–cleared (Transaction Type [Axis]) | 85000000 [credit] USD Exchange-traded (Transaction Type [Axis]) | 43462000000 [credit] USD Amounts netted on the Consolidated balance sheets | -493981000000 [ debit] USD Interest rate contracts (Derivative Instrument [Axis]) | 243460000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 224749000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 179000000 [ debit] USD Net credit derivatives (Derivative Instrument [Axis]) | 10406000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 8060000000 [ debit] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 148090000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 147518000000 [ debit] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 572000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 0 [ debit] USD Equity contracts (Derivative Instrument [Axis]) | 69063000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 30733000000 [ debit] USD Commodity contracts (Derivative Instrument [Axis]) | 22962000000 [ debit] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 11770000000 [ debit] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 11107000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 18532000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 2346000000 [ debit] USD OTC–cleared (Transaction Type [Axis]) | 85000000 [ debit] USD Exchange-traded (Transaction Type [Axis]) | 38330000000 [ debit] USD Net derivative payables | 35326000000 [credit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 7612000000 [credit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 7298000000 [credit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 5000000 [credit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 802000000 [credit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 715000000 [credit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 10330000000 [credit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 10311000000 [credit] [tot] USD OTC–cleared (Transaction Type [Axis], Derivative Instrument [Axis]) | 7000000 [credit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 12000000 [credit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 9158000000 [credit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 4026000000 [credit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 7424000000 [credit] [tot] USD Over-the-counter (“OTC”) (Transaction Type [Axis], Derivative Instrument [Axis]) | 6290000000 [credit] [tot] USD Exchange-traded (Transaction Type [Axis], Derivative Instrument [Axis]) | 1134000000 [credit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 309000000 [credit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 87000000 [credit] [tot] USD OTC–cleared (Transaction Type [Axis]) | 0 [credit] [tot] USD Exchange-traded (Transaction Type [Axis]) | 5132000000 [credit] [tot] USD Derivative payables where an appropriate legal opinion has not been either sought or obtained | 18159000000 [credit] USD Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables | 547466000000 [credit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 252292000000 [credit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 11799000000 [credit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 162095000000 [credit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 86837000000 [credit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 34443000000 [credit] [tot] USD Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables | 53485000000 [credit] [tot] USD Interest rate contracts (Derivative Instrument [Axis]) | 8832000000 [credit] [tot] USD Net credit derivatives (Derivative Instrument [Axis]) | 1393000000 [credit] [tot] USD Foreign exchange contracts (Derivative Instrument [Axis]) | 14005000000 [credit] [tot] USD Equity contracts (Derivative Instrument [Axis]) | 17774000000 [credit] [tot] USD Commodity contracts (Derivative Instrument [Axis]) | 11481000000 [credit] [tot] USD Collateral not nettable on the Consolidated balance sheets | -7091000000 [ debit] USD Net amounts | 46394000000 [credit] [tot] USD Net cash collateral receivables | 68800000000 [credit] USD Net cash collateral payables | 61200000000 [ debit] USD Presentation: [211111017 - Disclosure - Preferred Stock] [us-gaap:StockholdersEquityNoteAbstract] = [none]: [us-gaap:PreferredStockTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Stockholders' Equity Note [Abstract] Preferred Stock | Preferred stock Refer to Note 21 of JPMorgan Chase’s 2020 Form 10-K for a further discussion on preferred stock. The following is a summary of JPMorgan Chase’s non-cumulative preferred stock outstanding as of September 30, 2021 and December 31, 2020, and the quarterly dividend declarations for the three and nine months ended September 30, 2021 and 2020. Shares Carrying value (in millions) Contractual rate in effect at September 30, 2021 Earliest redemption date Floating annualized rate(a) Dividend declared per share September 30, 2021 December 31, 2020 September 30, 2021 December 31, 2020 Issue date Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Fixed-rate: Series Y — — $ — $ — 2/12/2015 — % 3/1/2020 NA $— $— $— $153.13 Series AA — 142,500 — 1,425 6/4/2015 — 9/1/2020 NA — 152.50 305.00 457.50 Series BB — 115,000 — 1,150 7/29/2015 — 9/1/2020 NA — 153.75 307.50 461.25 Series DD 169,625 169,625 1,696 1,696 9/21/2018 5.750 12/1/2023 NA 143.75 143.75 431.25 431.25 Series EE 185,000 185,000 1,850 1,850 1/24/2019 6.000 3/1/2024 NA 150.00 150.00 450.00 450.00 Series GG 90,000 90,000 900 900 11/7/2019 4.750 12/1/2024 NA 118.75 118.75 356.25 387.92 (b) Series JJ 150,000 — 1,500 — 3/17/2021 4.550 6/1/2026 NA 113.75 NA 207.28 NA (c) Series LL 185,000 — 1,850 — 5/20/2021 4.625 6/1/2026 NA 129.76 NA 129.76 NA (d) Series MM 200,000 — 2,000 — 7/29/2021 4.200 9/1/2026 NA — NA — NA (e) Fixed-to-floating-rate: Series I 293,375 293,375 $ 2,934 $ 2,934 4/23/2008 LIBOR + 3.47% 4/30/2018 LIBOR + 3.47% $90.96 $95.53 $276.42 $334.90 Series Q 150,000 150,000 1,500 1,500 4/23/2013 5.150 5/1/2023 LIBOR + 3.25 128.75 128.75 386.25 386.25 Series R 150,000 150,000 1,500 1,500 7/29/2013 6.000 8/1/2023 LIBOR + 3.30 150.00 150.00 450.00 450.00 Series S 200,000 200,000 2,000 2,000 1/22/2014 6.750 2/1/2024 LIBOR + 3.78 168.75 168.75 506.25 506.25 Series U 100,000 100,000 1,000 1,000 3/10/2014 6.125 4/30/2024 LIBOR + 3.33 153.13 153.13 459.38 459.38 Series V 250,000 250,000 2,500 2,500 6/9/2014 LIBOR + 3.32% 7/1/2019 LIBOR + 3.32 88.55 92.41 263.54 343.30 Series X 160,000 160,000 1,600 1,600 9/23/2014 6.100 10/1/2024 LIBOR + 3.33 152.50 152.50 457.50 457.50 Series Z 200,000 200,000 2,000 2,000 4/21/2015 LIBOR + 3.80% 5/1/2020 LIBOR + 3.80 99.23 102.40 300.97 352.05 (f) Series CC 125,750 125,750 1,258 1,258 10/20/2017 4.625 11/1/2022 LIBOR + 2.58 115.63 115.63 346.88 346.88 Series FF 225,000 225,000 2,250 2,250 7/31/2019 5.000 8/1/2024 SOFR + 3.38 125.00 125.00 375.00 375.00 Series HH 300,000 300,000 3,000 3,000 1/23/2020 4.600 2/1/2025 SOFR + 3.125 115.00 115.00 345.00 355.22 (g) Series II 150,000 150,000 1,500 1,500 2/24/2020 4.000 4/1/2025 SOFR + 2.745 100.00 100.00 300.00 241.11 (h) Series KK 200,000 — 2,000 — 5/12/2021 3.650 6/1/2026 CMT + 2.85 110.51 NA 110.51 NA (i) Total preferred stock 3,483,750 3,006,250 $ 34,838 $ 30,063 (a)Floating annualized rate includes three-month LIBOR, three-month term SOFR or five-year Constant Maturity Treasury ("CMT") rate, as applicable, plus the spreads noted above. (b)Dividends in the amount of $150.42 per share were declared on January 8, 2020 and include dividends from the original issue date of November 7, 2019 through February 29, 2020. Dividends were declared quarterly thereafter at the contractual rate. (c)Dividends in the amount of $93.53 per share were declared on April 9, 2021 and include dividends from the original issue date of March 17, 2021 though May 31, 2021. Dividends were declared quarterly thereafter at the contractual rate. (d)Dividends in the amount of $129.76 per share were declared on July 8, 2021 from the original issue date of May 20, 2021 though August 31, 2021. (e)No dividends were declared for Series MM from the original issue date of July 29,2021 through September 30, 2021. (f)The dividend rate for Series Z preferred stock became floating and payable quarterly starting on May 1, 2020; prior to which the dividend rate was fixed at 5.3% or $265.00 per share payable semi annually. (g)Dividends in the amount of $125.22 per share were declared on March 13, 2020 and include dividends from the original issue date of January 23, 2020 through April 30, 2020. Dividends were declared quarterly thereafter at the contractual rate. (h)Dividends in the amount of $141.11 per share were declared on May 15, 2020 and include dividends from the original issue date of February 24, 2020 through June 30, 2020. Dividends were declared quarterly thereafter at the contractual rate. (i)Dividends in the amount of $110.51 per share were declared on July 8, 2021 from the original issue date of May 12, 2021 through August 31, 2021. Each series of preferred stock has a liquidation value and redemption price per share of $10,000, plus accrued but unpaid dividends. The aggregate liquidation value was $35.2 billion at September 30, 2021. Redemptions On June 1, 2021, the Firm redeemed all $1.43 billion of its 6.10% non-cumulative preferred stock, Series AA and all $1.15 billion of its 6.15% non-cumulative preferred stock, Series BB. On March 1, 2020, the Firm redeemed all $1.43 billion of its 6.125% non-cumulative preferred stock, Series Y. Refer to Note 21 of JPMorgan Chase’s 2020 Form 10-K for a further discussion on preferred stock. Refer to Note 21 of JPMorgan Chase’s 2020 Form 10-K for a further discussion on preferred stock. The following is a summary of JPMorgan Chase’s non-cumulative preferred stock outstanding as of September 30, 2021 and December 31, 2020, and the quarterly dividend declarations for the three and nine months ended September 30, 2021 and 2020. The following is a summary of JPMorgan Chase’s non-cumulative preferred stock outstanding as of September 30, 2021 and December 31, 2020, and the quarterly dividend declarations for the three and nine months ended September 30, 2021 and 2020. Shares Carrying value (in millions) Contractual rate in effect at September 30, 2021 Earliest redemption date Floating annualized rate(a) Dividend declared per share September 30, 2021 December 31, 2020 September 30, 2021 December 31, 2020 Issue date Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Fixed-rate: Series Y — — $ — $ — 2/12/2015 — % 3/1/2020 NA $— $— $— $153.13 Series AA — 142,500 — 1,425 6/4/2015 — 9/1/2020 NA — 152.50 305.00 457.50 Series BB — 115,000 — 1,150 7/29/2015 — 9/1/2020 NA — 153.75 307.50 461.25 Series DD 169,625 169,625 1,696 1,696 9/21/2018 5.750 12/1/2023 NA 143.75 143.75 431.25 431.25 Series EE 185,000 185,000 1,850 1,850 1/24/2019 6.000 3/1/2024 NA 150.00 150.00 450.00 450.00 Series GG 90,000 90,000 900 900 11/7/2019 4.750 12/1/2024 NA 118.75 118.75 356.25 387.92 (b) Series JJ 150,000 — 1,500 — 3/17/2021 4.550 6/1/2026 NA 113.75 NA 207.28 NA (c) Series LL 185,000 — 1,850 — 5/20/2021 4.625 6/1/2026 NA 129.76 NA 129.76 NA (d) Series MM 200,000 — 2,000 — 7/29/2021 4.200 9/1/2026 NA — NA — NA (e) Fixed-to-floating-rate: Series I 293,375 293,375 $ 2,934 $ 2,934 4/23/2008 LIBOR + 3.47% 4/30/2018 LIBOR + 3.47% $90.96 $95.53 $276.42 $334.90 Series Q 150,000 150,000 1,500 1,500 4/23/2013 5.150 5/1/2023 LIBOR + 3.25 128.75 128.75 386.25 386.25 Series R 150,000 150,000 1,500 1,500 7/29/2013 6.000 8/1/2023 LIBOR + 3.30 150.00 150.00 450.00 450.00 Series S 200,000 200,000 2,000 2,000 1/22/2014 6.750 2/1/2024 LIBOR + 3.78 168.75 168.75 506.25 506.25 Series U 100,000 100,000 1,000 1,000 3/10/2014 6.125 4/30/2024 LIBOR + 3.33 153.13 153.13 459.38 459.38 Series V 250,000 250,000 2,500 2,500 6/9/2014 LIBOR + 3.32% 7/1/2019 LIBOR + 3.32 88.55 92.41 263.54 343.30 Series X 160,000 160,000 1,600 1,600 9/23/2014 6.100 10/1/2024 LIBOR + 3.33 152.50 152.50 457.50 457.50 Series Z 200,000 200,000 2,000 2,000 4/21/2015 LIBOR + 3.80% 5/1/2020 LIBOR + 3.80 99.23 102.40 300.97 352.05 (f) Series CC 125,750 125,750 1,258 1,258 10/20/2017 4.625 11/1/2022 LIBOR + 2.58 115.63 115.63 346.88 346.88 Series FF 225,000 225,000 2,250 2,250 7/31/2019 5.000 8/1/2024 SOFR + 3.38 125.00 125.00 375.00 375.00 Series HH 300,000 300,000 3,000 3,000 1/23/2020 4.600 2/1/2025 SOFR + 3.125 115.00 115.00 345.00 355.22 (g) Series II 150,000 150,000 1,500 1,500 2/24/2020 4.000 4/1/2025 SOFR + 2.745 100.00 100.00 300.00 241.11 (h) Series KK 200,000 — 2,000 — 5/12/2021 3.650 6/1/2026 CMT + 2.85 110.51 NA 110.51 NA (i) Total preferred stock 3,483,750 3,006,250 $ 34,838 $ 30,063 Shares Carrying value Carrying value (in millions) (in millions) Contractual rate in effect at September 30, 2021 Earliest redemption date Floating annualized rate(a) Floating annualized rate (a) Dividend declared per share September 30, 2021 December 31, 2020 September 30, 2021 December 31, 2020 Issue date Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Fixed-rate: Fixed-rate: Series Y Series Y — — $ — $ — 2/12/2015 — % 3/1/2020 NA $— $— $— $153.13 Series AA Series AA — 142,500 — 1,425 6/4/2015 — 9/1/2020 NA — 152.50 305.00 457.50 Series BB Series BB — 115,000 — 1,150 7/29/2015 — 9/1/2020 NA — 153.75 307.50 461.25 Series DD Series DD 169,625 169,625 1,696 1,696 9/21/2018 5.750 12/1/2023 NA 143.75 143.75 431.25 431.25 Series EE Series EE 185,000 185,000 1,850 1,850 1/24/2019 6.000 3/1/2024 NA 150.00 150.00 450.00 450.00 Series GG Series GG 90,000 90,000 900 900 11/7/2019 4.750 12/1/2024 NA 118.75 118.75 356.25 387.92 (b) (b) Series JJ 150,000 — 1,500 — 3/17/2021 4.550 6/1/2026 NA 113.75 NA 207.28 NA (c) (c) Series LL 185,000 — 1,850 — 5/20/2021 4.625 6/1/2026 NA 129.76 NA 129.76 NA (d) (d) Series MM Series MM 200,000 — 2,000 — 7/29/2021 4.200 9/1/2026 NA — NA — NA (e) (e) Fixed-to-floating-rate: Fixed-to-floating-rate: Series I Series I 293,375 293,375 $ 2,934 $ 2,934 4/23/2008 LIBOR + 3.47% LIBOR + 3.47% 4/30/2018 LIBOR + 3.47% LIBOR + 3.47% $90.96 $95.53 $276.42 $334.90 Series Q Series Q 150,000 150,000 1,500 1,500 4/23/2013 5.150 5/1/2023 LIBOR + 3.25 LIBOR + 3.25 128.75 128.75 386.25 386.25 Series R Series R 150,000 150,000 1,500 1,500 7/29/2013 6.000 8/1/2023 LIBOR + 3.30 LIBOR + 3.30 150.00 150.00 450.00 450.00 Series S Series S 200,000 200,000 2,000 2,000 1/22/2014 6.750 2/1/2024 LIBOR + 3.78 LIBOR + 3.78 168.75 168.75 506.25 506.25 Series U Series U 100,000 100,000 1,000 1,000 3/10/2014 6.125 4/30/2024 LIBOR + 3.33 LIBOR + 3.33 153.13 153.13 459.38 459.38 Series V Series V 250,000 250,000 2,500 2,500 6/9/2014 LIBOR + 3.32% LIBOR + 3.32% 7/1/2019 LIBOR + 3.32 LIBOR + 3.32 88.55 92.41 263.54 343.30 Series X Series X 160,000 160,000 1,600 1,600 9/23/2014 6.100 10/1/2024 LIBOR + 3.33 LIBOR + 3.33 152.50 152.50 457.50 457.50 Series Z Series Z 200,000 200,000 2,000 2,000 4/21/2015 LIBOR + 3.80% LIBOR + 3.80% 5/1/2020 LIBOR + 3.80 LIBOR + 3.80 99.23 102.40 300.97 352.05 (f) (f) Series CC Series CC 125,750 125,750 1,258 1,258 10/20/2017 4.625 11/1/2022 LIBOR + 2.58 LIBOR + 2.58 115.63 115.63 346.88 346.88 Series FF Series FF 225,000 225,000 2,250 2,250 7/31/2019 5.000 8/1/2024 SOFR + 3.38 SOFR + 3.38 125.00 125.00 375.00 375.00 Series HH Series HH 300,000 300,000 3,000 3,000 1/23/2020 4.600 2/1/2025 SOFR + 3.125 SOFR + 3.125 115.00 115.00 345.00 355.22 (g) (g) Series II Series II 150,000 150,000 1,500 1,500 2/24/2020 4.000 4/1/2025 SOFR + 2.745 SOFR + 2.745 100.00 100.00 300.00 241.11 (h) (h) Series KK 200,000 — 2,000 — 5/12/2021 3.650 6/1/2026 CMT + 2.85 CMT + 2.85 110.51 NA 110.51 NA (i) (i) Total preferred stock 3,483,750 3,006,250 $ 34,838 $ 30,063 (a)Floating annualized rate includes three-month LIBOR, three-month term SOFR or five-year Constant Maturity Treasury ("CMT") rate, as applicable, plus the spreads noted above. (a) Floating annualized rate includes three-month LIBOR, three-month term SOFR or five-year Constant Maturity Treasury ("CMT") rate, as applicable, plus the spreads noted above. (b)Dividends in the amount of $150.42 per share were declared on January 8, 2020 and include dividends from the original issue date of November 7, 2019 through February 29, 2020. Dividends were declared quarterly thereafter at the contractual rate. (b) Dividends in the amount of $150.42 per share were declared on January 8, 2020 and include dividends from the original issue date of November 7, 2019 through February 29, 2020. Dividends were declared quarterly thereafter at the contractual rate. (c)Dividends in the amount of $93.53 per share were declared on April 9, 2021 and include dividends from the original issue date of March 17, 2021 though May 31, 2021. Dividends were declared quarterly thereafter at the contractual rate. (c) Dividends in the amount of $93.53 per share were declared on April 9, 2021 and include dividends from the original issue date of March 17, 2021 though May 31, 2021. Dividends were declared quarterly thereafter at the contractual rate. (d)Dividends in the amount of $129.76 per share were declared on July 8, 2021 from the original issue date of May 20, 2021 though August 31, 2021. (d) Dividends in the amount of $129.76 per share were declared on July 8, 2021 from the original issue date of May 20, 2021 though August 31, 2021. (e)No dividends were declared for Series MM from the original issue date of July 29,2021 through September 30, 2021. (e) No dividends were declared for Series MM from the original issue date of July 29,2021 through September 30, 2021. (f)The dividend rate for Series Z preferred stock became floating and payable quarterly starting on May 1, 2020; prior to which the dividend rate was fixed at 5.3% or $265.00 per share payable semi annually. (f) The dividend rate for Series Z preferred stock became floating and payable quarterly starting on May 1, 2020; prior to which the dividend rate was fixed at 5.3% or $265.00 per share payable semi annually. (g)Dividends in the amount of $125.22 per share were declared on March 13, 2020 and include dividends from the original issue date of January 23, 2020 through April 30, 2020. Dividends were declared quarterly thereafter at the contractual rate. (g) Dividends in the amount of $125.22 per share were declared on March 13, 2020 and include dividends from the original issue date of January 23, 2020 through April 30, 2020. Dividends were declared quarterly thereafter at the contractual rate. (h)Dividends in the amount of $141.11 per share were declared on May 15, 2020 and include dividends from the original issue date of February 24, 2020 through June 30, 2020. Dividends were declared quarterly thereafter at the contractual rate. (h) Dividends in the amount of $141.11 per share were declared on May 15, 2020 and include dividends from the original issue date of February 24, 2020 through June 30, 2020. Dividends were declared quarterly thereafter at the contractual rate. (i)Dividends in the amount of $110.51 per share were declared on July 8, 2021 from the original issue date of May 12, 2021 through August 31, 2021. (i) Dividends in the amount of $110.51 per share were declared on July 8, 2021 from the original issue date of May 12, 2021 through August 31, 2021. Each series of preferred stock has a liquidation value and redemption price per share of $10,000, plus accrued but unpaid dividends. The aggregate liquidation value was $35.2 billion at September 30, 2021. Each series of preferred stock has a liquidation value and redemption price per share of $10,000, plus accrued but unpaid dividends. The aggregate liquidation value was $35.2 billion at September 30, 2021. Redemptions Redemptions On June 1, 2021, the Firm redeemed all $1.43 billion of its 6.10% non-cumulative preferred stock, Series AA and all $1.15 billion of its 6.15% non-cumulative preferred stock, Series BB. On June 1, 2021, the Firm redeemed all $1.43 billion of its 6.10% non-cumulative preferred stock, Series AA and all $1.15 billion of its 6.15% non-cumulative preferred stock, Series BB. On March 1, 2020, the Firm redeemed all $1.43 billion of its 6.125% non-cumulative preferred stock, Series Y. On March 1, 2020, the Firm redeemed all $1.43 billion of its 6.125% non-cumulative preferred stock, Series Y. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Shares|Carrying value | |Contractual rat|Earliest redemp|Floating annual|Dividend declar| |September 30, 2|December 31, 20|September 30, 2|December 31, 20| Issue date|Three months en|Nine months end| | 2021| 2020| 2021| 2020| Fixed-rate: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Series Y | —| | —| | $| —| | $| —| | 2/12/2015| —| %| 3/1/2020| NA| $—| $—| $—| $153.13| Series AA | —| | 142,500| | —| | 1,425| | 6/4/2015| —| | 9/1/2020| NA| —| 152.50| 305.00| 457.50| Series BB | —| | 115,000| | —| | 1,150| | 7/29/2015| —| | 9/1/2020| NA| —| 153.75| 307.50| 461.25| Series DD | 169,625| | 169,625| | 1,696| | 1,696| | 9/21/2018| 5.750| | 12/1/2023| NA| 143.75| 143.75| 431.25| 431.25| Series EE | 185,000| | 185,000| | 1,850| | 1,850| | 1/24/2019| 6.000| | 3/1/2024| NA| 150.00| 150.00| 450.00| 450.00| Series GG | 90,000| | 90,000| | 900| | 900| | 11/7/2019| 4.750| | 12/1/2024| NA| 118.75| 118.75| 356.25| 387.92| (b) Series JJ | 150,000| | —| | 1,500| | —| | 3/17/2021| 4.550| | 6/1/2026| NA| 113.75| NA| 207.28| NA| (c) Series LL | 185,000| | —| | 1,850| | —| | 5/20/2021| 4.625| | 6/1/2026| NA| 129.76| NA| 129.76| NA| (d) Series MM | 200,000| | —| | 2,000| | —| | 7/29/2021| 4.200| | 9/1/2026| NA| —| NA| —| NA| (e) Fixed-to-floating-rate: | | | | | | | | | | | | Series I | 293,375| | 293,375| | $| 2,934| | $| 2,934| | 4/23/2008| LIBOR + 3.47%| 4/30/2018| LIBOR + 3.47%| $90.96| $95.53| $276.42| $334.90| Series Q | 150,000| | 150,000| | 1,500| | 1,500| | 4/23/2013| 5.150| | 5/1/2023| LIBOR + 3.25| 128.75| 128.75| 386.25| 386.25| Series R | 150,000| | 150,000| | 1,500| | 1,500| | 7/29/2013| 6.000| | 8/1/2023| LIBOR + 3.30| 150.00| 150.00| 450.00| 450.00| Series S | 200,000| | 200,000| | 2,000| | 2,000| | 1/22/2014| 6.750| | 2/1/2024| LIBOR + 3.78| 168.75| 168.75| 506.25| 506.25| Series U | 100,000| | 100,000| | 1,000| | 1,000| | 3/10/2014| 6.125| | 4/30/2024| LIBOR + 3.33| 153.13| 153.13| 459.38| 459.38| Series V | 250,000| | 250,000| | 2,500| | 2,500| | 6/9/2014| LIBOR + 3.32%| 7/1/2019| LIBOR + 3.32| 88.55| 92.41| 263.54| 343.30| Series X | 160,000| | 160,000| | 1,600| | 1,600| | 9/23/2014| 6.100| | 10/1/2024| LIBOR + 3.33| 152.50| 152.50| 457.50| 457.50| Series Z | 200,000| | 200,000| | 2,000| | 2,000| | 4/21/2015| LIBOR + 3.80%| 5/1/2020| LIBOR + 3.80| 99.23| 102.40| 300.97| 352.05| (f) Series CC | 125,750| | 125,750| | 1,258| | 1,258| | 10/20/2017| 4.625| | 11/1/2022| LIBOR + 2.58| 115.63| 115.63| 346.88| 346.88| Series FF | 225,000| | 225,000| | 2,250| | 2,250| | 7/31/2019| 5.000| | 8/1/2024| SOFR + 3.38| 125.00| 125.00| 375.00| 375.00| Series HH | 300,000| | 300,000| | 3,000| | 3,000| | 1/23/2020| 4.600| | 2/1/2025| SOFR + 3.125| 115.00| 115.00| 345.00| 355.22| (g) Series II | 150,000| | 150,000| | 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[http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [dei:EntityRegistrantName] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [dei:EntityIncorporationStateCountryCode] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [dei:EntityTaxIdentificationNumber] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [dei:EntityAddressAddressLine1] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [dei:EntityAddressCityOrTown] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [dei:EntityAddressStateOrProvince] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: [dei:EntityAddressPostalZipCode] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [11.00]: [dei:CityAreaCode] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [12.00]: [dei:LocalPhoneNumber] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [13.00]: [dei:Security12bTitle] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [14.00]: [dei:TradingSymbol] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [15.00]: [dei:SecurityExchangeName] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [16.00]: [dei:EntityCurrentReportingStatus] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [17.00]: [dei:EntityInteractiveDataCurrent] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [18.00]: [dei:EntityFilerCategory] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [19.00]: [dei:EntitySmallBusiness] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [20.00]: [dei:EntityEmergingGrowthCompany] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [21.00]: [dei:EntityShellCompany] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [22.00]: [dei:EntityCommonStockSharesOutstanding] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [23.00]: [dei:EntityCentralIndexKey] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [24.00]: [dei:AmendmentFlag] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [25.00]: [dei:DocumentFiscalYearFocus] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [26.00]: [dei:DocumentFiscalPeriodFocus] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [27.00]: [dei:CurrentFiscalYearEndDate] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [28.00]: Presentation: [000010001 - Document - Cover] [dei:EntitiesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:StatementClassOfStockAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ClassOfStockDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommonStockMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:DepositarySharesOneFourHundredthInterestinaShareof5.75NonCumulativePreferredStockSeriesDDMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:DepositarySharesOneFourHundredthInterestinaShareof6.00NonCumulativePreferredStockSeriesEEMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:DepositarySharesOneFourHundredthInterestinaShareof4.75NonCumulativePreferredStockSeriesGGMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:DepositarySharesOneFourHundredthInterestInAShareOf455NonCumulativePreferredStockSeriesJJMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:DepositarySharesOneFourHundredthInterestInAShareOf4625NonCumulativePreferredStockSeriesLLMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:DepositarySharesOneFourHundredthInterestInAShareOf420NonCumulativePreferredStockSeriesMMMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:AlerianMLPIndexETNsDueMay242024Member] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [jpm:GuaranteeOfCallableFixedRateNotesDueJune102032OfJPMorganChaseFinancialCompanyLLCMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [dei:EntityInformationLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [dei:DocumentType] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [dei:DocumentQuarterlyReport] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [dei:DocumentTransitionReport] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [dei:DocumentPeriodEndDate] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [dei:EntityFileNumber] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [dei:EntityRegistrantName] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [dei:EntityIncorporationStateCountryCode] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [dei:EntityTaxIdentificationNumber] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [dei:EntityAddressAddressLine1] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [dei:EntityAddressCityOrTown] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [dei:EntityAddressStateOrProvince] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [dei:EntityAddressPostalZipCode] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [12.00]: [dei:CityAreaCode] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [13.00]: [dei:LocalPhoneNumber] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [14.00]: [dei:Security12bTitle] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [15.00]: [dei:TradingSymbol] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [16.00]: [dei:SecurityExchangeName] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [17.00]: [dei:EntityCurrentReportingStatus] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [18.00]: [dei:EntityInteractiveDataCurrent] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [19.00]: [dei:EntityFilerCategory] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [20.00]: [dei:EntitySmallBusiness] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [21.00]: [dei:EntityEmergingGrowthCompany] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [22.00]: [dei:EntityShellCompany] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [23.00]: [dei:EntityCommonStockSharesOutstanding] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [24.00]: [dei:EntityCentralIndexKey] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [25.00]: [dei:AmendmentFlag] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [26.00]: [dei:DocumentFiscalYearFocus] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [27.00]: [dei:DocumentFiscalPeriodFocus] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [28.00]: [dei:CurrentFiscalYearEndDate] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [29.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Entities [Table] Document Type | 10-Q [ none] Document Quarterly Report | true [ none] Document Transition Report | false [ none] Document Period End Date | 2021-09-30 [ none] Entity File Number | 1-5805 [ none] Entity Registrant Name | JPMorgan Chase & Co [ none] Entity Incorporation, State or Country Code | Delaware [ none] Entity Tax Identification Number | 13-2624428 [ none] Entity Address, Address Line One | 383 Madison Avenue, [ none] Entity Address, City or Town | New York, [ none] Entity Address, State or Province | New York [ none] Entity Address, Postal Zip Code | 10179 [ none] City Area Code | 212 [ none] Local Phone Number | 270-6000 [ none] Title of 12(b) Security Common stock (Class of Stock [Axis]) | Common stock [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 5.75% Non-Cumulative Prefer| Depositary Shares, each r [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 6.00% Non-Cumulative Prefer| Depositary Shares, each r [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.75% Non-Cumulative Prefer| Depositary Shares, each r [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.55% Non-Cumulative Prefer| Depositary Shares, each r [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.625% Non-Cumulative Prefe| Depositary Shares, each r [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.20% Non-Cumulative Prefer| Depositary Shares, each r [ none] Alerian MLP Index ETNs due May 24, 2024 (Class of Stock [Axis]) | Alerian MLP Index ETNs du [ none] Guarantee of Callable Fixed Rate Notes due June 10, 2032 of JPMorgan Chase Financial Company LLC (Class of S| Guarantee of Callable Fix [ none] Trading Symbol Common stock (Class of Stock [Axis]) | JPM [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 5.75% Non-Cumulative Prefer| JPM PR D [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 6.00% Non-Cumulative Prefer| JPM PR C [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.75% Non-Cumulative Prefer| JPM PR J [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.55% Non-Cumulative Prefer| JPM PR K [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.625% Non-Cumulative Prefe| JPM PR L [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.20% Non-Cumulative Prefer| JPM PR M [ none] Alerian MLP Index ETNs due May 24, 2024 (Class of Stock [Axis]) | AMJ [ none] Guarantee of Callable Fixed Rate Notes due June 10, 2032 of JPMorgan Chase Financial Company LLC (Class of S| JPM/32 [ none] Security Exchange Name Common stock (Class of Stock [Axis]) | The New York Stock Exchan [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 5.75% Non-Cumulative Prefer| The New York Stock Exchan [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 6.00% Non-Cumulative Prefer| The New York Stock Exchan [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.75% Non-Cumulative Prefer| The New York Stock Exchan [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.55% Non-Cumulative Prefer| The New York Stock Exchan [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.625% Non-Cumulative Prefe| The New York Stock Exchan [ none] Depositary Shares, each representing a one-four hundredth interest in a share of 4.20% Non-Cumulative Prefer| The New York Stock Exchan [ none] Alerian MLP Index ETNs due May 24, 2024 (Class of Stock [Axis]) | NYSE Arca, Inc. [ none] Guarantee of Callable Fixed Rate Notes due June 10, 2032 of JPMorgan Chase Financial Company LLC (Class of S| The New York Stock Exchan [ none] Entity Current Reporting Status | Yes [ none] Entity Interactive Data Current | Yes [ none] Entity Filer Category | Large accelerated filer [ none] Entity Small Business | ☐ [ none] Entity Emerging Growth Company | ☐ [ none] Entity Shell Company | ☐ [ none] Entity Central Index Key | 0000019617 [ none] Amendment Flag | false [ none] Document Fiscal Year Focus | 2021 [ none] Document Fiscal Period Focus | Q3 [ none] Current Fiscal Year End Date | --{12}-{31} [ none] Period [(date: 2021-09-30)] [MRQ] Entities [Table] Entity Common Stock, Shares Outstanding | 2955266061 [ none] shares Calculation: (date: 2020-12-31): {(jpm:BaselIIIMember, us-gaap:RiskWeightedAssetsCalculationMethodologyAxis),(jpm:BankHoldingCompaniesMember, dei:LegalEntityAxis)} validating [jpm:SupplementaryLeverageRatioRequiredForCapitalAdequacyToAverageAssets] = [0.05] [none]: validating [jpm:SupplementaryLeverageRatioRequiredForCapitalAdequacyToAverageAssetsMinimumRequirement] = [0.03] [none]: validating [jpm:SupplementaryLeverageRatioRequiredForCapitalAdequacyToAverageAssetsSupplementaryLeverageBuffer] = [0.02] [none]: (date: 2020-12-31): {(jpm:SubsidiariesInsuredDepositoryInstitutionsMember, dei:LegalEntityAxis),(jpm:BaselIIIMember, us-gaap:RiskWeightedAssetsCalculationMethodologyAxis)} validating [jpm:SupplementaryLeverageRatioRequiredForCapitalAdequacyToAverageAssets] = [0.06] [none]: validating [jpm:SupplementaryLeverageRatioRequiredForCapitalAdequacyToAverageAssetsSupplementaryLeverageBuffer] = [0.03] [none]: (date: 2021-09-30): {(jpm:BaselIIIMember, us-gaap:RiskWeightedAssetsCalculationMethodologyAxis),(jpm:BankHoldingCompaniesMember, dei:LegalEntityAxis)} validating [jpm:SupplementaryLeverageRatioRequiredForCapitalAdequacyToAverageAssets] = [0.05] [none]: validating [jpm:SupplementaryLeverageRatioRequiredForCapitalAdequacyToAverageAssetsSupplementaryLeverageBuffer] = [0.02] [none]: (date: 2021-09-30): {(jpm:SubsidiariesInsuredDepositoryInstitutionsMember, dei:LegalEntityAxis),(jpm:BaselIIIMember, us-gaap:RiskWeightedAssetsCalculationMethodologyAxis)} validating [jpm:SupplementaryLeverageRatioRequiredForCapitalAdequacyToAverageAssets] = [0.06] [none]: validating [jpm:SupplementaryLeverageRatioRequiredForCapitalAdequacyToAverageAssetsMinimumRequirement] = [0.03] [none]: validating [jpm:SupplementaryLeverageRatioRequiredForCapitalAdequacyToAverageAssetsSupplementaryLeverageBuffer] = [0.03] [none]: Definition: [241264084 - Disclosure - Regulatory Capital (Details)] [us-gaap:ComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsLineItems] = [none]: [jpm:MinimumRiskBasedCapitalRatiosAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:CommonEquityTier1CapitalRequiredforCapitalAdequacytoRiskWeightedAssets] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:TierOneRiskBasedCapitalRequiredForCapitalAdequacyToRiskWeightedAssets] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CapitalRequiredForCapitalAdequacyToRiskWeightedAssets] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:ScheduleOfComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [dei:LegalEntityAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [dei:EntityDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:BankHoldingCompaniesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:SubsidiariesInsuredDepositoryInstitutionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:JpmorganChaseBankNAMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [dei:EntityDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:BankHoldingCompaniesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:SubsidiariesInsuredDepositoryInstitutionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:JpmorganChaseBankNAMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:RiskWeightedAssetsCalculationMethodologyAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:RiskWeightedAssetsCalculationMethodologyDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:BaselIIIMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:BaselIIIStandardizedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:BaselIIIAdvancedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:RiskWeightedAssetsCalculationMethodologyDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:BaselIIIMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:BaselIIIStandardizedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:BaselIIIAdvancedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [srt:ConsolidatedEntitiesAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [srt:ParentCompanyMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [srt:ParentCompanyMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:CumulativeEffectPeriodOfAdoptionAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [4.00]: [srt:CumulativeEffectPeriodOfAdoptionDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [srt:CumulativeEffectPeriodOfAdoptionAdjustmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:CumulativeEffectPeriodOfAdoptionDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [srt:CumulativeEffectPeriodOfAdoptionAdjustmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditLossStatusAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [5.00]: [us-gaap:CreditLossStatusDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:FinancialAssetOtherThanFinancialAssetAcquiredWithCreditDeteriorationMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditLossStatusDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:FinancialAssetOtherThanFinancialAssetAcquiredWithCreditDeteriorationMember] = [none] 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[jpm:WellCapitalizedLeverageRatiosAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:TierOneLeverageCapitalRequiredToBeWellCapitalizedToAverageAssets] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:SupplementaryLeverageRatioRequiredToBeWellCapitalizedToRiskWeightedAssets] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:RegulatoryCapitalAssetsAndRiskBasedRatiosSupplementalInformationAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [jpm:GSIBSurcharge] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:BankingRegulationStressCapitalBuffer] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:CapitalConservationBuffer] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:BankingRegulationCountercyclicalCapitalBuffer] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: 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risk-based ratios Minimum leverage-based capital ratios Well capitalized leverage-based capital ratios Regulatory capital, assets and risk based ratios - supplemental information [Abstract] Decrease to retained earnings Cumulative effect of a change in accounting principle (Cumulative Effect, Period Of Adoption [Axis]) | -2700000000 [credit] USD Risk-based capital metrics: Leverage-based capital metrics: Period [(startDate: 2020-01-01, endDate: 2021-09-30)] [Not Classified] Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table] Minimum risk-based capital ratios Well capitalized risk-based ratios Minimum leverage-based capital ratios Well capitalized leverage-based capital ratios Regulatory capital, assets and risk based ratios - supplemental information [Abstract] Increase in allowance for credit losses, excluding allowances on PCD loans Excluding PCD Loans (Credit Loss Status [Axis], Cumulative Effect, Period Of Adoption [Axis]) | 1900000000 [ none] USD Risk-based capital metrics: Leverage-based capital metrics: Period [(date: 2020-12-31)] [Not Classified] Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table] Minimum risk-based capital ratios CET1 capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.11 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.11 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.07 [ none] pure Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.07 [ none] pure Tier 1 capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.12 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.13 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.09 [ none] pure Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.09 [ none] pure Total capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.14 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.15 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.11 [ none] pure Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.11 [ none] pure Well capitalized risk-based ratios CET1 capital Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.07 [ none] pure Tier 1 capital Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.06 [ none] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.08 [ none] pure Total capital Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.10 [ none] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.10 [ none] pure Minimum leverage-based capital ratios Tier 1 leverage Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.04 [ none] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.04 [ none] pure SLR Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.05 [ none] [tot] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.06 [ none] [tot] pure Well capitalized leverage-based capital ratios Tier 1 leverage Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.05 [ none] pure SLR Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.06 [ none] pure Regulatory capital, assets and risk based ratios - supplemental information [Abstract] GSIB surcharge Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.04 [ none] pure Stress capital buffer Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.03 [ none] pure Capital conservation buffer requirement Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.03 [ none] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.03 [ none] pure Countercyclical buffer Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0 [ none] pure SLR, minimum requirement Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.03 [ none] pure SLR, supplementary leverage buffer requirements Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.02 [ none] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.03 [ none] pure Risk-based capital metrics: CET1 capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 234235000000 [credit] USD Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 234235000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 205078000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 205078000000 [credit] USD Tier 1 capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 234237000000 [credit] USD Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 234237000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 234844000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 234844000000 [credit] USD Total capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 239673000000 [credit] USD Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 252045000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 269923000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 257228000000 [credit] USD Risk-weighted assets Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 1343185000000 [ debit] USD Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 1492138000000 [ debit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 1560609000000 [ debit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 1484431000000 [ debit] USD CET1 capital ratio Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.17 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.16 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 0.13 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 0.14 [ none] pure Tier 1 capital ratio Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.17 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.16 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 0.15 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 0.16 [ none] pure Total capital ratio Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.18 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.17 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 0.17 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 0.17 [ none] pure Leverage-based capital metrics: Adjusted average assets JPMorgan Chase Bank, N.A. (Legal Entity [Axis]) | 2970285000000 [ debit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 3353319000000 [ debit] USD Tier 1 leverage ratio JPMorgan Chase Bank, N.A. (Legal Entity [Axis]) | 0.08 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 0.07 [ none] pure Total leverage exposure JPMorgan Chase Bank, N.A. (Legal Entity [Axis]) | 3688797000000 [ debit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 3401542000000 [ debit] USD SLR JPMorgan Chase Bank, N.A. (Legal Entity [Axis]) | 0.06 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 0.07 [ none] pure Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table] Minimum risk-based capital ratios Well capitalized risk-based ratios Minimum leverage-based capital ratios Well capitalized leverage-based capital ratios Regulatory capital, assets and risk based ratios - supplemental information [Abstract] Amount excluded from capital measures of the Firm Cumulative effect of a change in accounting principle (Cumulative Effect, Period Of Adoption [Axis]) | 3300000000 [credit] USD Risk-based capital metrics: Leverage-based capital metrics: Period [(date: 2021-09-30)] [MRQ] Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table] Minimum risk-based capital ratios CET1 capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.11 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.11 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.07 [ none] pure Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.07 [ none] pure Tier 1 capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.12 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.13 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.09 [ none] pure Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.09 [ none] pure Total capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.14 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.15 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.11 [ none] pure Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.11 [ none] pure Well capitalized risk-based ratios CET1 capital Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.07 [ none] pure Tier 1 capital Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.06 [ none] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.08 [ none] pure Total capital Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.10 [ none] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.10 [ none] pure Minimum leverage-based capital ratios Tier 1 leverage Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.04 [ none] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.04 [ none] pure SLR Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.05 [ none] [tot] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.06 [ none] [tot] pure Well capitalized leverage-based capital ratios Tier 1 leverage Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.05 [ none] pure SLR Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.06 [ none] pure Regulatory capital, assets and risk based ratios - supplemental information [Abstract] GSIB surcharge Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.04 [ none] pure Stress capital buffer Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.03 [ none] pure Capital conservation buffer requirement Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.03 [ none] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.03 [ none] pure Countercyclical buffer Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0 [ none] pure SLR, minimum requirement Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.03 [ none] pure SLR, supplementary leverage buffer requirements Basel III (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.02 [ none] pure Basel III (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.03 [ none] pure Risk-based capital metrics: CET1 capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 259990000000 [credit] USD Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 259990000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 209917000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 209917000000 [credit] USD Tier 1 capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 259994000000 [credit] USD Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 259994000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 244207000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 244207000000 [credit] USD Total capital Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 265403000000 [credit] USD Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 276303000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 274994000000 [credit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 264469000000 [credit] USD Risk-weighted assets Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 1396725000000 [ debit] USD Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 1562370000000 [ debit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 1628406000000 [ debit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 1544512000000 [ debit] USD CET1 capital ratio Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.19 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.17 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 0.13 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 0.14 [ none] pure Tier 1 capital ratio Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.19 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.17 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 0.15 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 0.16 [ none] pure Total capital ratio Basel III Advanced (Risk-Weighted Assets Calculation Methodology [Axis], Legal Entity [Axis]) | 0.19 [ none] pure Basel III Standardized (Risk-Weighted Assets Calculation Methodology [Axis]) | 0.18 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis], Risk-Weighted Assets Calculation Methodology [Axis]) | 0.17 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 0.17 [ none] pure Leverage-based capital metrics: Adjusted average assets JPMorgan Chase Bank, N.A. (Legal Entity [Axis]) | 3223098000000 [ debit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 3675803000000 [ debit] USD Tier 1 leverage ratio JPMorgan Chase Bank, N.A. (Legal Entity [Axis]) | 0.08 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 0.07 [ none] pure Total leverage exposure JPMorgan Chase Bank, N.A. (Legal Entity [Axis]) | 4003800000000 [ debit] USD JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 4463904000000 [ debit] USD SLR JPMorgan Chase Bank, N.A. (Legal Entity [Axis]) | 0.07 [ none] pure JPMorgan Chase & Co. (Consolidated Entities [Axis]) | 0.06 [ none] pure Presentation: [211241021 - Disclosure - Regulatory Capital] [jpm:BankingRegulationAbstract] = [none]: [us-gaap:RegulatoryCapitalRequirementsUnderBankingRegulationsTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Banking Regulation [Abstract] Regulatory Capital | Regulatory capital Refer to Note 27 of JPMorgan Chase’s 2020 Form 10-K for a detailed discussion on regulatory capital. The Federal Reserve establishes capital requirements, including well-capitalized requirements, for the consolidated financial holding company. The OCC establishes similar minimum capital requirements and standards for the Firm’s principal IDI subsidiary, JPMorgan Chase Bank, N.A. Under the risk-based capital and leverage-based guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios for CET1 capital, Tier 1 capital, Total capital, Tier 1 leverage and the SLR. Failure to meet these minimum requirements could cause the Federal Reserve to take action. IDI subsidiaries are also subject to these capital requirements established by their respective primary regulators. The following table presents the minimum and well-capitalized risk-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. Standardized Minimum capital ratios Advanced Minimum capital ratios Well-capitalized ratios BHC(a) IDI(b) BHC(a) IDI(b) BHC(c) IDI(d) Risk-based capital ratios CET1 capital 11.3 % 7.0 % 10.5 % 7.0 % NA 6.5 % Tier 1 capital 12.8 8.5 12.0 8.5 6.0 % 8.0 Total capital 14.8 10.5 14.0 10.5 10.0 10.0 Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. (a)Represents the minimum capital ratios applicable to the Firm. The CET1, Tier 1 and Total capital minimum capital ratios each include a respective minimum requirement plus a GSIB surcharge of 3.5% as calculated under Method 2; plus a 3.3% SCB for Basel III Standardized ratios and a fixed 2.5% capital conservation buffer for Basel III Advanced ratios. The countercyclical buffer is currently set to 0% by the federal banking agencies. (b)Represents requirements for JPMorgan Chase’s IDI subsidiaries. The CET1, Tier 1 and Total capital minimum capital ratios include a fixed capital conservation buffer requirement of 2.5% that is applicable to the IDI subsidiaries. The IDI subsidiaries are not subject to the GSIB surcharge. (c)Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. (d)Represents requirements for IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act. The following table presents the minimum and well-capitalized leverage-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. Minimum capital ratios(a) Well-capitalized ratios BHC IDI BHC(b) IDI Leverage-based capital ratios Tier 1 leverage 4.0 % 4.0 % NA 5.0 % SLR 5.0 6.0 NA 6.0 Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. (a)Represents minimum SLR requirement of 3.0%, as well as supplementary leverage buffer requirements of 2.0% and 3.0% for BHC and IDI subsidiaries, respectively. (b)The Federal Reserve's regulations do not establish well-capitalized thresholds for these measures for BHCs. CECL regulatory capital transition delay As part of their response to the impact of the COVID-19 pandemic, the federal banking agencies issued a final rule that provided the option beginning January 1, 2020 to delay the effects of CECL on regulatory capital for two years, followed by a three-year transition period beginning January 1, 2022. The Firm has elected to apply the CECL capital transition provisions, and accordingly, for the period ended September 30, 2021, the capital metrics of the Firm exclude $3.3 billion, which is the $2.7 billion day 1 impact to retained earnings and 25% of the $1.9 billion increase in the allowance for credit losses from January 1, 2020 (excluding allowances on PCD loans). The impacts of the CECL capital transition provisions have also been incorporated into Tier 2 capital, adjusted average assets, and total leverage exposure. Refer to Note 27 of JPMorgan Chase’s 2020 Form 10-K for further information on CECL capital transition provisions. The following tables present risk-based capital metrics under both the Basel III Standardized and Basel III Advanced Approaches and leverage-based capital metrics for JPMorgan Chase and JPMorgan Chase Bank, N.A. As of September 30, 2021 and December 31, 2020, JPMorgan Chase and JPMorgan Chase Bank, N.A. were well-capitalized and met all capital requirements to which each was subject. September 30, 2021 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) Risk-based capital metrics: CET1 capital $ 209,917 $ 259,990 $ 209,917 $ 259,990 Tier 1 capital 244,207 259,994 244,207 259,994 Total capital 274,994 276,303 264,469 265,403 Risk-weighted assets 1,628,406 1,562,370 1,544,512 1,396,725 CET1 capital ratio 12.9 % 16.6 % 13.6 % 18.6 % Tier 1 capital ratio 15.0 16.6 15.8 18.6 Total capital ratio 16.9 17.7 17.1 19.0 December 31, 2020 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) Risk-based capital metrics: CET1 capital $ 205,078 $ 234,235 $ 205,078 $ 234,235 Tier 1 capital 234,844 234,237 234,844 234,237 Total capital 269,923 252,045 257,228 239,673 Risk-weighted assets 1,560,609 1,492,138 1,484,431 1,343,185 CET1 capital ratio 13.1 % 15.7 % 13.8 % 17.4 % Tier 1 capital ratio 15.0 15.7 15.8 17.4 Total capital ratio 17.3 16.9 17.3 17.8 (a)The capital metrics reflect the CECL capital transition provisions. Additionally, loans originated under the PPP receive a zero percent risk weight. (in millions, except ratios) September 30, 2021 December 31, 2020 JPMorgan Chase & Co.(b) JPMorgan Chase Bank, N.A.(b) JPMorgan Chase & Co.(b)(c) JPMorgan Chase Bank, N.A.(b)(c) Leverage-based capital metrics: Adjusted average assets(a) $ 3,675,803 $ 3,223,098 $ 3,353,319 $ 2,970,285 Tier 1 leverage ratio 6.6 % 8.1 % 7.0 % 7.9 % Total leverage exposure $ 4,463,904 $ 4,003,800 $ 3,401,542 $ 3,688,797 SLR 5.5 % 6.5 % 6.9 % 6.3 % (a)Adjusted average assets, for purposes of calculating the leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill and other intangible assets. (b)The capital metrics reflect the CECL capital transition provisions. (c)JPMorgan Chase’s total leverage exposure for purposes of calculating the SLR, excludes on-balance sheet amounts of U.S. Treasury securities and deposits at Federal Reserve Banks, as provided by the interim final rule issued by the Federal Reserve which became effective April 1, 2020 and remained in effect through March 31, 2021. On June 1, 2020, the Federal Reserve, OCC and FDIC issued an interim final rule which became effective April 1, 2020 and remained in effect through March 31, 2021 that provides IDI subsidiaries with an option to apply this temporary exclusion subject to certain restrictions. JPMorgan Chase Bank, N.A. did not elect to apply this exclusion. Refer to Note 27 of JPMorgan Chase’s 2020 Form 10-K for a detailed discussion on regulatory capital. Refer to Note 27 of JPMorgan Chase’s 2020 Form 10-K for a detailed discussion on regulatory capital. The Federal Reserve establishes capital requirements, including well-capitalized requirements, for the consolidated financial holding company. The OCC establishes similar minimum capital requirements and standards for the Firm’s principal IDI subsidiary, JPMorgan Chase Bank, N.A. The Federal Reserve establishes capital requirements, including well-capitalized requirements, for the consolidated financial holding company. The OCC establishes similar minimum capital requirements and standards for the Firm’s principal IDI subsidiary, JPMorgan Chase Bank, N.A. Under the risk-based capital and leverage-based guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios for CET1 capital, Tier 1 capital, Total capital, Tier 1 leverage and the SLR. Failure to meet these minimum requirements could cause the Federal Reserve to take action. IDI subsidiaries are also subject to these capital requirements established by their respective primary regulators. Under the risk-based capital and leverage-based guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios for CET1 capital, Tier 1 capital, Total capital, Tier 1 leverage and the SLR. Failure to meet these minimum requirements could cause the Federal Reserve to take action. IDI subsidiaries are also subject to these capital requirements established by their respective primary regulators. The following table presents the minimum and well-capitalized risk-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. The following table presents the minimum and well-capitalized risk-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. Standardized Minimum capital ratios Advanced Minimum capital ratios Well-capitalized ratios BHC(a) IDI(b) BHC(a) IDI(b) BHC(c) IDI(d) Risk-based capital ratios CET1 capital 11.3 % 7.0 % 10.5 % 7.0 % NA 6.5 % Tier 1 capital 12.8 8.5 12.0 8.5 6.0 % 8.0 Total capital 14.8 10.5 14.0 10.5 10.0 10.0 Standardized Minimum capital ratios Advanced Minimum capital ratios Well-capitalized ratios BHC(a) BHC (a) IDI(b) IDI (b) BHC(a) BHC (a) IDI(b) IDI (b) BHC(c) BHC (c) IDI(d) IDI (d) Risk-based capital ratios CET1 capital 11.3 % 7.0 % 10.5 % 7.0 % NA 6.5 % Tier 1 capital 12.8 8.5 12.0 8.5 6.0 % 8.0 Total capital 14.8 10.5 14.0 10.5 10.0 10.0 Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. (a)Represents the minimum capital ratios applicable to the Firm. The CET1, Tier 1 and Total capital minimum capital ratios each include a respective minimum requirement plus a GSIB surcharge of 3.5% as calculated under Method 2; plus a 3.3% SCB for Basel III Standardized ratios and a fixed 2.5% capital conservation buffer for Basel III Advanced ratios. The countercyclical buffer is currently set to 0% by the federal banking agencies. (a) Represents the minimum capital ratios applicable to the Firm. The CET1, Tier 1 and Total capital minimum capital ratios each include a respective minimum requirement plus a GSIB surcharge of 3.5% as calculated under Method 2; plus a 3.3% SCB for Basel III Standardized ratios and a fixed 2.5% capital conservation buffer for Basel III Advanced ratios. The countercyclical buffer is currently set to 0% by the federal banking agencies. (b)Represents requirements for JPMorgan Chase’s IDI subsidiaries. The CET1, Tier 1 and Total capital minimum capital ratios include a fixed capital conservation buffer requirement of 2.5% that is applicable to the IDI subsidiaries. The IDI subsidiaries are not subject to the GSIB surcharge. (b) Represents requirements for JPMorgan Chase’s IDI subsidiaries. The CET1, Tier 1 and Total capital minimum capital ratios include a fixed capital conservation buffer requirement of 2.5% that is applicable to the IDI subsidiaries. The IDI subsidiaries are not subject to the GSIB surcharge. (c)Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. (c) Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. (d)Represents requirements for IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act. (d) Represents requirements for IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act. The following table presents the minimum and well-capitalized leverage-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. The following table presents the minimum and well-capitalized leverage-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020. Minimum capital ratios(a) Well-capitalized ratios BHC IDI BHC(b) IDI Leverage-based capital ratios Tier 1 leverage 4.0 % 4.0 % NA 5.0 % SLR 5.0 6.0 NA 6.0 Minimum capital ratios(a) Minimum capital ratios (a) Well-capitalized ratios BHC IDI BHC(b) BHC (b) IDI Leverage-based capital ratios Tier 1 leverage 4.0 % 4.0 % NA 5.0 % SLR 5.0 6.0 NA 6.0 Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject. (a)Represents minimum SLR requirement of 3.0%, as well as supplementary leverage buffer requirements of 2.0% and 3.0% for BHC and IDI subsidiaries, respectively. (a) Represents minimum SLR requirement of 3.0%, as well as supplementary leverage buffer requirements of 2.0% and 3.0% for BHC and IDI subsidiaries, respectively. (b)The Federal Reserve's regulations do not establish well-capitalized thresholds for these measures for BHCs. (b) The Federal Reserve's regulations do not establish well-capitalized thresholds for these measures for BHCs. CECL regulatory capital transition delay CECL regulatory capital transition delay As part of their response to the impact of the COVID-19 pandemic, the federal banking agencies issued a final rule that provided the option beginning January 1, 2020 to delay the effects of CECL on regulatory capital for two years, followed by a three-year transition period beginning January 1, 2022. As part of their response to the impact of the COVID-19 pandemic, the federal banking agencies issued a final rule that provided the option beginning January 1, 2020 to delay the effects of CECL on regulatory capital for two years, followed by a three-year transition period beginning January 1, 2022. The Firm has elected to apply the CECL capital transition provisions, and accordingly, for the period ended September 30, 2021, the capital metrics of the Firm exclude $3.3 billion, which is the $2.7 billion day 1 impact to retained earnings and 25% of the $1.9 billion increase in the allowance for credit losses from January 1, 2020 (excluding allowances on PCD loans). The Firm has elected to apply the CECL capital transition provisions, and accordingly, for the period ended September 30, 2021, the capital metrics of the Firm exclude $3.3 billion, which is the $2.7 billion day 1 impact to retained earnings and 25% of the $1.9 billion increase in the allowance for credit losses from January 1, 2020 (excluding allowances on PCD loans). The impacts of the CECL capital transition provisions have also been incorporated into Tier 2 capital, adjusted average assets, and total leverage exposure. Refer to Note 27 of JPMorgan Chase’s 2020 Form 10-K for further information on CECL capital transition provisions. The impacts of the CECL capital transition provisions have also been incorporated into Tier 2 capital, adjusted average assets, and total leverage exposure. Refer to Note 27 of JPMorgan Chase’s 2020 Form 10-K for further information on CECL capital transition provisions. The following tables present risk-based capital metrics under both the Basel III Standardized and Basel III Advanced Approaches and leverage-based capital metrics for JPMorgan Chase and JPMorgan Chase Bank, N.A. As of September 30, 2021 and December 31, 2020, JPMorgan Chase and JPMorgan Chase Bank, N.A. were well-capitalized and met all capital requirements to which each was subject. The following tables present risk-based capital metrics under both the Basel III Standardized and Basel III Advanced Approaches and leverage-based capital metrics for JPMorgan Chase and JPMorgan Chase Bank, N.A. As of September 30, 2021 and December 31, 2020, JPMorgan Chase and JPMorgan Chase Bank, N.A. were well-capitalized and met all capital requirements to which each was subject. September 30, 2021 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) Risk-based capital metrics: CET1 capital $ 209,917 $ 259,990 $ 209,917 $ 259,990 Tier 1 capital 244,207 259,994 244,207 259,994 Total capital 274,994 276,303 264,469 265,403 Risk-weighted assets 1,628,406 1,562,370 1,544,512 1,396,725 CET1 capital ratio 12.9 % 16.6 % 13.6 % 18.6 % Tier 1 capital ratio 15.0 16.6 15.8 18.6 Total capital ratio 16.9 17.7 17.1 19.0 September 30, 2021 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan JPMorgan Chase & Co.(a) Chase & Co. (a) JPMorgan JPMorgan Chase Bank, N.A.(a) Chase Bank, N.A. (a) JPMorgan Chase & Co.(a) JPMorgan Chase & Co. (a) JPMorgan Chase Bank, N.A.(a) JPMorgan Chase Bank, N.A. (a) Risk-based capital metrics: CET1 capital CET1 capital $ 209,917 $ 259,990 $ 209,917 $ 259,990 Tier 1 capital Tier 1 capital 244,207 259,994 244,207 259,994 Total capital Total capital 274,994 276,303 264,469 265,403 Risk-weighted assets 1,628,406 1,562,370 1,544,512 1,396,725 CET1 capital ratio 12.9 % 16.6 % 13.6 % 18.6 % Tier 1 capital ratio 15.0 16.6 15.8 18.6 Total capital ratio 16.9 17.7 17.1 19.0 December 31, 2020 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) JPMorgan Chase & Co.(a) JPMorgan Chase Bank, N.A.(a) Risk-based capital metrics: CET1 capital $ 205,078 $ 234,235 $ 205,078 $ 234,235 Tier 1 capital 234,844 234,237 234,844 234,237 Total capital 269,923 252,045 257,228 239,673 Risk-weighted assets 1,560,609 1,492,138 1,484,431 1,343,185 CET1 capital ratio 13.1 % 15.7 % 13.8 % 17.4 % Tier 1 capital ratio 15.0 15.7 15.8 17.4 Total capital ratio 17.3 16.9 17.3 17.8 December 31, 2020 (in millions, except ratios) Basel III Standardized Basel III Advanced JPMorgan JPMorgan Chase & Co.(a) Chase & Co. (a) JPMorgan JPMorgan Chase Bank, N.A.(a) Chase Bank, N.A. (a) JPMorgan JPMorgan Chase & Co.(a) Chase & Co. (a) JPMorgan JPMorgan Chase Bank, N.A.(a) Chase Bank, N.A. (a) Risk-based capital metrics: CET1 capital $ 205,078 $ 234,235 $ 205,078 $ 234,235 Tier 1 capital 234,844 234,237 234,844 234,237 Total capital 269,923 252,045 257,228 239,673 Risk-weighted assets 1,560,609 1,492,138 1,484,431 1,343,185 CET1 capital ratio 13.1 % 15.7 % 13.8 % 17.4 % Tier 1 capital ratio 15.0 15.7 15.8 17.4 Total capital ratio 17.3 16.9 17.3 17.8 (a)The capital metrics reflect the CECL capital transition provisions. Additionally, loans originated under the PPP receive a zero percent risk weight. (a) The capital metrics reflect the CECL capital transition provisions. Additionally, loans originated under the PPP receive a zero percent risk weight. (in millions, except ratios) September 30, 2021 December 31, 2020 JPMorgan Chase & Co.(b) JPMorgan Chase Bank, N.A.(b) JPMorgan Chase & Co.(b)(c) JPMorgan Chase Bank, N.A.(b)(c) Leverage-based capital metrics: Adjusted average assets(a) $ 3,675,803 $ 3,223,098 $ 3,353,319 $ 2,970,285 Tier 1 leverage ratio 6.6 % 8.1 % 7.0 % 7.9 % Total leverage exposure $ 4,463,904 $ 4,003,800 $ 3,401,542 $ 3,688,797 SLR 5.5 % 6.5 % 6.9 % 6.3 % (in millions, except ratios) September 30, 2021 December 31, 2020 JPMorgan JPMorgan Chase & Co.(b) Chase & Co. (b) JPMorgan JPMorgan Chase Bank, N.A.(b) Chase Bank, N.A. (b) JPMorgan Chase & Co.(b)(c) JPMorgan Chase & Co. (b)(c) JPMorgan Chase Bank, N.A.(b)(c) JPMorgan Chase Bank, N.A. (b)(c) Leverage-based capital metrics: Adjusted average assets(a) Adjusted average assets (a) $ 3,675,803 $ 3,223,098 $ 3,353,319 $ 2,970,285 Tier 1 leverage ratio Tier 1 leverage ratio 6.6 % 8.1 % 7.0 % 7.9 % Total leverage exposure $ 4,463,904 $ 4,003,800 $ 3,401,542 $ 3,688,797 SLR 5.5 % 6.5 % 6.9 % 6.3 % (a)Adjusted average assets, for purposes of calculating the leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill and other intangible assets. (a) Adjusted average assets, for purposes of calculating the leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill and other intangible assets. (b)The capital metrics reflect the CECL capital transition provisions. (b) The capital metrics reflect the CECL capital transition provisions. | | | | | | | | | | | | | | | | | | | | | | | | | | |Standardized Mi| |Advanced Minimu| |Well-capitalize | BHC(a)| IDI(b)| | BHC(a)| IDI(b)| | BHC(c)| IDI(d) Risk-based capital ratios | | | | | | CET1 capital | 11.3| %| 7.0| %| | 10.5| %| 7.0| %| | NA| 6.5| % Tier 1 capital | 12.8| | 8.5| | | 12.0| | 8.5| | | 6.0| %| 8.0| Total capital | 14.8| | 10.5| | | 14.0| | 10.5| | | 10.0| | 10.0| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Minimum capital| |Well-capitalize | | BHC| IDI| | BHC(b)| IDI Leverage-based capital ratios | | | | | | | | | | | | | | | | | | | | | | | | Tier 1 leverage | | 4.0| %| 4.0| %| | NA| 5.0| % SLR | | 5.0| | 6.0| | | NA| 6.0| | | | | | | | | | | | | | | | | | | | September 30, 2021 (in million|Basel III Stand| | |Basel III Advan| JPMorgan Chase & Co.(a) |JPMorgan Chase | | |JPMorgan Chase |JPMorgan Chase | Risk-based capital metrics: | | | | | | | CET1 capital | $| 209,917| | $| 259,990| | | | $| 209,917| | $| 259,990| | Tier 1 capital | 244,207| | 259,994| | | | 244,207| | 259,994| | Total capital | 274,994| | 276,303| | | | 264,469| | 265,403| | | | | | | | | | | | | | | | Risk-weighted assets | 1,628,406| | 1,562,370| | | | 1,544,512| | 1,396,725| | | | | | | | | | | | | | | | | | | | | | | CET1 capital ratio | 12.9| %| 16.6| %| | | 13.6| %| 18.6| %| Tier 1 capital ratio | 15.0| | 16.6| | | | 15.8| | 18.6| | Total capital ratio | 16.9| | 17.7| | | | 17.1| | 19.0| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | December 31, 2020 (in millions|Basel III Stand| | |Basel III Advan| JPMorgan Chase & Co.(a) |JPMorgan Chase | | |JPMorgan Chase |JPMorgan Chase | Risk-based capital metrics: | | | | | | | CET1 capital | $| 205,078| | $| 234,235| | | | $| 205,078| | $| 234,235| | Tier 1 capital | 234,844| | 234,237| | | | 234,844| | 234,237| | Total capital | 269,923| | 252,045| | | | 257,228| | 239,673| | | | | | | | | | | | | | | | Risk-weighted assets | 1,560,609| | 1,492,138| | | | 1,484,431| | 1,343,185| | | | | | | | | | | | | | | | | | | | | | | CET1 capital ratio | 13.1| %| 15.7| %| | | 13.8| %| 17.4| %| Tier 1 capital ratio | 15.0| | 15.7| | | | 15.8| | 17.4| | Total capital ratio | 17.3| | 16.9| | | | 17.3| | 17.8| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (in millions, except ratios) |September 30, 2| | |December 31, 20| JPMorgan Chase & Co.(b) |JPMorgan Chase | | |JPMorgan Chase |JPMorgan Chase | Leverage-based capital metrics| | | | | | | Adjusted average assets(a) | $| 3,675,803| | $| 3,223,098| | | | $| 3,353,319| | $| 2,970,285| | Tier 1 leverage ratio | 6.6| %| 8.1| %| | | 7.0| %| 7.9| %| Total leverage exposure | $| 4,463,904| | $| 4,003,800| | | | $| 3,401,542| | $| 3,688,797| | SLR | 5.5| %| 6.5| %| | | 6.9| %| 6.3| %| Definition: [240224014 - Disclosure - Derivative Instruments 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impact of related derivatives), fair value changes of excluded components on fair value hedges, cash flow hedging activities, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans, and fair value option-elected liabilities arising from changes in the Firm’s own credit risk (DVA). As of or for the three months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2021 $ 4,515 $ (659) $ (163) $ 725 $ (1,055) $ (793) $ 2,570 Net change (434) (187) 9 (450) 6 (551) (1,607) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the three months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2020 $ 7,920 $ (895) $ (27) $ 2,762 $ (1,318) $ 347 $ 8,789 Net change 514 127 (69) (70) (12) (339) 151 Balance at September 30, 2020 $ 8,434 (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 As of or for the nine months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2021 $ 8,180 $ (473) $ (112) $ 2,383 $ (1,132) $ (860) $ 7,986 Net change (4,099) (373) (42) (2,108) 83 (484) (7,023) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the nine months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2020 $ 4,057 $ (707) $ (131) $ 63 $ (1,344) $ (369) $ 1,569 Net change 4,377 (61) 35 2,629 14 377 7,371 Balance at September 30, 2020 $ 8,434 (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 (a)Includes after-tax net unamortized unrealized gains of $2.7 billion related to AFS securities that have been transferred to HTM at both September 30, 2021 and 2020. Refer to Note 10 of JPMorgan Chase's 2020 Form 10-K for further information. The following table presents the pre-tax and after-tax changes in the components of OCI. 2021 2020 Three months ended September 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (826) $ 197 $ (629) $ 1,143 $ (270) $ 873 Reclassification adjustment for realized (gains)/losses included in net income(a) 256 (61) 195 (473) 114 (359) Net change (570) 136 (434) 670 (156) 514 Translation adjustments(b): Translation (1,030) 63 (967) 871 (86) 785 Hedges 1,028 (248) 780 (868) 210 (658) Net change (2) (185) (187) 3 124 127 Fair value hedges, net change(c): 12 (3) 9 (91) 22 (69) Cash flow hedges: Net unrealized gains/(losses) arising during the period (267) 65 (202) 134 (32) 102 Reclassification adjustment for realized (gains)/losses included in net income(d) (326) 78 (248) (227) 55 (172) Net change (593) 143 (450) (93) 23 (70) Defined benefit pension and OPEB plans, net change: 8 (2) 6 (18) 6 (12) DVA on fair value option elected liabilities, net change: (729) 178 (551) (445) 106 (339) Total other comprehensive income/(loss) $ (1,874) $ 267 $ (1,607) $ 26 $ 125 $ 151 2021 2020 Nine months ended September 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (5,792) $ 1,391 $ (4,401) $ 6,494 $ (1,561) $ 4,933 Reclassification adjustment for realized (gains)/losses included in net income(a) 397 (95) 302 (732) 176 (556) Net change (5,395) 1,296 (4,099) 5,762 (1,385) 4,377 Translation adjustments(b): Translation (1,950) 92 (1,858) (316) 15 (301) Hedges 1,958 (473) 1,485 316 (76) 240 Net change 8 (381) (373) — (61) (61) Fair value hedges, net change(c): (56) 14 (42) 45 (10) 35 Cash flow hedges: Net unrealized gains/(losses) arising during the period (1,844) 443 (1,401) 3,787 (909) 2,878 Reclassification adjustment for realized (gains)/losses included in net income(d) (930) 223 (707) (328) 79 (249) Net change (2,774) 666 (2,108) 3,459 (830) 2,629 Defined benefit pension and OPEB plans, net change: 101 (18) 83 23 (9) 14 DVA on fair value option elected liabilities, net change: (642) 158 (484) 496 (119) 377 Total other comprehensive income/(loss) $ (8,758) $ 1,735 $ (7,023) $ 9,785 $ (2,414) $ 7,371 (a)The pre-tax amount is reported in Investment securities gains/(losses) in the Consolidated statements of income. (b)Reclassifications of pre-tax realized gains/(losses) on translation adjustments and related hedges are reported in other income/expense in the Consolidated statements of income. The amounts were not material for the three and nine months ended September 30, 2021 and 2020. (c)Represents changes in fair value of cross-currency swaps attributable to changes in cross-currency basis spreads, which are excluded from the assessment of hedge effectiveness and recorded in other comprehensive income. The initial cost of cross-currency basis spreads is recognized in earnings as part of the accrual of interest on the cross currency swaps. (d)The pre-tax amounts are primarily recorded in noninterest revenue, net interest income and compensation expense in the Consolidated statements of income. AOCI includes the after-tax change in unrealized gains and losses on investment securities, foreign currency translation adjustments (including the impact of related derivatives), fair value changes of excluded components on fair value hedges, cash flow hedging activities, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans, and fair value option-elected liabilities arising from changes in the Firm’s own credit risk (DVA). AOCI includes the after-tax change in unrealized gains and losses on investment securities, foreign currency translation adjustments (including the impact of related derivatives), fair value changes of excluded components on fair value hedges, cash flow hedging activities, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans, and fair value option-elected liabilities arising from changes in the Firm’s own credit risk (DVA). As of or for the three months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2021 $ 4,515 $ (659) $ (163) $ 725 $ (1,055) $ (793) $ 2,570 Net change (434) (187) 9 (450) 6 (551) (1,607) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the three months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2020 $ 7,920 $ (895) $ (27) $ 2,762 $ (1,318) $ 347 $ 8,789 Net change 514 127 (69) (70) (12) (339) 151 Balance at September 30, 2020 $ 8,434 (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 As of or for the nine months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2021 $ 8,180 $ (473) $ (112) $ 2,383 $ (1,132) $ (860) $ 7,986 Net change (4,099) (373) (42) (2,108) 83 (484) (7,023) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the nine months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2020 $ 4,057 $ (707) $ (131) $ 63 $ (1,344) $ (369) $ 1,569 Net change 4,377 (61) 35 2,629 14 377 7,371 Balance at September 30, 2020 $ 8,434 (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 As of or for the three months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2021 $ 4,515 $ (659) $ (163) $ 725 $ (1,055) $ (793) $ 2,570 Net change (434) (187) 9 (450) 6 (551) (1,607) Balance at September 30, 2021 $ 4,081 (a) (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the three months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2020 $ 7,920 $ (895) $ (27) $ 2,762 $ (1,318) $ 347 $ 8,789 Net change 514 127 (69) (70) (12) (339) 151 Balance at September 30, 2020 $ 8,434 (a) (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 As of or for the nine months ended September 30, 2021 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2021 $ 8,180 $ (473) $ (112) $ 2,383 $ (1,132) $ (860) $ 7,986 Net change (4,099) (373) (42) (2,108) 83 (484) (7,023) Balance at September 30, 2021 $ 4,081 (a) (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the nine months ended September 30, 2020 (in millions) Unrealized gains/(losses) on investment securities Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2020 $ 4,057 $ (707) $ (131) $ 63 $ (1,344) $ (369) $ 1,569 Net change 4,377 (61) 35 2,629 14 377 7,371 Balance at September 30, 2020 $ 8,434 (a) (a) $ (768) $ (96) $ 2,692 $ (1,330) $ 8 $ 8,940 (a)Includes after-tax net unamortized unrealized gains of $2.7 billion related to AFS securities that have been transferred to HTM at both September 30, 2021 and 2020. Refer to Note 10 of JPMorgan Chase's 2020 Form 10-K for further information. (a) Includes after-tax net unamortized unrealized gains of $2.7 billion related to AFS securities that have been transferred to HTM at both September 30, 2021 and 2020. Refer to Note 10 of JPMorgan Chase's 2020 Form 10-K for further information. The following table presents the pre-tax and after-tax changes in the components of OCI. The following table presents the pre-tax and after-tax changes in the components of OCI. 2021 2020 Three months ended September 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (826) $ 197 $ (629) $ 1,143 $ (270) $ 873 Reclassification adjustment for realized (gains)/losses included in net income(a) 256 (61) 195 (473) 114 (359) Net change (570) 136 (434) 670 (156) 514 Translation adjustments(b): Translation (1,030) 63 (967) 871 (86) 785 Hedges 1,028 (248) 780 (868) 210 (658) Net change (2) (185) (187) 3 124 127 Fair value hedges, net change(c): 12 (3) 9 (91) 22 (69) Cash flow hedges: Net unrealized gains/(losses) arising during the period (267) 65 (202) 134 (32) 102 Reclassification adjustment for realized (gains)/losses included in net income(d) (326) 78 (248) (227) 55 (172) Net change (593) 143 (450) (93) 23 (70) Defined benefit pension and OPEB plans, net change: 8 (2) 6 (18) 6 (12) DVA on fair value option elected liabilities, net change: (729) 178 (551) (445) 106 (339) Total other comprehensive income/(loss) $ (1,874) $ 267 $ (1,607) $ 26 $ 125 $ 151 2021 2020 Nine months ended September 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (5,792) $ 1,391 $ (4,401) $ 6,494 $ (1,561) $ 4,933 Reclassification adjustment for realized (gains)/losses included in net income(a) 397 (95) 302 (732) 176 (556) Net change (5,395) 1,296 (4,099) 5,762 (1,385) 4,377 Translation adjustments(b): Translation (1,950) 92 (1,858) (316) 15 (301) Hedges 1,958 (473) 1,485 316 (76) 240 Net change 8 (381) (373) — (61) (61) Fair value hedges, net change(c): (56) 14 (42) 45 (10) 35 Cash flow hedges: Net unrealized gains/(losses) arising during the period (1,844) 443 (1,401) 3,787 (909) 2,878 Reclassification adjustment for realized (gains)/losses included in net income(d) (930) 223 (707) (328) 79 (249) Net change (2,774) 666 (2,108) 3,459 (830) 2,629 Defined benefit pension and OPEB plans, net change: 101 (18) 83 23 (9) 14 DVA on fair value option elected liabilities, net change: (642) 158 (484) 496 (119) 377 Total other comprehensive income/(loss) $ (8,758) $ 1,735 $ (7,023) $ 9,785 $ (2,414) $ 7,371 2021 2020 Three months ended September 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period Net unrealized gains/(losses) arising during the period $ (826) $ 197 $ (629) $ 1,143 $ (270) $ 873 Reclassification adjustment for realized (gains)/losses included in net income(a) Reclassification adjustment for realized (gains)/losses included in net income (a) 256 (61) 195 (473) 114 (359) Net change (570) 136 (434) 670 (156) 514 Translation adjustments(b): Translation adjustments (b) : Translation (1,030) 63 (967) 871 (86) 785 Hedges 1,028 (248) 780 (868) 210 (658) Net change (2) (185) (187) 3 124 127 Fair value hedges, net change(c): Fair value hedges, net change (c) : 12 (3) 9 (91) 22 (69) Cash flow hedges: Net unrealized gains/(losses) arising during the period Net unrealized gains/(losses) arising during the period (267) 65 (202) 134 (32) 102 Reclassification adjustment for realized (gains)/losses included in net income(d) Reclassification adjustment for realized (gains)/losses included in net income (d) (326) 78 (248) (227) 55 (172) Net change (593) 143 (450) (93) 23 (70) Defined benefit pension and OPEB plans, net change: 8 (2) 6 (18) 6 (12) DVA on fair value option elected liabilities, net change: DVA on fair value option elected liabilities, net change: (729) 178 (551) (445) 106 (339) Total other comprehensive income/(loss) $ (1,874) $ 267 $ (1,607) $ 26 $ 125 $ 151 2021 2020 Nine months ended September 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period Net unrealized gains/(losses) arising during the period $ (5,792) $ 1,391 $ (4,401) $ 6,494 $ (1,561) $ 4,933 Reclassification adjustment for realized (gains)/losses included in net income(a) Reclassification adjustment for realized (gains)/losses included in net income (a) 397 (95) 302 (732) 176 (556) Net change (5,395) 1,296 (4,099) 5,762 (1,385) 4,377 Translation adjustments(b): Translation adjustments (b) : Translation (1,950) 92 (1,858) (316) 15 (301) Hedges 1,958 (473) 1,485 316 (76) 240 Net change 8 (381) (373) — (61) (61) Fair value hedges, net change(c): Fair value hedges, net change (c) : (56) 14 (42) 45 (10) 35 Cash flow hedges: Net unrealized gains/(losses) arising during the period Net unrealized gains/(losses) arising during the period (1,844) 443 (1,401) 3,787 (909) 2,878 Reclassification adjustment for realized (gains)/losses included in net income(d) Reclassification adjustment for realized (gains)/losses included in net income (d) (930) 223 (707) (328) 79 (249) Net change (2,774) 666 (2,108) 3,459 (830) 2,629 Defined benefit pension and OPEB plans, net change: 101 (18) 83 23 (9) 14 DVA on fair value option elected liabilities, net change: DVA on fair value option elected liabilities, net change: (642) 158 (484) 496 (119) 377 Total other comprehensive income/(loss) $ (8,758) $ 1,735 $ (7,023) $ 9,785 $ (2,414) $ 7,371 (a)The pre-tax amount is reported in Investment securities gains/(losses) in the Consolidated statements of income. (a) The pre-tax amount is reported in Investment securities gains/(losses) in the Consolidated statements of income. (b)Reclassifications of pre-tax realized gains/(losses) on translation adjustments and related hedges are reported in other income/expense in the Consolidated statements of income. The amounts were not material for the three and nine months ended September 30, 2021 and 2020. (b) Reclassifications of pre-tax realized gains/(losses) on translation adjustments and related hedges are reported in other income/expense in the Consolidated statements of income. The amounts were not material for the three and nine months ended September 30, 2021 and 2020. (c)Represents changes in fair value of cross-currency swaps attributable to changes in cross-currency basis spreads, which are excluded from the assessment of hedge effectiveness and recorded in other comprehensive income. The initial cost of cross-currency basis spreads is recognized in earnings as part of the accrual of interest on the cross currency swaps. (c) Represents changes in fair value of cross-currency swaps attributable to changes in cross-currency basis spreads, which are excluded from the assessment of hedge effectiveness and recorded in other comprehensive income. The initial cost of cross-currency basis spreads is recognized in earnings as part of the accrual of interest on the cross currency swaps. (d)The pre-tax amounts are primarily recorded in noninterest revenue, net interest income and compensation expense in the Consolidated statements of income. (d) The pre-tax amounts are primarily recorded in noninterest revenue, net interest income and compensation expense in the Consolidated statements of income. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of or for the three months | |Unrealized gain| |Translation adj| |Fair value hedg|Cash flow hedge| |Defined benefit|DVA on fair val|Accumulated oth Balance at July 1, 2021 | | $| 4,515| | | | | $| (659)| | | | $| (163)| | | $| 725| | | | | $| (1,055)| | | | $| (793)| | | | $| 2,570| | Net change | | (434)| | | | | (187)| | | | 9| | | (450)| | | | | 6| | | | (551)| | | | (1,607)| | Balance at September 30, 2021 | | $| 4,081| | (a)| | | $| (846)| | | | $| (154)| | | $| 275| | | | | $| (1,049)| | | | $| (1,344)| | | | $| 963| | | | | | | | | | | | | | | | | | | | | | | | As of or for the three months | |Unrealized gain| |Translation adj| |Fair value hedg|Cash flow hedge| |Defined benefit|DVA on fair val|Accumulated oth Balance at July 1, 2020 | | $| 7,920| | | | | $| (895)| | | | $| (27)| | | $| 2,762| | | | | $| (1,318)| | | | $| 347| | | | $| 8,789| | Net change | | 514| | | | | 127| | | | (69)| | | (70)| | | | | (12)| | | | (339)| | | | 151| | Balance at September 30, 2020 | | $| 8,434| | (a)| | | $| (768)| | | | $| (96)| | | $| 2,692| | | | | $| (1,330)| | | | $| 8| | | | $| 8,940| | | | | | | | | | | | | | | | | | | | | | | | As of or for the nine months e| |Unrealized gain| |Translation adj| |Fair value hedg|Cash flow hedge| |Defined benefit|DVA on fair val|Accumulated oth Balance at January 1, 2021 | | $| 8,180| | | | | $| (473)| | | | $| (112)| | | $| 2,383| | | | | $| (1,132)| | | | $| (860)| | | | $| 7,986| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Net change | | (4,099)| | | | | (373)| | | | (42)| | | (2,108)| | | | | 83| | | | (484)| | | | (7,023)| | Balance at September 30, 2021 | | $| 4,081| | (a)| | | $| (846)| | | | $| (154)| | | $| 275| | | | | $| (1,049)| | | | $| (1,344)| | | | $| 963| | | | | | | | | | | | | | | | | | | | | | | | As of or for the nine months e| |Unrealized gain| |Translation adj| |Fair value hedg|Cash flow hedge| |Defined benefit|DVA on fair val|Accumulated oth Balance at January 1, 2020 | | $| 4,057| | | | | $| (707)| | | | $| (131)| | | $| 63| | | | | $| (1,344)| | | | $| (369)| | | | $| 1,569| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Net change | | 4,377| | | | | (61)| | | | 35| | | 2,629| | | | | 14| | | | 377| | | | 7,371| | Balance at September 30, 2020 | | $| 8,434| | (a)| | | $| (768)| | | | $| (96)| | | $| 2,692| | | | | $| (1,330)| | | | $| 8| | | | $| 8,940| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 2021| | 2020 Three months ended September 3| Pre-tax| | Tax effect| | After-tax| | Pre-tax| | Tax effect| | After-tax Unrealized gains/(losses) on i| | | | | | | | | | | Net unrealized gains/(losses) | $| (826)| | | $| 197| | | $| (629)| | | $| 1,143| | | $| (270)| | | $| 873| Reclassification adjustment fo| 256| | | (61)| | | 195| | | (473)| | | 114| | | (359)| Net change | (570)| | | 136| | | (434)| | | 670| | | (156)| | | 514| Translation adjustments(b): | | | | | | | | | | | Translation | (1,030)| | | 63| | | (967)| | | 871| | | (86)| | | 785| Hedges | 1,028| | | (248)| | | 780| | | (868)| | | 210| | | (658)| Net change | (2)| | | (185)| | | (187)| | | 3| | | 124| | | 127| Fair value hedges, net change(| 12| | | (3)| | | 9| | | (91)| | | 22| | | (69)| Cash flow hedges: | | | | | | | | | | | Net unrealized gains/(losses) | (267)| | | 65| | | (202)| | | 134| | | (32)| | | 102| Reclassification adjustment fo| (326)| | | 78| | | (248)| | | (227)| | | 55| | | (172)| Net change | (593)| | | 143| | | (450)| | | (93)| | | 23| | | (70)| Defined benefit pension and OP| 8| | | (2)| | | 6| | | (18)| | | 6| | | (12)| DVA on fair value option elect| (729)| | | 178| | | (551)| | | (445)| | | 106| | | (339)| Total other comprehensive inco| $| (1,874)| | | $| 267| | | $| (1,607)| | | $| 26| | | $| 125| | | $| 151| | | | | | | | | | | | | 2021| | 2020 Nine months ended September 30| Pre-tax| | Tax effect| | After-tax| | Pre-tax| | Tax effect| | After-tax Unrealized gains/(losses) on i| | | | | | | | | | | Net unrealized gains/(losses) | $| (5,792)| | | $| 1,391| | | $| (4,401)| | | $| 6,494| | | $| (1,561)| | | $| 4,933| Reclassification adjustment fo| 397| | | (95)| | | 302| | | (732)| | | 176| | | (556)| Net change | (5,395)| | | 1,296| | | (4,099)| | | 5,762| | | (1,385)| | | 4,377| Translation adjustments(b): | | | | | | | | | | | Translation | (1,950)| | | 92| | | (1,858)| | | (316)| | | 15| | | (301)| Hedges | 1,958| | | (473)| | | 1,485| | | 316| | | (76)| | | 240| Net change | 8| | | (381)| | | (373)| | | —| | | (61)| | | (61)| Fair value hedges, net change(| (56)| | | 14| | | (42)| | | 45| | | (10)| | | 35| Cash flow hedges: | | | | | | | | | | | Net unrealized gains/(losses) | (1,844)| | | 443| | | (1,401)| | | 3,787| | | (909)| | | 2,878| Reclassification adjustment fo| (930)| | | 223| | | (707)| | | (328)| | | 79| | | (249)| Net change | (2,774)| | | 666| | | (2,108)| | | 3,459| | | (830)| | | 2,629| Defined benefit pension and OP| 101| | | (18)| | | 83| | | 23| | | (9)| | | 14| DVA on fair value option elect| (642)| | | 158| | | (484)| | | 496| | | (119)| | | 377| Total other comprehensive inco| $| (8,758)| | | $| 1,735| | | $| (7,023)| | | $| 9,785| | | $| (2,414)| | | $| 7,371| Definition: [240724050 - Disclosure - Loans - Consumer, Excluding Credit Card Loan Portfolio, Financial Effects of Modifications and Redefaults (Details)] [us-gaap:FinancingReceivableImpairedLineItems] = [none]: [jpm:FinancingReceivableModificationsPreModificationWeightedAverageInterestRateOfLoansWithRateReductions] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfImpairedFinancingReceivableTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis] = [none] 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Modification [Axis], Class of Financing Receivable [Axis], Financ| 23 [ none] Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 39 [ none] Charge-offs recognized upon permanent modification Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 1000000 [ debit] USD Principal deferred Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 3000000 [ debit] USD Principal forgiven Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 1000000 [ debit] USD Balance of loans that redefaulted within one year of permanent modification Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 65000000 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Impaired Financing Receivable [Table] Weighted-average interest rate of loans with interest rate reductions – before TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 0.05 [ none] pure Weighted-average interest rate of loans with interest rate reductions – after TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 0.03 [ none] pure Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 22 [ none] Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 39 [ none] Charge-offs recognized upon permanent modification Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 2000000 [ debit] USD Principal deferred Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 12000000 [ debit] USD Principal forgiven Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 4000000 [ debit] USD Balance of loans that redefaulted within one year of permanent modification Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 173000000 [ debit] USD Period [(date: 2020-09-30)] [Not Classified] Schedule of Impaired Financing Receivable [Table] Carrying value | 945537000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 305106000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Impaired Financing Receivable [Table] Carrying value | 960506000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 302127000000 [ debit] USD Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 225302000000 [ debit] USD In process of active or suspended foreclosure (Financial Asset, Period Past Due [Axis], Class of Financing R| 846000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Impaired Financing Receivable [Table] Weighted-average interest rate of loans with interest rate reductions – before TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 0.05 [ none] pure Weighted-average interest rate of loans with interest rate reductions – after TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 0.03 [ none] pure Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 23 [ none] Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 37 [ none] Charge-offs recognized upon permanent modification Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 0 [ debit] USD Principal deferred Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 5000000 [ debit] USD Principal forgiven Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 0 [ debit] USD Balance of loans that redefaulted within one year of permanent modification Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 52000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Impaired Financing Receivable [Table] Weighted-average interest rate of loans with interest rate reductions – before TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 0.05 [ none] pure Weighted-average interest rate of loans with interest rate reductions – after TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 0.03 [ none] pure Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 23 [ none] Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 37 [ none] Charge-offs recognized upon permanent modification Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 0 [ debit] USD Principal deferred Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 23000000 [ debit] USD Principal forgiven Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 1000000 [ debit] USD Balance of loans that redefaulted within one year of permanent modification Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 97000000 [ debit] USD Number of years before payment default under a modified loan Maximum (Statistical Measurement [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfoli| one year [ none] Number of payments past due for deemed payment Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| two [ none] Number of months before a payment redefault under modified loans Maximum (Statistical Measurement [Axis], Class of Financing Receivable [Axis], Financing Receivable Portfoli| twelve months [ none] Modifications, weighted-average remaining life Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| four years [ none] Period [(date: 2021-09-30)] [MRQ] Schedule of Impaired Financing Receivable [Table] Carrying value | 974260000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 298308000000 [ debit] USD Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 221671000000 [ debit] USD In process of active or suspended foreclosure (Financial Asset, Period Past Due [Axis], Class of Financing R| 693000000 [ debit] USD Presentation: [210511009 - Disclosure - Investment Securities] [us-gaap:InvestmentsDebtAndEquitySecuritiesAbstract] = [none]: [jpm:SecuritiesTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Investments, Debt and Equity Securities [Abstract] Investment Securities | Investment securities Investment securities consist of debt securities that are classified as AFS or HTM. Debt securities classified as trading assets are discussed in Note 2. Predominantly all of the Firm’s AFS and HTM securities are held by Treasury and CIO in connection with its asset-liability management activities. At September 30, 2021, the investment securities portfolio consisted of debt securities with an average credit rating of AA+ (based upon external ratings where available, and where not available, based primarily upon internal risk ratings). During the second quarter of 2021, the Firm transferred $104.5 billion of investment securities from AFS to HTM for capital management purposes. AOCI included pretax unrealized gains of $425 million on the securities at the date of transfer. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for additional information regarding the investment securities portfolio. The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. September 30, 2021 December 31, 2020 (in millions) Amortized cost(c)(d) Gross unrealized gains Gross unrealized losses Fair value Amortized cost(c)(d) Gross unrealized gains Gross unrealized losses Fair value Available-for-sale securities Mortgage-backed securities: U.S. GSEs and government agencies(a) $ 72,749 $ 1,091 $ 791 $ 73,049 $ 110,979 $ 2,372 $ 50 $ 113,301 Residential: U.S. 2,265 58 — 2,323 6,246 224 3 6,467 Non-U.S. 4,014 36 — 4,050 3,751 20 5 3,766 Commercial 3,102 41 11 3,132 2,819 71 34 2,856 Total mortgage-backed securities 82,130 1,226 802 82,554 123,795 2,687 92 126,390 U.S. Treasury and government agencies 121,227 730 486 121,471 199,910 2,141 100 201,951 Obligations of U.S. states and municipalities 16,471 1,049 5 17,515 18,993 1,404 1 20,396 Non-U.S. government debt securities 15,738 111 24 15,825 22,587 354 13 22,928 Corporate debt securities 263 6 9 260 215 4 3 216 Asset-backed securities: Collateralized loan obligations 9,133 8 4 9,137 10,055 24 31 10,048 Other 4,771 59 2 4,828 6,174 91 16 6,249 Total available-for-sale securities 249,733 3,189 1,332 251,590 381,729 6,705 256 388,178 Held-to-maturity securities(b) Mortgage-backed securities: U.S. GSEs and government agencies(a) 101,086 1,923 412 102,597 107,889 2,968 29 110,828 U.S. Residential 7,021 4 43 6,982 4,345 8 30 4,323 Commercial 3,738 20 21 3,737 2,602 77 — 2,679 Total mortgage-backed securities 111,845 1,947 476 113,316 114,836 3,053 59 117,830 U.S. Treasury and government agencies 182,368 133 1,225 181,276 53,184 50 — 53,234 Obligations of U.S. states and municipalities 13,465 397 9 13,853 12,751 519 — 13,270 Asset-backed securities: Collateralized loan obligations 33,664 90 9 33,745 21,050 90 2 21,138 Other 2,200 4 1 2,203 — — — — Total held-to-maturity securities 343,542 2,571 1,720 344,393 201,821 3,712 61 205,472 Total investment securities, net of allowance for credit losses $ 593,275 $ 5,760 $ 3,052 $ 595,983 $ 583,550 $ 10,417 $ 317 $ 593,650 (a)Includes AFS U.S. GSE obligations with fair values of $44.1 billion and $65.8 billion, and HTM U.S. GSE obligations with amortized cost of $71.9 billion and $86.3 billion, at September 30, 2021 and December 31, 2020, respectively. As of September 30, 2021, mortgage-backed securities issued by Fannie Mae and Freddie Mac each exceeded 10% of JPMorgan Chase’s total stockholders’ equity; the amortized cost and fair value of such securities were $69.5 billion and $71.1 billion, and $46.3 billion and $46.3 billion, respectively. (b)The Firm purchased $15.9 billion and $79.0 billion of HTM securities for the three and nine months ended September 30, 2021, respectively, and $514 million and $5.5 billion for the three and nine months ended September 30, 2020, respectively. (c)The amortized cost of investment securities is reported net of allowance for credit losses of $73 million and $78 million at September 30, 2021 and December 31, 2020, respectively. (d)Excludes $1.8 billion and $2.1 billion of accrued interest receivables at September 30, 2021 and December 31, 2020, respectively. The Firm did not reverse through interest income any accrued interest receivables for the three and nine months ended September 30, 2021 and 2020. AFS securities impairment The following tables present the fair value and gross unrealized losses by aging category for AFS securities at September 30, 2021 and December 31, 2020. The tables exclude U.S. Treasury and government agency securities and U.S. GSE and government agency MBS with unrealized losses of $1.3 billion and $150 million, at September 30, 2021 and December 31, 2020, respectively; changes in the value of these securities are generally driven by changes in interest rates rather than changes in their credit profile given the explicit or implicit guarantees provided by the U.S. government. Available-for-sale securities with gross unrealized losses Less than 12 months 12 months or more September 30, 2021 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: Residential: U.S. $ 72 $ — $ 31 $ — $ 103 $ — Non-U.S. 134 — — — 134 — Commercial 250 5 363 6 613 11 Total mortgage-backed securities 456 5 394 6 850 11 Obligations of U.S. states and municipalities 271 5 — — 271 5 Non-U.S. government debt securities 5,031 17 441 7 5,472 24 Corporate debt securities 149 9 40 — 189 9 Asset-backed securities: Collateralized loan obligations 4,381 4 270 — 4,651 4 Other 1,500 — 206 2 1,706 2 Total available-for-sale securities with gross unrealized losses $ 11,788 $ 40 $ 1,351 $ 15 $ 13,139 $ 55 Available-for-sale securities with gross unrealized losses Less than 12 months 12 months or more December 31, 2020 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: Residential: U.S. $ 562 $ 3 $ 32 $ — $ 594 $ 3 Non-U.S. 2,507 4 235 1 2,742 5 Commercial 699 18 124 16 823 34 Total mortgage-backed securities 3,768 25 391 17 4,159 42 Obligations of U.S. states and municipalities 49 1 — — 49 1 Non-U.S. government debt securities 2,709 9 968 4 3,677 13 Corporate debt securities 91 3 5 — 96 3 Asset-backed securities: Collateralized loan obligations 5,248 18 2,645 13 7,893 31 Other 268 1 685 15 953 16 Total available-for-sale securities with gross unrealized losses $ 12,133 $ 57 $ 4,694 $ 49 $ 16,827 $ 106 HTM securities – credit risk Credit quality indicator The primary credit quality indicator for HTM securities is the risk rating assigned to each security. At both September 30, 2021 and December 31, 2020, all HTM securities were rated investment grade and were current and accruing, with approximately 98% rated at least AA+. Allowance for credit losses The allowance for credit losses on investment securities was $73 million and $120 million as of September 30, 2021 and 2020, respectively. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for further discussion of accounting policies for AFS and HTM securities. Selected impacts of investment securities on the Consolidated statements of income Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Realized gains $ 60 $ 1,123 $ 481 $ 2,842 Realized losses (316) (650) (878) (2,110) Investment securities gains/(losses) $ (256) $ 473 $ (397) $ 732 Provision for credit losses $ (14) $ 97 $ (5) $ 110 Contractual maturities and yields The following table presents the amortized cost and estimated fair value at September 30, 2021, of JPMorgan Chase’s investment securities portfolio by contractual maturity. By remaining maturity September 30, 2021 (in millions) Due in one year or less Due after one year through five years Due after five years through 10 years Due after 10 years(b) Total Available-for-sale securities Mortgage-backed securities Amortized cost $ — $ 2,882 $ 5,326 $ 73,925 $ 82,133 Fair value — 2,916 5,650 73,988 82,554 Average yield(a) — % 1.47 % 1.79 % 2.33 % 2.26 % U.S. Treasury and government agencies Amortized cost $ 5,111 $ 88,001 $ 19,610 $ 8,505 $ 121,227 Fair value 5,150 88,082 19,581 8,658 121,471 Average yield(a) 1.28 % 0.53 % 0.68 % 0.50 % 0.58 % Obligations of U.S. states and municipalities Amortized cost $ 15 $ 167 $ 1,216 $ 15,073 $ 16,471 Fair value 16 172 1,277 16,050 17,515 Average yield(a) 3.91 % 4.37 % 4.88 % 5.01 % 4.99 % Non-U.S. government debt securities Amortized cost $ 6,750 $ 4,980 $ 3,811 $ 197 $ 15,738 Fair value 6,762 5,050 3,816 197 15,825 Average yield(a) 2.02 % 2.54 % 0.84 % 0.38 % 1.88 % Corporate debt securities Amortized cost $ — $ 233 $ 30 $ — $ 263 Fair value — 228 32 — 260 Average yield(a) — % 7.74 % 1.63 % — % 7.01 % Asset-backed securities Amortized cost $ 1,500 $ 1,076 $ 3,800 $ 7,528 $ 13,904 Fair value 1,500 1,081 3,807 7,577 13,965 Average yield(a) 1.19 % 1.93 % 1.27 % 1.26 % 1.31 % Total available-for-sale securities Amortized cost $ 13,376 $ 97,339 $ 33,793 $ 105,228 $ 249,736 Fair value 13,428 97,529 34,163 106,470 251,590 Average yield(a) 1.65 % 0.70 % 1.09 % 2.48 % 1.56 % Held-to-maturity securities Mortgage-backed securities Amortized cost $ — $ 1,029 $ 11,737 $ 99,091 $ 111,857 Fair value — 1,050 12,197 100,069 113,316 Average yield(a) — % 1.68 % 2.42 % 2.90 % 2.84 % U.S. Treasury and government agencies Amortized cost $ 14,376 $ 97,814 $ 70,178 $ — $ 182,368 Fair value 14,383 97,545 69,348 — 181,276 Average yield(a) 0.65 % 0.66 % 1.29 % — % 0.90 % Obligations of U.S. states and municipalities Amortized cost $ 35 $ 66 $ 1,059 $ 12,363 $ 13,523 Fair value 35 66 1,105 12,647 13,853 Average yield(a) 3.78 % 2.67 % 3.67 % 3.84 % 3.82 % Asset-backed securities Amortized cost $ — $ — $ 13,535 $ 22,329 $ 35,864 Fair value — — 13,592 22,356 35,948 Average yield(a) — % — % 1.19 % 1.25 % 1.23 % Total held-to-maturity securities Amortized cost $ 14,411 $ 98,909 $ 96,509 $ 133,783 $ 343,612 Fair value 14,418 98,661 96,242 135,072 344,393 Average yield(a) 0.66 % 0.67 % 1.44 % 2.71 % 1.68 % (a)Average yield is computed using the effective yield of each security owned at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and the effect of related hedging derivatives. Taxable-equivalent amounts are used where applicable. The effective yield excludes unscheduled principal prepayments; and accordingly, actual maturities of securities may differ from their contractual or expected maturities as certain securities may be prepaid. However, for certain callable debt securities, the average yield is calculated to the earliest call date. (b)Substantially all of the Firm’s U.S. residential MBS and collateralized mortgage obligations are due in 10 years or more, based on contractual maturity. The estimated weighted-average life, which reflects anticipated future prepayments, is approximately 6 years for agency residential MBS, 4 years for agency residential collateralized mortgage obligations and 3 years for nonagency residential collateralized mortgage obligations. Investment securities consist of debt securities that are classified as AFS or HTM. Debt securities classified as trading assets are discussed in Note 2. Predominantly all of the Firm’s AFS and HTM securities are held by Treasury and CIO in connection with its asset-liability management activities. At September 30, 2021, the investment securities portfolio consisted of debt securities with an average credit rating of AA+ (based upon external ratings where available, and where not available, based primarily upon internal risk ratings). During the second quarter of 2021, the Firm transferred $104.5 billion of investment securities from AFS to HTM for capital management purposes. AOCI included pretax unrealized gains of $425 million on the securities at the date of transfer. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for additional information regarding the investment securities portfolio. Investment securities consist of debt securities that are classified as AFS or HTM. Debt securities classified as trading assets are discussed in Note 2. Predominantly all of the Firm’s AFS and HTM securities are held by Treasury and CIO in connection with its asset-liability management activities. At September 30, 2021, the investment securities portfolio consisted of debt securities with an average credit rating of AA+ (based upon external ratings where available, and where not available, based primarily upon internal risk ratings). Investment securities consist of debt securities that are classified as AFS or HTM. Debt securities classified as trading assets are discussed in Note 2. Predominantly all of the Firm’s AFS and HTM securities are held by Treasury and CIO in connection with its asset-liability management activities. At September 30, 2021, the investment securities portfolio consisted of debt securities with an average credit rating of AA+ (based upon external ratings where available, and where not available, based primarily upon internal risk ratings). Investment securities consist of debt securities that are classified as AFS or HTM. Debt securities classified as trading assets are discussed in Note 2. Predominantly all of the Firm’s AFS and HTM securities are held by Treasury and CIO in connection with its asset-liability management activities. At September 30, 2021, the investment securities portfolio consisted of debt securities with an average credit rating of AA+ (based upon external ratings where available, and where not available, based primarily upon internal risk ratings). During the second quarter of 2021, the Firm transferred $104.5 billion of investment securities from AFS to HTM for capital management purposes. AOCI included pretax unrealized gains of $425 million on the securities at the date of transfer. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for additional information regarding the investment securities portfolio. During the second quarter of 2021, the Firm transferred $104.5 billion of investment securities from AFS to HTM for capital management purposes. AOCI included pretax unrealized gains of $425 million on the securities at the date of transfer. During the second quarter of 2021, the Firm transferred $104.5 billion of investment securities from AFS to HTM for capital management purposes. AOCI included pretax unrealized gains of $425 million on the securities at the date of transfer. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for additional information regarding the investment securities portfolio. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for additional information regarding the investment securities portfolio. The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. September 30, 2021 December 31, 2020 (in millions) Amortized cost(c)(d) Gross unrealized gains Gross unrealized losses Fair value Amortized cost(c)(d) Gross unrealized gains Gross unrealized losses Fair value Available-for-sale securities Mortgage-backed securities: U.S. GSEs and government agencies(a) $ 72,749 $ 1,091 $ 791 $ 73,049 $ 110,979 $ 2,372 $ 50 $ 113,301 Residential: U.S. 2,265 58 — 2,323 6,246 224 3 6,467 Non-U.S. 4,014 36 — 4,050 3,751 20 5 3,766 Commercial 3,102 41 11 3,132 2,819 71 34 2,856 Total mortgage-backed securities 82,130 1,226 802 82,554 123,795 2,687 92 126,390 U.S. Treasury and government agencies 121,227 730 486 121,471 199,910 2,141 100 201,951 Obligations of U.S. states and municipalities 16,471 1,049 5 17,515 18,993 1,404 1 20,396 Non-U.S. government debt securities 15,738 111 24 15,825 22,587 354 13 22,928 Corporate debt securities 263 6 9 260 215 4 3 216 Asset-backed securities: Collateralized loan obligations 9,133 8 4 9,137 10,055 24 31 10,048 Other 4,771 59 2 4,828 6,174 91 16 6,249 Total available-for-sale securities 249,733 3,189 1,332 251,590 381,729 6,705 256 388,178 Held-to-maturity securities(b) Mortgage-backed securities: U.S. GSEs and government agencies(a) 101,086 1,923 412 102,597 107,889 2,968 29 110,828 U.S. Residential 7,021 4 43 6,982 4,345 8 30 4,323 Commercial 3,738 20 21 3,737 2,602 77 — 2,679 Total mortgage-backed securities 111,845 1,947 476 113,316 114,836 3,053 59 117,830 U.S. Treasury and government agencies 182,368 133 1,225 181,276 53,184 50 — 53,234 Obligations of U.S. states and municipalities 13,465 397 9 13,853 12,751 519 — 13,270 Asset-backed securities: Collateralized loan obligations 33,664 90 9 33,745 21,050 90 2 21,138 Other 2,200 4 1 2,203 — — — — Total held-to-maturity securities 343,542 2,571 1,720 344,393 201,821 3,712 61 205,472 Total investment securities, net of allowance for credit losses $ 593,275 $ 5,760 $ 3,052 $ 595,983 $ 583,550 $ 10,417 $ 317 $ 593,650 September 30, 2021 December 31, 2020 (in millions) Amortized cost(c)(d) Amortized cost (c)(d) Gross unrealized gains Gross unrealized losses Fair value Amortized cost(c)(d) Amortized cost (c)(d) Gross unrealized gains Gross unrealized losses Fair value Available-for-sale securities Mortgage-backed securities: U.S. GSEs and government agencies(a) U.S. GSEs and government agencies (a) $ 72,749 $ 1,091 $ 791 $ 73,049 $ 110,979 $ 2,372 $ 50 $ 113,301 Residential: U.S. 2,265 58 — 2,323 6,246 224 3 6,467 Non-U.S. 4,014 36 — 4,050 3,751 20 5 3,766 Commercial 3,102 41 11 3,132 2,819 71 34 2,856 Total mortgage-backed securities 82,130 1,226 802 82,554 123,795 2,687 92 126,390 U.S. Treasury and government agencies 121,227 730 486 121,471 199,910 2,141 100 201,951 Obligations of U.S. states and municipalities 16,471 1,049 5 17,515 18,993 1,404 1 20,396 Non-U.S. government debt securities 15,738 111 24 15,825 22,587 354 13 22,928 Corporate debt securities 263 6 9 260 215 4 3 216 Asset-backed securities: Collateralized loan obligations 9,133 8 4 9,137 10,055 24 31 10,048 Other 4,771 59 2 4,828 6,174 91 16 6,249 Total available-for-sale securities 249,733 3,189 1,332 251,590 381,729 6,705 256 388,178 Held-to-maturity securities(b) Held-to-maturity securities (b) Mortgage-backed securities: U.S. GSEs and government agencies(a) U.S. GSEs and government agencies (a) 101,086 1,923 412 102,597 107,889 2,968 29 110,828 U.S. Residential 7,021 4 43 6,982 4,345 8 30 4,323 Commercial 3,738 20 21 3,737 2,602 77 — 2,679 Total mortgage-backed securities 111,845 1,947 476 113,316 114,836 3,053 59 117,830 U.S. Treasury and government agencies 182,368 133 1,225 181,276 53,184 50 — 53,234 Obligations of U.S. states and municipalities 13,465 397 9 13,853 12,751 519 — 13,270 Asset-backed securities: Collateralized loan obligations 33,664 90 9 33,745 21,050 90 2 21,138 Other 2,200 4 1 2,203 — — — — Total held-to-maturity securities 343,542 2,571 1,720 344,393 201,821 3,712 61 205,472 Total investment securities, net of allowance for credit losses $ 593,275 $ 5,760 $ 3,052 $ 595,983 $ 583,550 $ 10,417 $ 317 $ 593,650 (a)Includes AFS U.S. GSE obligations with fair values of $44.1 billion and $65.8 billion, and HTM U.S. GSE obligations with amortized cost of $71.9 billion and $86.3 billion, at September 30, 2021 and December 31, 2020, respectively. As of September 30, 2021, mortgage-backed securities issued by Fannie Mae and Freddie Mac each exceeded 10% of JPMorgan Chase’s total stockholders’ equity; the amortized cost and fair value of such securities were $69.5 billion and $71.1 billion, and $46.3 billion and $46.3 billion, respectively. (a) Includes AFS U.S. GSE obligations with fair values of $44.1 billion and $65.8 billion, and HTM U.S. GSE obligations with amortized cost of $71.9 billion and $86.3 billion, at September 30, 2021 and December 31, 2020, respectively. As of September 30, 2021, mortgage-backed securities issued by Fannie Mae and Freddie Mac each exceeded 10% of JPMorgan Chase’s total stockholders’ equity; the amortized cost and fair value of such securities were $69.5 billion and $71.1 billion, and $46.3 billion and $46.3 billion, respectively. (b)The Firm purchased $15.9 billion and $79.0 billion of HTM securities for the three and nine months ended September 30, 2021, respectively, and $514 million and $5.5 billion for the three and nine months ended September 30, 2020, respectively. (b) The Firm purchased $15.9 billion and $79.0 billion of HTM securities for the three and nine months ended September 30, 2021, respectively, and $514 million and $5.5 billion for the three and nine months ended September 30, 2020, respectively. (c)The amortized cost of investment securities is reported net of allowance for credit losses of $73 million and $78 million at September 30, 2021 and December 31, 2020, respectively. (c) The amortized cost of investment securities is reported net of allowance for credit losses of $73 million and $78 million at September 30, 2021 and December 31, 2020, respectively. (d)Excludes $1.8 billion and $2.1 billion of accrued interest receivables at September 30, 2021 and December 31, 2020, respectively. The Firm did not reverse through interest income any accrued interest receivables for the three and nine months ended September 30, 2021 and 2020. (d) Excludes $1.8 billion and $2.1 billion of accrued interest receivables at September 30, 2021 and December 31, 2020, respectively. The Firm did not reverse through interest income any accrued interest receivables for the three and nine months ended September 30, 2021 and 2020. AFS securities impairment AFS securities impairment AFS securities impairment AFS securities impairment The following tables present the fair value and gross unrealized losses by aging category for AFS securities at September 30, 2021 and December 31, 2020. The tables exclude U.S. Treasury and government agency securities and U.S. GSE and government agency MBS with unrealized losses of $1.3 billion and $150 million, at September 30, 2021 and December 31, 2020, respectively; changes in the value of these securities are generally driven by changes in interest rates rather than changes in their credit profile given the explicit or implicit guarantees provided by the U.S. government. The following tables present the fair value and gross unrealized losses by aging category for AFS securities at September 30, 2021 and December 31, 2020. The tables exclude U.S. Treasury and government agency securities and U.S. GSE and government agency MBS with unrealized losses of $1.3 billion and $150 million, at September 30, 2021 and December 31, 2020, respectively; changes in the value of these securities are generally driven by changes in interest rates rather than changes in their credit profile given the explicit or implicit guarantees provided by the U.S. government. Available-for-sale securities with gross unrealized losses Less than 12 months 12 months or more September 30, 2021 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: Residential: U.S. $ 72 $ — $ 31 $ — $ 103 $ — Non-U.S. 134 — — — 134 — Commercial 250 5 363 6 613 11 Total mortgage-backed securities 456 5 394 6 850 11 Obligations of U.S. states and municipalities 271 5 — — 271 5 Non-U.S. government debt securities 5,031 17 441 7 5,472 24 Corporate debt securities 149 9 40 — 189 9 Asset-backed securities: Collateralized loan obligations 4,381 4 270 — 4,651 4 Other 1,500 — 206 2 1,706 2 Total available-for-sale securities with gross unrealized losses $ 11,788 $ 40 $ 1,351 $ 15 $ 13,139 $ 55 Available-for-sale securities with gross unrealized losses Less than 12 months 12 months or more September 30, 2021 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: Residential: U.S. U.S. $ 72 $ — $ 31 $ — $ 103 $ — Non-U.S. 134 — — — 134 — Commercial 250 5 363 6 613 11 Total mortgage-backed securities 456 5 394 6 850 11 Obligations of U.S. states and municipalities 271 5 — — 271 5 Non-U.S. government debt securities 5,031 17 441 7 5,472 24 Corporate debt securities 149 9 40 — 189 9 Asset-backed securities: Collateralized loan obligations 4,381 4 270 — 4,651 4 Other 1,500 — 206 2 1,706 2 Total available-for-sale securities with gross unrealized losses $ 11,788 $ 40 $ 1,351 $ 15 $ 13,139 $ 55 Available-for-sale securities with gross unrealized losses Less than 12 months 12 months or more December 31, 2020 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: Residential: U.S. $ 562 $ 3 $ 32 $ — $ 594 $ 3 Non-U.S. 2,507 4 235 1 2,742 5 Commercial 699 18 124 16 823 34 Total mortgage-backed securities 3,768 25 391 17 4,159 42 Obligations of U.S. states and municipalities 49 1 — — 49 1 Non-U.S. government debt securities 2,709 9 968 4 3,677 13 Corporate debt securities 91 3 5 — 96 3 Asset-backed securities: Collateralized loan obligations 5,248 18 2,645 13 7,893 31 Other 268 1 685 15 953 16 Total available-for-sale securities with gross unrealized losses $ 12,133 $ 57 $ 4,694 $ 49 $ 16,827 $ 106 Available-for-sale securities with gross unrealized losses Less than 12 months 12 months or more December 31, 2020 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: Residential: U.S. $ 562 $ 3 $ 32 $ — $ 594 $ 3 Non-U.S. 2,507 4 235 1 2,742 5 Commercial 699 18 124 16 823 34 Total mortgage-backed securities 3,768 25 391 17 4,159 42 Obligations of U.S. states and municipalities 49 1 — — 49 1 Non-U.S. government debt securities 2,709 9 968 4 3,677 13 Corporate debt securities 91 3 5 — 96 3 Asset-backed securities: Collateralized loan obligations 5,248 18 2,645 13 7,893 31 Other 268 1 685 15 953 16 Total available-for-sale securities with gross unrealized losses $ 12,133 $ 57 $ 4,694 $ 49 $ 16,827 $ 106 HTM securities – credit risk Credit quality indicator The primary credit quality indicator for HTM securities is the risk rating assigned to each security. At both September 30, 2021 and December 31, 2020, all HTM securities were rated investment grade and were current and accruing, with approximately 98% rated at least AA+. HTM securities – credit risk HTM securities – credit risk Credit quality indicator Credit quality indicator The primary credit quality indicator for HTM securities is the risk rating assigned to each security. At both September 30, 2021 and December 31, 2020, all HTM securities were rated investment grade and were current and accruing, with approximately 98% rated at least AA+. The primary credit quality indicator for HTM securities is the risk rating assigned to each security. At both September 30, 2021 and December 31, 2020, all HTM securities were rated investment grade and were current and accruing, with approximately 98% rated at least AA+. Allowance for credit losses The allowance for credit losses on investment securities was $73 million and $120 million as of September 30, 2021 and 2020, respectively. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for further discussion of accounting policies for AFS and HTM securities. Selected impacts of investment securities on the Consolidated statements of income Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Realized gains $ 60 $ 1,123 $ 481 $ 2,842 Realized losses (316) (650) (878) (2,110) Investment securities gains/(losses) $ (256) $ 473 $ (397) $ 732 Provision for credit losses $ (14) $ 97 $ (5) $ 110 Allowance for credit losses Allowance for credit losses The allowance for credit losses on investment securities was $73 million and $120 million as of September 30, 2021 and 2020, respectively. The allowance for credit losses on investment securities was $73 million and $120 million as of September 30, 2021 and 2020, respectively. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for further discussion of accounting policies for AFS and HTM securities. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for further discussion of accounting policies for AFS and HTM securities. Selected impacts of investment securities on the Consolidated statements of income Selected impacts of investment securities on the Consolidated statements of income Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Realized gains $ 60 $ 1,123 $ 481 $ 2,842 Realized losses (316) (650) (878) (2,110) Investment securities gains/(losses) $ (256) $ 473 $ (397) $ 732 Provision for credit losses $ (14) $ 97 $ (5) $ 110 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Realized gains $ 60 $ 1,123 $ 481 $ 2,842 Realized losses (316) (650) (878) (2,110) Investment securities gains/(losses) $ (256) $ 473 $ (397) $ 732 Provision for credit losses $ (14) $ 97 $ (5) $ 110 Contractual maturities and yields Contractual maturities and yields The following table presents the amortized cost and estimated fair value at September 30, 2021, of JPMorgan Chase’s investment securities portfolio by contractual maturity. The following table presents the amortized cost and estimated fair value at September 30, 2021, of JPMorgan Chase’s investment securities portfolio by contractual maturity. By remaining maturity September 30, 2021 (in millions) Due in one year or less Due after one year through five years Due after five years through 10 years Due after 10 years(b) Total Available-for-sale securities Mortgage-backed securities Amortized cost $ — $ 2,882 $ 5,326 $ 73,925 $ 82,133 Fair value — 2,916 5,650 73,988 82,554 Average yield(a) — % 1.47 % 1.79 % 2.33 % 2.26 % U.S. Treasury and government agencies Amortized cost $ 5,111 $ 88,001 $ 19,610 $ 8,505 $ 121,227 Fair value 5,150 88,082 19,581 8,658 121,471 Average yield(a) 1.28 % 0.53 % 0.68 % 0.50 % 0.58 % Obligations of U.S. states and municipalities Amortized cost $ 15 $ 167 $ 1,216 $ 15,073 $ 16,471 Fair value 16 172 1,277 16,050 17,515 Average yield(a) 3.91 % 4.37 % 4.88 % 5.01 % 4.99 % Non-U.S. government debt securities Amortized cost $ 6,750 $ 4,980 $ 3,811 $ 197 $ 15,738 Fair value 6,762 5,050 3,816 197 15,825 Average yield(a) 2.02 % 2.54 % 0.84 % 0.38 % 1.88 % Corporate debt securities Amortized cost $ — $ 233 $ 30 $ — $ 263 Fair value — 228 32 — 260 Average yield(a) — % 7.74 % 1.63 % — % 7.01 % Asset-backed securities Amortized cost $ 1,500 $ 1,076 $ 3,800 $ 7,528 $ 13,904 Fair value 1,500 1,081 3,807 7,577 13,965 Average yield(a) 1.19 % 1.93 % 1.27 % 1.26 % 1.31 % Total available-for-sale securities Amortized cost $ 13,376 $ 97,339 $ 33,793 $ 105,228 $ 249,736 Fair value 13,428 97,529 34,163 106,470 251,590 Average yield(a) 1.65 % 0.70 % 1.09 % 2.48 % 1.56 % Held-to-maturity securities Mortgage-backed securities Amortized cost $ — $ 1,029 $ 11,737 $ 99,091 $ 111,857 Fair value — 1,050 12,197 100,069 113,316 Average yield(a) — % 1.68 % 2.42 % 2.90 % 2.84 % U.S. Treasury and government agencies Amortized cost $ 14,376 $ 97,814 $ 70,178 $ — $ 182,368 Fair value 14,383 97,545 69,348 — 181,276 Average yield(a) 0.65 % 0.66 % 1.29 % — % 0.90 % Obligations of U.S. states and municipalities Amortized cost $ 35 $ 66 $ 1,059 $ 12,363 $ 13,523 Fair value 35 66 1,105 12,647 13,853 Average yield(a) 3.78 % 2.67 % 3.67 % 3.84 % 3.82 % Asset-backed securities Amortized cost $ — $ — $ 13,535 $ 22,329 $ 35,864 Fair value — — 13,592 22,356 35,948 Average yield(a) — % — % 1.19 % 1.25 % 1.23 % Total held-to-maturity securities Amortized cost $ 14,411 $ 98,909 $ 96,509 $ 133,783 $ 343,612 Fair value 14,418 98,661 96,242 135,072 344,393 Average yield(a) 0.66 % 0.67 % 1.44 % 2.71 % 1.68 % By remaining maturity September 30, 2021 (in millions) Due in one year or less Due after one year through five years Due after five years through 10 years Due after Due after 10 years(b) 10 years (b) Total Available-for-sale securities Mortgage-backed securities Amortized cost $ — $ 2,882 $ 5,326 $ 73,925 $ 82,133 Fair value — 2,916 5,650 73,988 82,554 Average yield(a) Average yield (a) — % 1.47 % 1.79 % 2.33 % 2.26 % U.S. Treasury and government agencies Amortized cost $ 5,111 $ 88,001 $ 19,610 $ 8,505 $ 121,227 Fair value 5,150 88,082 19,581 8,658 121,471 Average yield(a) Average yield (a) 1.28 % 0.53 % 0.68 % 0.50 % 0.58 % Obligations of U.S. states and municipalities Amortized cost $ 15 $ 167 $ 1,216 $ 15,073 $ 16,471 Fair value 16 172 1,277 16,050 17,515 Average yield(a) Average yield (a) 3.91 % 4.37 % 4.88 % 5.01 % 4.99 % Non-U.S. government debt securities Amortized cost $ 6,750 $ 4,980 $ 3,811 $ 197 $ 15,738 Fair value 6,762 5,050 3,816 197 15,825 Average yield(a) Average yield (a) 2.02 % 2.54 % 0.84 % 0.38 % 1.88 % Corporate debt securities Amortized cost $ — $ 233 $ 30 $ — $ 263 Fair value — 228 32 — 260 Average yield(a) Average yield (a) — % 7.74 % 1.63 % — % 7.01 % Asset-backed securities Amortized cost $ 1,500 $ 1,076 $ 3,800 $ 7,528 $ 13,904 Fair value 1,500 1,081 3,807 7,577 13,965 Average yield(a) Average yield (a) 1.19 % 1.93 % 1.27 % 1.26 % 1.31 % Total available-for-sale securities Amortized cost $ 13,376 $ 97,339 $ 33,793 $ 105,228 $ 249,736 Fair value 13,428 97,529 34,163 106,470 251,590 Average yield(a) Average yield (a) 1.65 % 0.70 % 1.09 % 2.48 % 1.56 % Held-to-maturity securities Mortgage-backed securities Amortized cost $ — $ 1,029 $ 11,737 $ 99,091 $ 111,857 Fair value — 1,050 12,197 100,069 113,316 Average yield(a) Average yield (a) — % 1.68 % 2.42 % 2.90 % 2.84 % U.S. Treasury and government agencies Amortized cost $ 14,376 $ 97,814 $ 70,178 $ — $ 182,368 Fair value 14,383 97,545 69,348 — 181,276 Average yield(a) Average yield (a) 0.65 % 0.66 % 1.29 % — % 0.90 % Obligations of U.S. states and municipalities Amortized cost $ 35 $ 66 $ 1,059 $ 12,363 $ 13,523 Fair value 35 66 1,105 12,647 13,853 Average yield(a) Average yield (a) 3.78 % 2.67 % 3.67 % 3.84 % 3.82 % Asset-backed securities Amortized cost $ — $ — $ 13,535 $ 22,329 $ 35,864 Fair value — — 13,592 22,356 35,948 Average yield(a) Average yield (a) — % — % 1.19 % 1.25 % 1.23 % Total held-to-maturity securities Amortized cost $ 14,411 $ 98,909 $ 96,509 $ 133,783 $ 343,612 Fair value 14,418 98,661 96,242 135,072 344,393 Average yield(a) Average yield (a) 0.66 % 0.67 % 1.44 % 2.71 % 1.68 % (a)Average yield is computed using the effective yield of each security owned at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and the effect of related hedging derivatives. Taxable-equivalent amounts are used where applicable. The effective yield excludes unscheduled principal prepayments; and accordingly, actual maturities of securities may differ from their contractual or expected maturities as certain securities may be prepaid. However, for certain callable debt securities, the average yield is calculated to the earliest call date. (a) Average yield is computed using the effective yield of each security owned at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and the effect of related hedging derivatives. Taxable-equivalent amounts are used where applicable. The effective yield excludes unscheduled principal prepayments; and accordingly, actual maturities of securities may differ from their contractual or expected maturities as certain securities may be prepaid. However, for certain callable debt securities, the average yield is calculated to the earliest call date. (b)Substantially all of the Firm’s U.S. residential MBS and collateralized mortgage obligations are due in 10 years or more, based on contractual maturity. The estimated weighted-average life, which reflects anticipated future prepayments, is approximately 6 years for agency residential MBS, 4 years for agency residential collateralized mortgage obligations and 3 years for nonagency residential collateralized mortgage obligations. (b) Substantially all of the Firm’s U.S. residential MBS and collateralized mortgage obligations are due in 10 years or more, based on contractual maturity. The estimated weighted-average life, which reflects anticipated future prepayments, is approximately 6 years for agency residential MBS, 4 years for agency residential collateralized mortgage obligations and 3 years for nonagency residential collateralized mortgage obligations. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |September 30, 2| |December 31, 20 (in millions) |Amortized cost(|Gross unrealize|Gross unrealize| Fair value| |Amortized cost(|Gross unrealize|Gross unrealize| Fair value Available-for-sale securities | | | | | | | | | | | Mortgage-backed securities: | | | | | | | | | | | U.S. GSEs and government agenc| $| 72,749| | $| 1,091| | $| 791| | | $| 73,049| | | $| 110,979| | $| 2,372| | $| 50| | | $| 113,301| Residential: | | | | | | | | | | | U.S. | 2,265| | 58| | —| | | 2,323| | | 6,246| | 224| | 3| | | 6,467| Non-U.S. | 4,014| | 36| | —| | | 4,050| | | 3,751| | 20| | 5| | | 3,766| Commercial | 3,102| | 41| | 11| | | 3,132| | | 2,819| | 71| | 34| | | 2,856| Total mortgage-backed securiti| 82,130| | 1,226| | 802| | | 82,554| | | 123,795| | 2,687| | 92| | | 126,390| U.S. Treasury and government a| 121,227| | 730| | 486| | | 121,471| | | 199,910| | 2,141| | 100| | | 201,951| Obligations of U.S. states and| 16,471| | 1,049| | 5| | | 17,515| | | 18,993| | 1,404| | 1| | | 20,396| | | | | | | | | | | | Non-U.S. government debt secur| 15,738| | 111| | 24| | | 15,825| | | 22,587| | 354| | 13| | | 22,928| Corporate debt securities | 263| | 6| | 9| | | 260| | | 215| | 4| | 3| | | 216| Asset-backed securities: | | | | | | | | | | | Collateralized loan obligation| 9,133| | 8| | 4| | | 9,137| | | 10,055| | 24| | 31| | | 10,048| Other | 4,771| | 59| | 2| | | 4,828| | | 6,174| | 91| | 16| | | 6,249| | | | | | | | | | | | | | | | | | | | | | | Total available-for-sale secur| 249,733| | 3,189| | 1,332| | | 251,590| | | 381,729| | 6,705| | 256| | | 388,178| Held-to-maturity securities(b)| | | | | | | | | | | Mortgage-backed securities: | | | | | | | | | | | U.S. GSEs and government agenc| 101,086| | 1,923| | 412| | | 102,597| | | 107,889| | 2,968| | 29| | | 110,828| U.S. Residential | 7,021| | 4| | 43| | | 6,982| | | 4,345| | 8| | 30| | | 4,323| Commercial | 3,738| | 20| | 21| | | 3,737| | | 2,602| | 77| | —| | | 2,679| Total mortgage-backed securiti| 111,845| | 1,947| | 476| | | 113,316| | | 114,836| | 3,053| | 59| | | 117,830| U.S. Treasury and government a| 182,368| | 133| | 1,225| | | 181,276| | | 53,184| | 50| | —| | | 53,234| Obligations of U.S. states and| 13,465| | 397| | 9| | | 13,853| | | 12,751| | 519| | —| | | 13,270| Asset-backed securities: | | | | | | | | | | | Collateralized loan obligation| 33,664| | 90| | 9| | | 33,745| | | 21,050| | 90| | 2| | | 21,138| Other | 2,200| | 4| | 1| | | 2,203| | | —| | —| | —| | | —| Total held-to-maturity securit| 343,542| | 2,571| | 1,720| | | 344,393| | | 201,821| | 3,712| | 61| | | 205,472| Total investment securities, n| $| 593,275| | $| 5,760| | $| 3,052| | | $| 595,983| | | $| 583,550| | $| 10,417| | $| 317| | | $| 593,650| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Available-for-s |Less than 12 mo| |12 months or mo| | September 30, 2021 (in million| Fair value|Gross unrealize| | Fair value|Gross unrealize|Total fair valu|Total gross unr Available-for-sale securities | | | | | | | Mortgage-backed securities: | | | | | | | | | | | | | | Residential: | | | | | | | U.S. | $| 72| | $| —| | | $| 31| | $| —| | $| 103| | $| —| Non-U.S. | 134| | —| | | —| | —| | 134| | —| Commercial | 250| | 5| | | 363| | 6| | 613| | 11| Total mortgage-backed securiti| 456| | 5| | | 394| | 6| | 850| | 11| | | | | | | | Obligations of U.S. states and| 271| | 5| | | —| | —| | 271| | 5| | | | | | | | Non-U.S. government debt secur| 5,031| | 17| | | 441| | 7| | 5,472| | 24| Corporate debt securities | 149| | 9| | | 40| | —| | 189| | 9| Asset-backed securities: | | | | | | | Collateralized loan obligation| 4,381| | 4| | | 270| | —| | 4,651| | 4| Other | 1,500| | —| | | 206| | 2| | 1,706| | 2| Total available-for-sale secur| $| 11,788| | $| 40| | | $| 1,351| | $| 15| | $| 13,139| | $| 55| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Available-for-s |Less than 12 mo| |12 months or mo| | December 31, 2020 (in millions| Fair value|Gross unrealize| | Fair value|Gross unrealize|Total fair valu|Total gross unr Available-for-sale securities | | | | | | | Mortgage-backed securities: | | | | | | | | | | | | | | Residential: | | | | | | | U.S. | $| 562| | $| 3| | | $| 32| | $| —| | $| 594| | $| 3| Non-U.S. | 2,507| | 4| | | 235| | 1| | 2,742| | 5| Commercial | 699| | 18| | | 124| | 16| | 823| | 34| Total mortgage-backed securiti| 3,768| | 25| | | 391| | 17| | 4,159| | 42| | | | | | | | Obligations of U.S. states and| 49| | 1| | | —| | —| | 49| | 1| | | | | | | | Non-U.S. government debt secur| 2,709| | 9| | | 968| | 4| | 3,677| | 13| Corporate debt securities | 91| | 3| | | 5| | —| | 96| | 3| Asset-backed securities: | | | | | | | Collateralized loan obligation| 5,248| | 18| | | 2,645| | 13| | 7,893| | 31| Other | 268| | 1| | | 685| | 15| | 953| | 16| Total available-for-sale secur| $| 12,133| | $| 57| | | $| 4,694| | $| 49| | $| 16,827| | $| 106| | | | | | | | | | | | | | | | | | | |Three months en| | |Nine months end (in millions) | 2021| 2020| | | 2021| 2020 Realized gains | $| 60| | $| 1,123| | | | $| 481| | $| 2,842| Realized losses | (316)| | (650)| | | | (878)| | (2,110)| | | | | | | | | | | | | Investment securities gains/(l| $| (256)| | $| 473| | | | $| (397)| | $| 732| | | | | | | Provision for credit losses | $| (14)| | $| 97| | | | $| (5)| | $| 110| | | | | | | | | | | | | | | | | | | | | | | | By remaining maturity Septembe|Due in one year|Due after one y|Due after five |Due after 10 ye| | Total| | | Available-for-sale securities | | | | | | | | | Mortgage-backed securities | | | | | | | | | Amortized cost | $| —| | $| 2,882| | $| 5,326| | $| 73,925| | | $| 82,133| | | | Fair value | —| | 2,916| | 5,650| | 73,988| | | 82,554| | | | Average yield(a) | —| %| 1.47| %| 1.79| %| 2.33| %| | 2.26| %| | | U.S. Treasury and government a| | | | | | | | | Amortized cost | $| 5,111| | $| 88,001| | $| 19,610| | $| 8,505| | | $| 121,227| | | | Fair value | 5,150| | 88,082| | 19,581| | 8,658| | | 121,471| | | | Average yield(a) | 1.28| %| 0.53| %| 0.68| %| 0.50| %| | 0.58| %| | | Obligations of U.S. states and| | | | | | | | | Amortized cost | $| 15| | $| 167| | $| 1,216| | $| 15,073| | | $| 16,471| | | | Fair value | 16| | 172| | 1,277| | 16,050| | | 17,515| | | | Average yield(a) | 3.91| %| 4.37| %| 4.88| %| 5.01| %| | 4.99| %| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Non-U.S. government debt secur| | | | | | | | | Amortized cost | $| 6,750| | $| 4,980| | $| 3,811| | $| 197| | | $| 15,738| | | | Fair value | 6,762| | 5,050| | 3,816| | 197| | | 15,825| | | | Average yield(a) | 2.02| %| 2.54| %| 0.84| %| 0.38| %| | 1.88| %| | | Corporate debt securities | | | | | | | | | Amortized cost | $| —| | $| 233| | $| 30| | $| —| | | $| 263| | | | Fair value | —| | 228| | 32| | —| | | 260| | | | Average yield(a) | —| %| 7.74| %| 1.63| %| —| %| | 7.01| %| | | Asset-backed securities | | | | | | | | | Amortized cost | $| 1,500| | $| 1,076| | $| 3,800| | $| 7,528| | | $| 13,904| | | | Fair value | 1,500| | 1,081| | 3,807| | 7,577| | | 13,965| | | | Average yield(a) | 1.19| %| 1.93| %| 1.27| %| 1.26| %| | 1.31| %| | | Total available-for-sale secur| | | | | | | | | Amortized cost | $| 13,376| | $| 97,339| | $| 33,793| | $| 105,228| | | $| 249,736| | | | Fair value | 13,428| | 97,529| | 34,163| | 106,470| | | 251,590| | | | Average yield(a) | 1.65| %| 0.70| %| 1.09| %| 2.48| %| | 1.56| %| | | Held-to-maturity securities | | | | | | | | | Mortgage-backed securities | | | | | | | | | Amortized cost | $| —| | $| 1,029| | $| 11,737| | $| 99,091| | | $| 111,857| | | | Fair value | —| | 1,050| | 12,197| | 100,069| | | 113,316| | | | Average yield(a) | —| %| 1.68| %| 2.42| %| 2.90| %| | 2.84| %| | | U.S. Treasury and government a| | | | | | | | | Amortized cost | $| 14,376| | $| 97,814| | $| 70,178| | $| —| | | $| 182,368| | | | Fair value | 14,383| | 97,545| | 69,348| | —| | | 181,276| | | | Average yield(a) | 0.65| %| 0.66| %| 1.29| %| —| %| | 0.90| %| | | Obligations of U.S. states and| | | | | | | | | Amortized cost | $| 35| | $| 66| | $| 1,059| | $| 12,363| | | $| 13,523| | | | Fair value | 35| | 66| | 1,105| | 12,647| | | 13,853| | | | Average yield(a) | 3.78| %| 2.67| %| 3.67| %| 3.84| %| | 3.82| %| | | Asset-backed securities | | | | | | | | | Amortized cost | $| —| | $| —| | $| 13,535| | $| 22,329| | | $| 35,864| | | | Fair value | —| | —| | 13,592| | 22,356| | | 35,948| | | | Average yield(a) | —| %| —| %| 1.19| %| 1.25| %| | 1.23| %| | | Total held-to-maturity securit| | | | | | | | | Amortized cost | $| 14,411| | $| 98,909| | $| 96,509| | $| 133,783| | | $| 343,612| | | | Fair value | 14,418| | 98,661| | 96,242| | 135,072| | | 344,393| | | | Average yield(a) | 0.66| %| 0.67| %| 1.44| %| 2.71| %| | 1.68| %| | | Calculation: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [jpm:ProceedsFromSaleOfMortgageLoans] = [17863000000.00] [debit]: validating [us-gaap:ProceedsFromSaleOfMortgageLoansHeldForSale] = [5000000.00] [debit]: validating [jpm:SecuritiesProceedsFromSaleOfMortgageLoans] = [17858000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [jpm:ProceedsFromSaleOfMortgageLoans] = [59822000000.00] [debit]: validating [us-gaap:ProceedsFromSaleOfMortgageLoansHeldForSale] = [27000000.00] [debit]: validating [jpm:SecuritiesProceedsFromSaleOfMortgageLoans] = [59795000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [jpm:ProceedsFromSaleOfMortgageLoans] = [28619000000.00] [debit]: validating [us-gaap:ProceedsFromSaleOfMortgageLoansHeldForSale] = [70000000.00] [debit]: validating [jpm:SecuritiesProceedsFromSaleOfMortgageLoans] = [28549000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [jpm:ProceedsFromSaleOfMortgageLoans] = [75441000000.00] [debit]: validating [us-gaap:ProceedsFromSaleOfMortgageLoansHeldForSale] = [110000000.00] [debit]: validating [jpm:SecuritiesProceedsFromSaleOfMortgageLoans] = [75331000000.00] [debit]: Definition: [240934067 - Disclosure - Variable Interest Entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details)] [us-gaap:VariableInterestEntityLineItems] = [none]: [jpm:SummaryOfLoanSaleActivitiesAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:MortgageLoanRelatedToPropertySales1] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ProceedsFromSaleOfMortgageLoansHeldForSale] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:SecuritiesProceedsFromSaleOfMortgageLoans] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:ProceedsFromSaleOfMortgageLoans] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:GainLossOnSaleOfMortgageLoans] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:ScheduleOfVariableInterestEntitiesTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [srt:ConsolidatedEntitiesAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: Presentation: [240934067 - Disclosure - Variable Interest Entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details)] [us-gaap:ScheduleOfVariableInterestEntitiesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:SummaryOfLoanSaleActivitiesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:MortgageLoanRelatedToPropertySales1] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ProceedsFromSaleOfMortgageLoansHeldForSale] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:SecuritiesProceedsFromSaleOfMortgageLoans] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:ProceedsFromSaleOfMortgageLoans] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:GainLossOnSaleOfMortgageLoans] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Schedule of Variable Interest Entities [Table] Summary of loan sale activities Carrying value of loans sold Nonconsolidated entities (Consolidated Entities [Axis]) | 18065000000 [credit] USD Proceeds received from loan sales as cash Nonconsolidated entities (Consolidated Entities [Axis]) | 5000000 [ debit] USD Proceeds from loans sales as securities Nonconsolidated entities (Consolidated Entities [Axis]) | 17858000000 [ debit] USD Total proceeds received from loan sales Nonconsolidated entities (Consolidated Entities [Axis]) | 17863000000 [ debit] [tot] USD Gains/(losses) on loan sales Nonconsolidated entities (Consolidated Entities [Axis]) | 0 [credit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Variable Interest Entities [Table] Summary of loan sale activities Carrying value of loans sold Nonconsolidated entities (Consolidated Entities [Axis]) | 60447000000 [credit] USD Proceeds received from loan sales as cash Nonconsolidated entities (Consolidated Entities [Axis]) | 27000000 [ debit] USD Proceeds from loans sales as securities Nonconsolidated entities (Consolidated Entities [Axis]) | 59795000000 [ debit] USD Total proceeds received from loan sales Nonconsolidated entities (Consolidated Entities [Axis]) | 59822000000 [ debit] [tot] USD Gains/(losses) on loan sales Nonconsolidated entities (Consolidated Entities [Axis]) | 6000000 [credit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Variable Interest Entities [Table] Summary of loan sale activities Carrying value of loans sold Nonconsolidated entities (Consolidated Entities [Axis]) | 29033000000 [credit] USD Proceeds received from loan sales as cash Nonconsolidated entities (Consolidated Entities [Axis]) | 70000000 [ debit] USD Proceeds from loans sales as securities Nonconsolidated entities (Consolidated Entities [Axis]) | 28549000000 [ debit] USD Total proceeds received from loan sales Nonconsolidated entities (Consolidated Entities [Axis]) | 28619000000 [ debit] [tot] USD Gains/(losses) on loan sales Nonconsolidated entities (Consolidated Entities [Axis]) | 0 [credit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Variable Interest Entities [Table] Summary of loan sale activities Carrying value of loans sold Nonconsolidated entities (Consolidated Entities [Axis]) | 76639000000 [credit] USD Proceeds received from loan sales as cash Nonconsolidated entities (Consolidated Entities [Axis]) | 110000000 [ debit] USD Proceeds from loans sales as securities Nonconsolidated entities (Consolidated Entities [Axis]) | 75331000000 [ debit] USD Total proceeds received from loan sales Nonconsolidated entities (Consolidated Entities [Axis]) | 75441000000 [ debit] [tot] USD Gains/(losses) on loan sales Nonconsolidated entities (Consolidated Entities [Axis]) | 4000000 [credit] USD Presentation: [210821012 - Disclosure - Allowance for Credit Losses] [us-gaap:CreditLossAbstract] = [none]: [us-gaap:AllowanceForCreditLossesTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Credit Loss [Abstract] Allowance for Credit Losses | Allowance for credit losses The Firm's allowance for credit losses represents management's estimate of expected credit losses over the remaining expected life of the Firm's financial assets measured at amortized cost and certain off-balance sheet lending-related commitments. Refer to Note 13 of JPMorgan Chase's 2020 Form 10-K for a detailed discussion of the allowance for credit losses and the related accounting policies. Allowance for credit losses and related information The table below summarizes information about the allowances for loan losses and lending-related commitments, and includes a breakdown of loans and lending-related commitments by impairment methodology. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for further information on the allowance for credit losses on investment securities. 2021 2020 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 3,636 $ 17,800 $ 6,892 $ 28,328 $ 2,538 $ 5,683 $ 4,902 $ 13,123 Cumulative effect of a change in accounting principle NA NA NA NA 297 5,517 (1,642) 4,172 Gross charge-offs 452 2,957 187 3,596 620 4,104 641 5,365 Gross recoveries collected (470) (724) (87) (1,281) (483) (585) (88) (1,156) Net charge-offs/(recoveries) (18) 2,233 100 2,315 137 3,519 553 4,209 Provision for loan losses (1,778) (3,917) (2,162) (7,857) 1,803 10,119 5,802 17,724 Other (2) — (4) (6) 1 — 3 4 Ending balance at September 30, $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Allowance for lending-related commitments Beginning balance at January 1, $ 187 $ — $ 2,222 $ 2,409 $ 12 $ — $ 1,179 $ 1,191 Cumulative effect of a change in accounting principle NA NA NA NA 133 — (35) 98 Provision for lending-related commitments (45) — (61) (106) 71 — 1,464 1,535 Other — — 2 2 — — (1) (1) Ending balance at September 30, $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Total allowance for credit losses(a) $ 2,016 $ 11,650 $ 6,789 $ 20,455 $ 4,718 $ 17,800 $ 11,119 $ 33,637 Allowance for loan losses by impairment methodology Asset-specific(b) $ (571) $ 383 $ 357 $ 169 $ 228 $ 652 $ 792 $ 1,672 Portfolio-based 2,445 11,267 4,269 17,981 4,274 17,148 7,720 29,142 Total allowance for loan losses $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Loans by impairment methodology Asset-specific(b) $ 14,464 $ 1,083 $ 2,330 $ 17,877 $ 16,888 $ 1,432 $ 3,856 $ 22,176 Portfolio-based 283,844 142,083 530,456 956,383 288,218 138,158 496,985 923,361 Total retained loans $ 298,308 $ 143,166 $ 532,786 $ 974,260 $ 305,106 $ 139,590 $ 500,841 $ 945,537 Collateral-dependent loans Net charge-offs $ 26 $ — $ 9 $ 35 $ 109 $ — $ 22 $ 131 Loans measured at fair value of collateral less cost to sell 4,460 — 364 4,824 4,517 — 130 4,647 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 129 $ 129 $ — $ — $ 109 $ 109 Portfolio-based 142 — 2,034 2,176 216 — 2,498 2,714 Total allowance for lending-related commitments(c) $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 641 $ 641 $ — $ — $ 607 $ 607 Portfolio-based(d) 36,819 — 457,548 494,367 35,587 — 416,267 (d) 451,854 Total lending-related commitments $ 36,819 $ — $ 458,189 $ 495,008 $ 35,587 $ — $ 416,874 $ 452,461 (a)Excludes the allowance for credit losses on investment securities of $73 million and $120 million as of September 30, 2021 and 2020, respectively. (b)Includes collateral dependent loans, including those considered TDRs and those for which foreclosure is deemed probable, modified PCD loans and non-collateral dependent loans that have been modified or are reasonably expected to be modified in a TDR. Also includes risk-rated loans that have been placed on nonaccrual status for the wholesale portfolio segment. The asset-specific credit card allowance for loans modified, or reasonably expected to be modified, in a TDR is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates. (c)The allowance for lending-related commitments is reported in accounts payable and other liabilities on the Consolidated balance sheets. (d)At September 30, 2021 and 2020, lending-related commitments excluded $19.9 billion and $10.8 billion, respectively, for the consumer, excluding credit card portfolio segment; $710.6 billion and $662.9 billion, respectively, for the credit card portfolio segment; and $41.0 billion and $24.4 billion, respectively, for the wholesale portfolio segment, which were not subject to the allowance for lending-related commitments. Prior-period amount for wholesale lending-related commitments, including the amount not subject to allowance, has been revised to conform with the current presentation. Discussion of changes in the allowance The allowance for credit losses as of September 30, 2021 was $20.5 billion, a decrease from $30.8 billion at December 31, 2020. The decrease in the allowance for credit losses reflected: •an $8.0 billion reduction in consumer, predominantly in the credit card portfolio, reflecting improvements in the Firm's macroeconomic outlook; and •a $2.3 billion net reduction in wholesale, across the LOBs, reflecting improvements in the Firm's macroeconomic outlook. The COVID-19 pandemic has stressed many MEVs used in the Firm's allowance estimate which has created challenges in the use of modeled credit loss estimates, increased the reliance on management judgment, and resulted in adjustments to appropriately address the economic circumstances. These adjustments continued through the third quarter of 2021, although to a lesser extent than experienced during 2020. The U.S. economy has continued to improve despite the ongoing impact of the COVID-19 pandemic, with the benefits of vaccination resulting in improvements in the Firm's macroeconomic outlook, particularly in the adverse scenarios. However, uncertainties remain, including the impact that additional waves and variants of COVID-19 may have on the pace of economic growth, the strength of underlying labor markets with the expiration of government assistance programs, and the potential for changes in consumer behavior that could have longer term impacts on certain sectors. As a result of these uncertainties, the Firm retained meaningful weighting on its adverse scenarios in the third quarter of 2021, in line with the second quarter of 2021, but to a lesser extent than the fourth quarter of 2020. These adverse scenarios incorporate more punitive macroeconomic factors than the central case assumptions outlined below, resulting in a weighted average U.S. unemployment rate near 7% into the first quarter of 2022 and falling below 6% in the third quarter of 2022, and a weighted average cumulative change in U.S. GDP of 3.8% in the fourth quarter of 2022. The Firm’s central case assumptions reflected U.S. unemployment rates and U.S. real GDP as follows: Assumptions at September 30, 2021 4Q21 2Q22 4Q22 U.S. unemployment rate(a) 5.1 % 4.4 % 4.1 % Cumulative change in U.S. real GDP from 12/31/2019 3.3 % 5.0 % 6.2 % Assumptions at December 31, 2020 2Q21 4Q21 2Q22 U.S. unemployment rate(a) 6.8 % 5.7 % 5.1 % Cumulative change in U.S. real GDP from 12/31/2019 (1.9) % 0.6 % 2.0 % (a)Reflects quarterly average of forecasted U.S. unemployment rate. Subsequent changes to this forecast and related estimates will be reflected in the provision for credit losses in future periods. The Firm's allowance for credit losses represents management's estimate of expected credit losses over the remaining expected life of the Firm's financial assets measured at amortized cost and certain off-balance sheet lending-related commitments. The Firm's allowance for credit losses represents management's estimate of expected credit losses over the remaining expected life of the Firm's financial assets measured at amortized cost and certain off-balance sheet lending-related commitments. Refer to Note 13 of JPMorgan Chase's 2020 Form 10-K for a detailed discussion of the allowance for credit losses and the related accounting policies. Refer to Note 13 of JPMorgan Chase's 2020 Form 10-K for a detailed discussion of the allowance for credit losses and the related accounting policies. Allowance for credit losses and related information Allowance for credit losses and related information The table below summarizes information about the allowances for loan losses and lending-related commitments, and includes a breakdown of loans and lending-related commitments by impairment methodology. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for further information on the allowance for credit losses on investment securities. The table below summarizes information about the allowances for loan losses and lending-related commitments, and includes a breakdown of loans and lending-related commitments by impairment methodology. Refer to Note 10 of JPMorgan Chase’s 2020 Form 10-K for further information on the allowance for credit losses on investment securities. 2021 2020 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 3,636 $ 17,800 $ 6,892 $ 28,328 $ 2,538 $ 5,683 $ 4,902 $ 13,123 Cumulative effect of a change in accounting principle NA NA NA NA 297 5,517 (1,642) 4,172 Gross charge-offs 452 2,957 187 3,596 620 4,104 641 5,365 Gross recoveries collected (470) (724) (87) (1,281) (483) (585) (88) (1,156) Net charge-offs/(recoveries) (18) 2,233 100 2,315 137 3,519 553 4,209 Provision for loan losses (1,778) (3,917) (2,162) (7,857) 1,803 10,119 5,802 17,724 Other (2) — (4) (6) 1 — 3 4 Ending balance at September 30, $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Allowance for lending-related commitments Beginning balance at January 1, $ 187 $ — $ 2,222 $ 2,409 $ 12 $ — $ 1,179 $ 1,191 Cumulative effect of a change in accounting principle NA NA NA NA 133 — (35) 98 Provision for lending-related commitments (45) — (61) (106) 71 — 1,464 1,535 Other — — 2 2 — — (1) (1) Ending balance at September 30, $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Total allowance for credit losses(a) $ 2,016 $ 11,650 $ 6,789 $ 20,455 $ 4,718 $ 17,800 $ 11,119 $ 33,637 Allowance for loan losses by impairment methodology Asset-specific(b) $ (571) $ 383 $ 357 $ 169 $ 228 $ 652 $ 792 $ 1,672 Portfolio-based 2,445 11,267 4,269 17,981 4,274 17,148 7,720 29,142 Total allowance for loan losses $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Loans by impairment methodology Asset-specific(b) $ 14,464 $ 1,083 $ 2,330 $ 17,877 $ 16,888 $ 1,432 $ 3,856 $ 22,176 Portfolio-based 283,844 142,083 530,456 956,383 288,218 138,158 496,985 923,361 Total retained loans $ 298,308 $ 143,166 $ 532,786 $ 974,260 $ 305,106 $ 139,590 $ 500,841 $ 945,537 Collateral-dependent loans Net charge-offs $ 26 $ — $ 9 $ 35 $ 109 $ — $ 22 $ 131 Loans measured at fair value of collateral less cost to sell 4,460 — 364 4,824 4,517 — 130 4,647 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 129 $ 129 $ — $ — $ 109 $ 109 Portfolio-based 142 — 2,034 2,176 216 — 2,498 2,714 Total allowance for lending-related commitments(c) $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 641 $ 641 $ — $ — $ 607 $ 607 Portfolio-based(d) 36,819 — 457,548 494,367 35,587 — 416,267 (d) 451,854 Total lending-related commitments $ 36,819 $ — $ 458,189 $ 495,008 $ 35,587 $ — $ 416,874 $ 452,461 2021 2021 2020 2020 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 3,636 $ 17,800 $ 6,892 $ 28,328 $ 2,538 $ 5,683 $ 4,902 $ 13,123 Cumulative effect of a change in accounting principle Cumulative effect of a change in accounting principle NA NA NA NA 297 5,517 (1,642) 4,172 Gross charge-offs 452 2,957 187 3,596 620 4,104 641 5,365 Gross recoveries collected (470) (724) (87) (1,281) (483) (585) (88) (1,156) Net charge-offs/(recoveries) (18) 2,233 100 2,315 137 3,519 553 4,209 Provision for loan losses (1,778) (3,917) (2,162) (7,857) 1,803 10,119 5,802 17,724 Other Other (2) — (4) (6) 1 — 3 4 Ending balance at September 30, $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Allowance for lending-related commitments Allowance for lending-related commitments Beginning balance at January 1, Beginning balance at January 1, $ 187 $ — $ 2,222 $ 2,409 $ 12 $ — $ 1,179 $ 1,191 Cumulative effect of a change in accounting principle Cumulative effect of a change in accounting principle NA NA NA NA 133 — (35) 98 Provision for lending-related commitments Provision for lending-related commitments (45) — (61) (106) 71 — 1,464 1,535 Other Other — — 2 2 — — (1) (1) Ending balance at September 30, $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Total allowance for credit losses(a) Total allowance for credit losses (a) $ 2,016 $ 11,650 $ 6,789 $ 20,455 $ 4,718 $ 17,800 $ 11,119 $ 33,637 Allowance for loan losses by impairment methodology Allowance for loan losses by impairment methodology Asset-specific(b) Asset-specific (b) $ (571) $ 383 $ 357 $ 169 $ 228 $ 652 $ 792 $ 1,672 Portfolio-based 2,445 11,267 4,269 17,981 4,274 17,148 7,720 29,142 Total allowance for loan losses $ 1,874 $ 11,650 $ 4,626 $ 18,150 $ 4,502 $ 17,800 $ 8,512 $ 30,814 Loans by impairment methodology Asset-specific(b) Asset-specific (b) $ 14,464 $ 1,083 $ 2,330 $ 17,877 $ 16,888 $ 1,432 $ 3,856 $ 22,176 Portfolio-based 283,844 142,083 530,456 956,383 288,218 138,158 496,985 923,361 Total retained loans $ 298,308 $ 143,166 $ 532,786 $ 974,260 $ 305,106 $ 139,590 $ 500,841 $ 945,537 Collateral-dependent loans Collateral-dependent loans Net charge-offs $ 26 $ — $ 9 $ 35 $ 109 $ — $ 22 $ 131 Loans measured at fair value of collateral less cost to sell Loans measured at fair value of collateral less cost to sell 4,460 — 364 4,824 4,517 — 130 4,647 Allowance for lending-related commitments by impairment methodology Allowance for lending-related commitments by impairment methodology Asset-specific Asset-specific $ — $ — $ 129 $ 129 $ — $ — $ 109 $ 109 Portfolio-based Portfolio-based 142 — 2,034 2,176 216 — 2,498 2,714 Total allowance for lending-related commitments(c) Total allowance for lending-related commitments (c) $ 142 $ — $ 2,163 $ 2,305 $ 216 $ — $ 2,607 $ 2,823 Lending-related commitments by impairment methodology Lending-related commitments by impairment methodology Asset-specific Asset-specific $ — $ — $ 641 $ 641 $ — $ — $ 607 $ 607 Portfolio-based(d) Portfolio-based (d) 36,819 — 457,548 494,367 35,587 — 416,267 (d) (d) 451,854 Total lending-related commitments Total lending-related commitments $ 36,819 $ — $ 458,189 $ 495,008 $ 35,587 $ — $ 416,874 $ 452,461 (a)Excludes the allowance for credit losses on investment securities of $73 million and $120 million as of September 30, 2021 and 2020, respectively. (a) Excludes the allowance for credit losses on investment securities of $73 million and $120 million as of September 30, 2021 and 2020, respectively. (b)Includes collateral dependent loans, including those considered TDRs and those for which foreclosure is deemed probable, modified PCD loans and non-collateral dependent loans that have been modified or are reasonably expected to be modified in a TDR. Also includes risk-rated loans that have been placed on nonaccrual status for the wholesale portfolio segment. The asset-specific credit card allowance for loans modified, or reasonably expected to be modified, in a TDR is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates. (b) Includes collateral dependent loans, including those considered TDRs and those for which foreclosure is deemed probable, modified PCD loans and non-collateral dependent loans that have been modified or are reasonably expected to be modified in a TDR. Also includes risk-rated loans that have been placed on nonaccrual status for the wholesale portfolio segment. The asset-specific credit card allowance for loans modified, or reasonably expected to be modified, in a TDR is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates. (c)The allowance for lending-related commitments is reported in accounts payable and other liabilities on the Consolidated balance sheets. (c) The allowance for lending-related commitments is reported in accounts payable and other liabilities on the Consolidated balance sheets. (d)At September 30, 2021 and 2020, lending-related commitments excluded $19.9 billion and $10.8 billion, respectively, for the consumer, excluding credit card portfolio segment; $710.6 billion and $662.9 billion, respectively, for the credit card portfolio segment; and $41.0 billion and $24.4 billion, respectively, for the wholesale portfolio segment, which were not subject to the allowance for lending-related commitments. Prior-period amount for wholesale lending-related commitments, including the amount not subject to allowance, has been revised to conform with the current presentation. (d) At September 30, 2021 and 2020, lending-related commitments excluded $19.9 billion and $10.8 billion, respectively, for the consumer, excluding credit card portfolio segment; $710.6 billion and $662.9 billion, respectively, for the credit card portfolio segment; and $41.0 billion and $24.4 billion, respectively, for the wholesale portfolio segment, which were not subject to the allowance for lending-related commitments. Prior-period amount for wholesale lending-related commitments, including the amount not subject to allowance, has been revised to conform with the current presentation. Discussion of changes in the allowance Discussion of changes in the allowance The allowance for credit losses as of September 30, 2021 was $20.5 billion, a decrease from $30.8 billion at December 31, 2020. The decrease in the allowance for credit losses reflected: The allowance for credit losses as of September 30, 2021 was $20.5 billion, a decrease from $30.8 billion at December 31, 2020. The decrease in the allowance for credit losses reflected: •an $8.0 billion reduction in consumer, predominantly in the credit card portfolio, reflecting improvements in the Firm's macroeconomic outlook; and • an $8.0 billion reduction in consumer, predominantly in the credit card portfolio, reflecting improvements in the Firm's macroeconomic outlook; and •a $2.3 billion net reduction in wholesale, across the LOBs, reflecting improvements in the Firm's macroeconomic outlook. • a $2.3 billion net reduction in wholesale, across the LOBs, reflecting improvements in the Firm's macroeconomic outlook. The COVID-19 pandemic has stressed many MEVs used in the Firm's allowance estimate which has created challenges in the use of modeled credit loss estimates, increased the reliance on management judgment, and resulted in adjustments to appropriately address the economic circumstances. These adjustments continued through the third quarter of 2021, although to a lesser extent than experienced during 2020. The COVID-19 pandemic has stressed many MEVs used in the Firm's allowance estimate which has created challenges in the use of modeled credit loss estimates, increased the reliance on management judgment, and resulted in adjustments to appropriately address the economic circumstances. These adjustments continued through the third quarter of 2021, although to a lesser extent than experienced during 2020. The U.S. economy has continued to improve despite the ongoing impact of the COVID-19 pandemic, with the benefits of vaccination resulting in improvements in the Firm's macroeconomic outlook, particularly in the adverse scenarios. However, uncertainties remain, including the impact that additional waves and variants of COVID-19 may have on the pace of economic growth, the strength of underlying labor markets with the expiration of government assistance programs, and the potential for changes in consumer behavior that could have longer term impacts on certain sectors. As a result of these uncertainties, the Firm retained meaningful weighting on its adverse scenarios in the third quarter of 2021, in line with the second quarter of 2021, but to a lesser extent than the fourth quarter of 2020. These adverse scenarios incorporate more punitive macroeconomic factors than the central case assumptions outlined below, resulting in a weighted average U.S. unemployment rate near 7% into the first quarter of 2022 and falling below 6% in the third quarter of 2022, and a weighted average cumulative change in U.S. GDP of 3.8% in the fourth quarter of 2022. The U.S. economy has continued to improve despite the ongoing impact of the COVID-19 pandemic, with the benefits of vaccination resulting in improvements in the Firm's macroeconomic outlook, particularly in the adverse scenarios. However, uncertainties remain, including the impact that additional waves and variants of COVID-19 may have on the pace of economic growth, the strength of underlying labor markets with the expiration of government assistance programs, and the potential for changes in consumer behavior that could have longer term impacts on certain sectors. As a result of these uncertainties, the Firm retained meaningful weighting on its adverse scenarios in the third quarter of 2021, in line with the second quarter of 2021, but to a lesser extent than the fourth quarter of 2020. These adverse scenarios incorporate more punitive macroeconomic factors than the central case assumptions outlined below, resulting in a weighted average U.S. unemployment rate near 7% into the first quarter of 2022 and falling below 6% in the third quarter of 2022, and a weighted average cumulative change in U.S. GDP of 3.8% in the fourth quarter of 2022. The Firm’s central case assumptions reflected U.S. unemployment rates and U.S. real GDP as follows: The Firm’s central case assumptions reflected U.S. unemployment rates and U.S. real GDP as follows : Assumptions at September 30, 2021 4Q21 2Q22 4Q22 U.S. unemployment rate(a) 5.1 % 4.4 % 4.1 % Cumulative change in U.S. real GDP from 12/31/2019 3.3 % 5.0 % 6.2 % Assumptions at December 31, 2020 2Q21 4Q21 2Q22 U.S. unemployment rate(a) 6.8 % 5.7 % 5.1 % Cumulative change in U.S. real GDP from 12/31/2019 (1.9) % 0.6 % 2.0 % Assumptions at September 30, 2021 4Q21 2Q22 4Q22 U.S. unemployment rate(a) U.S. unemployment rate (a) 5.1 % 4.4 % 4.1 % Cumulative change in U.S. real GDP from 12/31/2019 3.3 % 5.0 % 6.2 % Assumptions at December 31, 2020 2Q21 4Q21 2Q22 U.S. unemployment rate(a) U.S. unemployment rate (a) 6.8 % 5.7 % 5.1 % Cumulative change in U.S. real GDP from 12/31/2019 (1.9) % 0.6 % 2.0 % (a)Reflects quarterly average of forecasted U.S. unemployment rate. (a) Reflects quarterly average of forecasted U.S. unemployment rate. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 2021| | 2020 Nine months ended September 30|Consumer, exclu| Credit card| Wholesale| | Total| |Consumer, exclu| Credit card| Wholesale| | Total Allowance for loan losses | | | | | | | | | | | Beginning balance at January 1| $| 3,636| | $| 17,800| | $| 6,892| | | $| 28,328| | | $| 2,538| | $| 5,683| | $| 4,902| | | $| 13,123| Cumulative effect of a change | NA| NA| NA| | NA| | 297| | 5,517| | (1,642)| | | 4,172| Gross charge-offs | 452| | 2,957| | 187| | | 3,596| | | 620| | 4,104| | 641| | | 5,365| Gross recoveries collected | (470)| | (724)| | (87)| | | (1,281)| | | (483)| | (585)| | (88)| | | (1,156)| Net charge-offs/(recoveries) | (18)| | 2,233| | 100| | | 2,315| | | 137| | 3,519| | 553| | | 4,209| Provision for loan losses | (1,778)| | (3,917)| | (2,162)| | | (7,857)| | | 1,803| | 10,119| | 5,802| | | 17,724| Other | (2)| | —| | (4)| | | (6)| | | 1| | —| | 3| | | 4| Ending balance at September 30| $| 1,874| | $| 11,650| | $| 4,626| | | $| 18,150| | | $| 4,502| | $| 17,800| | $| 8,512| | | $| 30,814| | | | | | | | | | | | Allowance for lending-related | | | | | | | | | | | Beginning balance at January 1| $| 187| | $| —| | $| 2,222| | | $| 2,409| | | $| 12| | $| —| | $| 1,179| | | $| 1,191| Cumulative effect of a change | NA| NA| NA| | NA| | 133| | —| | (35)| | | 98| Provision for lending-related | (45)| | —| | (61)| | | (106)| | | 71| | —| | 1,464| | | 1,535| Other | —| | —| | 2| | | 2| | | —| | —| | (1)| | | (1)| Ending balance at September 30| $| 142| | $| —| | $| 2,163| | | $| 2,305| | | $| 216| | $| —| | $| 2,607| | | $| 2,823| | | | | | | | | | | | Total allowance for credit los| $| 2,016| | $| 11,650| | $| 6,789| | | $| 20,455| | | $| 4,718| | $| 17,800| | $| 11,119| | | $| 33,637| | | | | | | | | | | | Allowance for loan losses by i| | | | | | | | | | | Asset-specific(b) | $| (571)| | $| 383| | $| 357| | | $| 169| | | $| 228| | $| 652| | $| 792| | | $| 1,672| Portfolio-based | 2,445| | 11,267| | 4,269| | | 17,981| | | 4,274| | 17,148| | 7,720| | | 29,142| Total allowance for loan losse| $| 1,874| | $| 11,650| | $| 4,626| | | $| 18,150| | | $| 4,502| | $| 17,800| | $| 8,512| | | $| 30,814| | | | | | | | | | | | Loans by impairment methodolog| | | | | | | | | | | Asset-specific(b) | $| 14,464| | $| 1,083| | $| 2,330| | | $| 17,877| | | $| 16,888| | $| 1,432| | $| 3,856| | | $| 22,176| Portfolio-based | 283,844| | 142,083| | 530,456| | | 956,383| | | 288,218| | 138,158| | 496,985| | | 923,361| Total retained loans | $| 298,308| | $| 143,166| | $| 532,786| | | $| 974,260| | | $| 305,106| | $| 139,590| | $| 500,841| | | $| 945,537| | | | | | | | | | | | Collateral-dependent loans | | | | | | | | | | | Net charge-offs | $| 26| | $| —| | $| 9| | | $| 35| | | $| 109| | $| —| | $| 22| | | $| 131| Loans measured at fair value o| 4,460| | —| | 364| | | 4,824| | | 4,517| | —| | 130| | | 4,647| | | | | | | | | | | | Allowance for lending-related | | | | | | | | | | | Asset-specific | $| —| | $| —| | $| 129| | | $| 129| | | $| —| | $| —| | $| 109| | | $| 109| Portfolio-based | 142| | —| | 2,034| | | 2,176| | | 216| | —| | 2,498| | | 2,714| Total allowance for lending-re| $| 142| | $| —| | $| 2,163| | | $| 2,305| | | $| 216| | $| —| | $| 2,607| | | $| 2,823| | | | | | | | | | | | Lending-related commitments by| | | | | | | | | | | Asset-specific | $| —| | $| —| | $| 641| | | $| 641| | | $| —| | $| —| | $| 607| | | $| 607| Portfolio-based(d) | 36,819| | —| | 457,548| | | 494,367| | | 35,587| | —| | 416,267| | (d)| 451,854| Total lending-related commitme| $| 36,819| | $| —| | $| 458,189| | | $| 495,008| | | $| 35,587| | $| —| | $| 416,874| | | $| 452,461| | | | | | | | | | | | |Assumptions at | 4Q21| 2Q22| 4Q22 U.S. unemployment rate(a) | 5.1| %| 4.4| %| 4.1| % Cumulative change in U.S. real| 3.3| %| 5.0| %| 6.2| % |Assumptions at | 2Q21| 4Q21| 2Q22 U.S. unemployment rate(a) | 6.8| %| 5.7| %| 5.1| % Cumulative change in U.S. real| (1.9)| %| 0.6| %| 2.0| % Presentation: [210011001 - Disclosure - Basis of Presentation] [us-gaap:OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract] = [none]: [us-gaap:OrganizationConsolidationAndPresentationOfFinancialStatementsDisclosureTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Organization, Consolidation and Presentation of Financial Statements [Abstract] Basis of Presentation | Basis of presentation JPMorgan Chase & Co. (“JPMorgan Chase” or the “Firm”), a financial holding company incorporated under Delaware law in 1968, is a leading financial services firm based in the U.S., with operations worldwide. The Firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing and asset management. Refer to Note 25 for a further discussion of the Firm’s business segments. The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to U.S. GAAP. Additionally, where applicable, the policies conform to the accounting and reporting guidelines prescribed by regulatory authorities. The unaudited Consolidated Financial Statements prepared in conformity with U.S. GAAP require management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenue and expense, and the disclosures of contingent assets and liabilities. Actual results could be different from these estimates. In the opinion of management, all normal, recurring adjustments have been included such that this interim financial information is fairly stated. These unaudited Consolidated Financial Statements should be read in conjunction with the audited Consolidated Financial Statements, and related notes thereto, included in JPMorgan Chase’s 2020 Form 10-K. Certain amounts reported in prior periods have been reclassified to conform with the current presentation, including certain deferred investment tax credits. In the first quarter of 2021 the Firm reclassified certain deferred investment tax credits from accounts payable and other liabilities to other assets to be a reduction to the carrying value of the associated tax-oriented investments. The reclassification also resulted in an increase in income tax expense and a corresponding increase in other income, with no effect on net income. Prior-period amounts have been revised to conform with the current presentation, including the Firm’s effective income tax rate. The reclassification did not change the Firm’s results of operations on a managed basis. Consolidation The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity. Refer to Notes 1 and 14 of JPMorgan Chase’s 2020 Form 10-K for a further description of JPMorgan Chase’s accounting policies regarding consolidation. Offsetting assets and liabilities U.S. GAAP permits entities to present derivative receivables and derivative payables with the same counterparty and the related cash collateral receivables and payables on a net basis on the Consolidated balance sheets when a legally enforceable master netting agreement exists. U.S. GAAP also permits securities financing activities to be presented on a net basis when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances when the specified conditions are met. Refer to Note 1 of JPMorgan Chase’s 2020 Form 10-K for further information on offsetting assets and liabilities. Income tax expense The Firm’s effective tax rate was 17.2% and 19.1% for the three and nine months ended September 30, 2021, respectively, and 19.8% and 17.7% for the three and nine months ended September 30, 2020, respectively. The effective tax rate for the three and nine months ended September 30, 2021 reflects the recognition of an income tax benefit of $566 million related to finalizing the Firm’s 2020 U.S. federal tax return, which reduced the Firm’s effective tax rate by 4.0% and 1.2% respectively. The tax benefit included state and local impacts of federal tax method changes and a reduction in the valuation allowance for U.S. foreign tax credits. Refer to Note 25 of JPMorgan Chase’s 2020 Form 10-K for further information. JPMorgan Chase & Co. (“JPMorgan Chase” or the “Firm”), a financial holding company incorporated under Delaware law in 1968, is a leading financial services firm based in the U.S., with operations worldwide. The Firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing and asset management. Refer to Note 25 for a further discussion of the Firm’s business segments. The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to U.S. GAAP. Additionally, where applicable, the policies conform to the accounting and reporting guidelines prescribed by regulatory authorities. The unaudited Consolidated Financial Statements prepared in conformity with U.S. GAAP require management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenue and expense, and the disclosures of contingent assets and liabilities. Actual results could be different from these estimates. In the opinion of management, all normal, recurring adjustments have been included such that this interim financial information is fairly stated. These unaudited Consolidated Financial Statements should be read in conjunction with the audited Consolidated Financial Statements, and related notes thereto, included in JPMorgan Chase’s 2020 Form 10-K. Certain amounts reported in prior periods have been reclassified to conform with the current presentation, including certain deferred investment tax credits. In the first quarter of 2021 the Firm reclassified certain deferred investment tax credits from accounts payable and other liabilities to other assets to be a reduction to the carrying value of the associated tax-oriented investments. The reclassification also resulted in an increase in income tax expense and a corresponding increase in other income, with no effect on net income. Prior-period amounts have been revised to conform with the current presentation, including the Firm’s effective income tax rate. The reclassification did not change the Firm’s results of operations on a managed basis. JPMorgan Chase & Co. (“JPMorgan Chase” or the “Firm”), a financial holding company incorporated under Delaware law in 1968, is a leading financial services firm based in the U.S., with operations worldwide. The Firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing and asset management. Refer to Note 25 for a further discussion of the Firm’s business segments. JPMorgan Chase & Co. (“JPMorgan Chase” or the “Firm”), a financial holding company incorporated under Delaware law in 1968, is a leading financial services firm based in the U.S., with operations worldwide. The Firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing and asset management. Refer to Note 25 for a further discussion of the Firm’s business segments. The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to U.S. GAAP. Additionally, where applicable, the policies conform to the accounting and reporting guidelines prescribed by regulatory authorities. The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to U.S. GAAP. Additionally, where applicable, the policies conform to the accounting and reporting guidelines prescribed by regulatory authorities. The unaudited Consolidated Financial Statements prepared in conformity with U.S. GAAP require management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenue and expense, and the disclosures of contingent assets and liabilities. Actual results could be different from these estimates. In the opinion of management, all normal, recurring adjustments have been included such that this interim financial information is fairly stated. The unaudited Consolidated Financial Statements prepared in conformity with U.S. GAAP require management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenue and expense, and the disclosures of contingent assets and liabilities. Actual results could be different from these estimates. In the opinion of management, all normal, recurring adjustments have been included such that this interim financial information is fairly stated. These unaudited Consolidated Financial Statements should be read in conjunction with the audited Consolidated Financial Statements, and related notes thereto, included in JPMorgan Chase’s 2020 Form 10-K. These unaudited Consolidated Financial Statements should be read in conjunction with the audited Consolidated Financial Statements, and related notes thereto, included in JPMorgan Chase’s 2020 Form 10-K. Certain amounts reported in prior periods have been reclassified to conform with the current presentation, including certain deferred investment tax credits. In the first quarter of 2021 the Firm reclassified certain deferred investment tax credits from accounts payable and other liabilities to other assets to be a reduction to the carrying value of the associated tax-oriented investments. The reclassification also resulted in an increase in income tax expense and a corresponding increase in other income, with no effect on net income. Prior-period amounts have been revised to conform with the current presentation, including the Firm’s effective income tax rate. The reclassification did not change the Firm’s results of operations on a managed basis. Certain amounts reported in prior periods have been reclassified to conform with the current presentation, including certain deferred investment tax credits. In the first quarter of 2021 the Firm reclassified certain deferred investment tax credits from accounts payable and other liabilities to other assets to be a reduction to the carrying value of the associated tax-oriented investments. The reclassification also resulted in an increase in income tax expense and a corresponding increase in other income, with no effect on net income. Prior-period amounts have been revised to conform with the current presentation, including the Firm’s effective income tax rate. The reclassification did not change the Firm’s results of operations on a managed basis. Consolidation The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity. Refer to Notes 1 and 14 of JPMorgan Chase’s 2020 Form 10-K for a further description of JPMorgan Chase’s accounting policies regarding consolidation. Offsetting assets and liabilities U.S. GAAP permits entities to present derivative receivables and derivative payables with the same counterparty and the related cash collateral receivables and payables on a net basis on the Consolidated balance sheets when a legally enforceable master netting agreement exists. U.S. GAAP also permits securities financing activities to be presented on a net basis when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances when the specified conditions are met. Refer to Note 1 of JPMorgan Chase’s 2020 Form 10-K for further information on offsetting assets and liabilities. Income tax expense The Firm’s effective tax rate was 17.2% and 19.1% for the three and nine months ended September 30, 2021, respectively, and 19.8% and 17.7% for the three and nine months ended September 30, 2020, respectively. The effective tax rate for the three and nine months ended September 30, 2021 reflects the recognition of an income tax benefit of $566 million related to finalizing the Firm’s 2020 U.S. federal tax return, which reduced the Firm’s effective tax rate by 4.0% and 1.2% respectively. The tax benefit included state and local impacts of federal tax method changes and a reduction in the valuation allowance for U.S. foreign tax credits. Refer to Note 25 of JPMorgan Chase’s 2020 Form 10-K for further information. Consolidation Consolidation The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity. The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity. Refer to Notes 1 and 14 of JPMorgan Chase’s 2020 Form 10-K for a further description of JPMorgan Chase’s accounting policies regarding consolidation. Refer to Notes 1 and 14 of JPMorgan Chase’s 2020 Form 10-K for a further description of JPMorgan Chase’s accounting policies regarding consolidation. Offsetting assets and liabilities Offsetting assets and liabilities U.S. GAAP permits entities to present derivative receivables and derivative payables with the same counterparty and the related cash collateral receivables and payables on a net basis on the Consolidated balance sheets when a legally enforceable master netting agreement exists. U.S. GAAP also permits securities financing activities to be presented on a net basis when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances when the specified conditions are met. Refer to Note 1 of JPMorgan Chase’s 2020 Form 10-K for further information on offsetting assets and liabilities. U.S. GAAP permits entities to present derivative receivables and derivative payables with the same counterparty and the related cash collateral receivables and payables on a net basis on the Consolidated balance sheets when a legally enforceable master netting agreement exists. U.S. GAAP also permits securities financing activities to be presented on a net basis when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances when the specified conditions are met. Refer to Note 1 of JPMorgan Chase’s 2020 Form 10-K for further information on offsetting assets and liabilities. Income tax expense Income tax expense The Firm’s effective tax rate was 17.2% and 19.1% for the three and nine months ended September 30, 2021, respectively, and 19.8% and 17.7% for the three and nine months ended September 30, 2020, respectively. The effective tax rate for the three and nine months ended September 30, 2021 reflects the recognition of an income tax benefit of $566 million related to finalizing the Firm’s 2020 U.S. federal tax return, which reduced the Firm’s effective tax rate by 4.0% and 1.2% respectively. The tax benefit included state and local impacts of federal tax method changes and a reduction in the valuation allowance for U.S. foreign tax credits. Refer to Note 25 of JPMorgan Chase’s 2020 Form 10-K for further information. The Firm’s effective tax rate was 17.2% and 19.1% for the three and nine months ended September 30, 2021, respectively, and 19.8% and 17.7% for the three and nine months ended September 30, 2020, respectively. The effective tax rate for the three and nine months ended September 30, 2021 reflects the recognition of an income tax benefit of $566 million related to finalizing the Firm’s 2020 U.S. federal tax return, which reduced the Firm’s effective tax rate by 4.0% and 1.2% respectively. The tax benefit included state and local impacts of federal tax method changes and a reduction in the valuation allowance for U.S. foreign tax credits. Refer to Note 25 of JPMorgan Chase’s 2020 Form 10-K for further information. 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[jpm:SubordinatedSecuritiesPurchasedExcludedFromInterestsContinuedToBeHeldByTransferorFairValue] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:PercentOfRetainedSecuritizationInterestsFairValueRatedOrBetter] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:RetainedInterestFairValueDisclosure] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: Period [(date: 2020-12-31)] [Not Classified] Schedule of Variable Interest Entities [Table] Firm sponsored mortgage and other consumer securitization trusts [Abstract] Total assets held by securitization VIEs | 182272000000 [ debit] USD Prime / Alt-A & option ARMs (Internal Credit Assessment [Axis], Underlying Asset Class [Axis]) | 49644000000 [ debit] USD Subprime (Internal Credit Assessment [Axis], Underlying Asset Class [Axis]) | 12896000000 [ debit] USD Commercial and other (Underlying Asset Class [Axis]) | 119732000000 [ debit] USD Assets held in consolidated securitization VIEs VIEs consolidated by the Firm (Variable Interest Entities by Classification of Transferee [Axis]) | 1739000000 [ debit] USD Prime / Alt-A & option ARMs (Internal Credit Assessment [Axis], Underlying Asset Class [Axis]) | 1693000000 [ debit] USD Subprime (Internal Credit Assessment [Axis], Underlying Asset Class [Axis]) | 46000000 [ debit] USD Commercial and other (Underlying Asset Class [Axis]) | 0 [ debit] USD Assets held in nonconsolidated securitization VIEs with continuing involvement Nonconsolidated entities (Variable Interest Entities by Classification of Transferee [Axis]) | 145770000000 [ debit] USD Prime / Alt-A & option ARMs (Internal Credit Assessment [Axis], Underlying Asset Class [Axis]) | 41265000000 [ debit] USD Subprime (Internal Credit Assessment [Axis], Underlying Asset Class [Axis]) | 12154000000 [ debit] USD Commercial and other (Underlying Asset Class [Axis]) | 92351000000 [ debit] USD Interest in securitized assets in nonconsolidated VIEs Nonconsolidated entities (Variable Interest Entities by Classification of Transferee [Axis]) | 4073000000 [ debit] USD Trading assets (Investment Type [Axis], Variable Interest Entities by Classification of Transferee [Axis| 1538000000 [ debit] USD Investment securities (Investment Type [Axis], Variable Interest Entities by Classification of Transfere| 2273000000 [ debit] USD Other financial assets (Investment Type [Axis], Variable Interest Entities by Classification of Transfer| 262000000 [ debit] USD Prime / Alt-A & option ARMs (Internal Credit Assessment [Axis], Investment Type [Axis], Underlying Asset| 724000000 [ debit] USD Prime / Alt-A & option ARMs (Internal Credit Assessment [Axis], Investment Type [Axis], Underlying Asset| 0 [ debit] USD Prime / Alt-A & option ARMs (Internal Credit Assessment [Axis], Underlying Asset Class [Axis]) | 1298000000 [ debit] USD Subprime (Internal Credit Assessment [Axis], Underlying Asset Class [Axis]) | 9000000 [ debit] USD Commercial and other (Underlying Asset Class [Axis]) | 2766000000 [ debit] USD Trading assets (Investment Type [Axis], Underlying Asset Class [Axis]) | 955000000 [ debit] USD Investment securities (Investment Type [Axis], Underlying Asset Class [Axis]) | 1549000000 [ debit] USD Other financial assets (Investment Type [Axis], Underlying Asset Class [Axis]) | 262000000 [ debit] USD Prime / Alt-A & option ARMs (Internal Credit Assessment [Axis], Investment Type [Axis]) | 574000000 [ debit] USD Subprime (Internal Credit Assessment [Axis], Investment Type [Axis]) | 9000000 [ debit] USD Investment securities (Investment Type [Axis], Internal Credit Assessment [Axis]) | 0 [ debit] USD Other financial assets (Investment Type [Axis], Internal Credit Assessment [Axis]) | 0 [ debit] USD Senior securities purchased in connection with CIB's secondary market-making activities Corporate & Investment Bank (Segments [Axis]) | 105000000 [ debit] USD Subordinated securities purchased in connection with 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Underlying Asset| 100000000 [ debit] USD Prime / Alt-A & option ARMs (Internal Credit Assessment [Axis], Underlying Asset Class [Axis]) | 1233000000 [ debit] USD Subprime (Internal Credit Assessment [Axis], Underlying Asset Class [Axis]) | 3000000 [ debit] USD Commercial and other (Underlying Asset Class [Axis]) | 3628000000 [ debit] USD Trading assets (Investment Type [Axis], Underlying Asset Class [Axis]) | 861000000 [ debit] USD Investment securities (Investment Type [Axis], Underlying Asset Class [Axis]) | 2443000000 [ debit] USD Other financial assets (Investment Type [Axis], Underlying Asset Class [Axis]) | 324000000 [ debit] USD Prime / Alt-A & option ARMs (Internal Credit Assessment [Axis], Investment Type [Axis]) | 561000000 [ debit] USD Subprime (Internal Credit Assessment [Axis], Investment Type [Axis]) | 3000000 [ debit] USD Investment securities (Investment Type [Axis], Internal Credit Assessment [Axis]) | 0 [ debit] USD Other financial assets (Investment Type [Axis], Internal Credit Assessment [Axis]) | 0 [ debit] USD Senior securities purchased in connection with CIB's secondary market-making activities Corporate & Investment Bank (Segments [Axis]) | 167000000 [ debit] USD Subordinated securities purchased in connection with CIB's secondary market-making activities Corporate & Investment Bank (Segments [Axis]) | 72000000 [ debit] USD Retained securitization interests, risk-rated 'A' or better, at fair value | 0.73 [ none] pure Fair value of retained interests Investment-grade (External Credit Rating by Grouping [Axis], Underlying Asset Class [Axis]) | 1100000000 [ debit] USD Noninvestment-grade (External Credit Rating by Grouping [Axis], Underlying Asset Class [Axis]) | 131000000 [ debit] USD Investment-grade (External Credit Rating by Grouping [Axis], Underlying Asset Class [Axis]) | 2800000000 [ debit] USD Noninvestment-grade (External Credit Rating by Grouping [Axis], Underlying Asset Class [Axis]) | 854000000 [ debit] USD Definition: [240924066 - Disclosure - Variable Interest Entities - Securitization Activity (Details)] [us-gaap:VariableInterestEntityLineItems] = [none]: [jpm:SecuritizationActivityAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:PrincipalAmountOfFinancialAssetsSoldInSecuritizations] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:CashFlowsBetweenTransfereeAndTransferorAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CashFlowsBetweenTransfereeAndTransferorProceedsFromNewTransfers] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:CashFlowsBetweenTransfereeAndTransferorServicingFees] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CashFlowsBetweenTransfereeAndTransferorReceiptsOnInterestsThatContinueToBeHeldOther] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:ScheduleOfVariableInterestEntitiesTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:UnderlyingAssetClassAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:UnderlyingAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:ResidentialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:UnderlyingAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:ResidentialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [srt:ConsolidatedEntitiesAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: Presentation: [240924066 - Disclosure - Variable Interest Entities - Securitization Activity (Details)] [us-gaap:ScheduleOfVariableInterestEntitiesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:UnderlyingAssetClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:UnderlyingAssetClassDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ResidentialMortgageBackedSecuritiesMember] [NET] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [srt:ConsolidatedEntitiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [srt:ConsolidatedEntitiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:SecuritizationActivityAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:PrincipalAmountOfFinancialAssetsSoldInSecuritizations] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CashFlowsBetweenTransfereeAndTransferorAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CashFlowsBetweenTransfereeAndTransferorProceedsFromNewTransfers] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CashFlowsBetweenTransfereeAndTransferorServicingFees] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CashFlowsBetweenTransfereeAndTransferorReceiptsOnInterestsThatContinueToBeHeldOther] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Schedule of Variable Interest Entities [Table] Securitization activity [Abstract] Principal securitized Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 2852000000 [credit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 1330000000 [credit] USD All cash flows during the period: Proceeds received from loan sales as financial instruments Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 2955000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 1392000000 [ debit] USD Servicing fees collected Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 54000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 1000000 [ debit] USD Cash flows received on interests Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 207000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 78000000 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Variable Interest Entities [Table] Securitization activity [Abstract] Principal securitized Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 6450000000 [credit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 5379000000 [credit] USD All cash flows during the period: Proceeds received from loan sales as financial instruments Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 6645000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 5577000000 [ debit] USD Servicing fees collected Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 165000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 1000000 [ debit] USD Cash flows received on interests Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 538000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 138000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Variable Interest Entities [Table] Securitization activity [Abstract] Principal securitized Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 8245000000 [credit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 4426000000 [credit] USD All cash flows during the period: Proceeds received from loan sales as financial instruments Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 8424000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 4456000000 [ debit] USD Servicing fees collected Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 39000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 0 [ debit] USD Cash flows received on interests Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 121000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 92000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Variable Interest Entities [Table] Securitization activity [Abstract] Principal securitized Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 16437000000 [credit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 9214000000 [credit] USD All cash flows during the period: Proceeds received from loan sales as financial instruments Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 16876000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 9335000000 [ debit] USD Servicing fees collected Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 121000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 0 [ debit] USD Cash flows received on interests Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 477000000 [ debit] USD Nonconsolidated entities (Consolidated Entities [Axis], Underlying Asset Class [Axis]) | 215000000 [ debit] USD Definition: [241234083 - Disclosure - Restricted Cash and Other Restricted Assets (Details)] [us-gaap:RestrictedCashAndCashEquivalentsItemsLineItems] = [none]: [us-gaap:RestrictedCashAndCashEquivalents] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfRestrictedCashAndCashEquivalentsTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:RestrictedCashAndCashEquivalentsCashAndCashEquivalentsAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:RestrictedCashAndCashEquivalentsCashAndCashEquivalentsMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:SegregatedforBenefitofSecuritiesandClearedDerivativeCustomersMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:CashReservesForeignCentralBanksandOtherMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:RestrictedCashAndCashEquivalentsCashAndCashEquivalentsMember] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:SegregatedforBenefitofSecuritiesandClearedDerivativeCustomersMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:CashReservesForeignCentralBanksandOtherMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:BalanceSheetLocationAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:BalanceSheetLocationDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:InterestBearingDepositsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:CashAndDueFromBanksMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:BalanceSheetLocationDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:InterestBearingDepositsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:CashAndDueFromBanksMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: Presentation: [241234083 - Disclosure - Restricted Cash and Other Restricted Assets (Details)] [us-gaap:ScheduleOfRestrictedCashAndCashEquivalentsTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:RestrictedCashAndCashEquivalentsCashAndCashEquivalentsAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:RestrictedCashAndCashEquivalentsCashAndCashEquivalentsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:SegregatedforBenefitofSecuritiesandClearedDerivativeCustomersMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:CashReservesForeignCentralBanksandOtherMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:BalanceSheetLocationAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:BalanceSheetLocationDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestBearingDepositsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:CashAndDueFromBanksMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:RestrictedCashAndCashEquivalentsItemsLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:RestrictedCashAndCashEquivalents] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(date: 2020-12-31)] [Not Classified] Restrictions on Cash and Cash Equivalents [Table] Total restricted cash | 24400000000 [ debit] USD Segregated for the benefit of securities and cleared derivative customers (Restricted Cash and Cash Equivale| 19300000000 [ debit] USD Cash reserves at non-U.S. central banks and held for other general purposes (Restricted Cash and Cash Equiva| 5100000000 [ debit] USD Deposits with banks (Balance Sheet Location [Axis]) | 22700000000 [ debit] USD Cash and due from banks (Balance Sheet Location [Axis]) | 1700000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Restrictions on Cash and Cash Equivalents [Table] Total restricted cash | 21300000000 [ debit] USD Segregated for the benefit of securities and cleared derivative customers (Restricted Cash and Cash Equivale| 16200000000 [ debit] USD Cash reserves at non-U.S. central banks and held for other general purposes (Restricted Cash and Cash Equiva| 5100000000 [ debit] USD Deposits with banks (Balance Sheet Location [Axis]) | 20000000000 [ debit] USD Cash and due from banks (Balance Sheet Location [Axis]) | 1300000000 [ debit] USD [us-gaap:CashAndCashEquivalentsAbstract] = [none]: [us-gaap:ScheduleOfRestrictedCashAndCashEquivalentsTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:RestrictedCashAndCashEquivalentsCashAndCashEquivalentsAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:RestrictedCashAndCashEquivalentsCashAndCashEquivalentsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:SegregatedforBenefitofSecuritiesandClearedDerivativeCustomersMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:CashReservesForeignCentralBanksandOtherMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:BalanceSheetLocationAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:BalanceSheetLocationDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestBearingDepositsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:CashAndDueFromBanksMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:RestrictedCashAndCashEquivalentsItemsLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:RestrictedCashAndCashEquivalents] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:CashAndSecuritiesPledgedWithClearingOrganizationsForTheBenefitOfCustomers] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:SecuritiesReserveDepositRequiredAndMade] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(date: 2020-12-31)] [Not Classified] Cash and Cash Equivalents [Abstract] Restrictions on Cash and Cash Equivalents [Table] Cash and securities pledged with clearing organizations for the benefit of customers | 37200000000 [ debit] USD Fair value of securities restricted in relation to customer activity | 1300000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Cash and Cash Equivalents [Abstract] Restrictions on Cash and Cash Equivalents [Table] Cash and securities pledged with clearing organizations for the benefit of customers | 45700000000 [ debit] USD Fair value of securities restricted in relation to customer activity | 24200000000 [ debit] USD Calculation: (date: 2020-12-31): {(us-gaap:AvailableforsaleSecuritiesMember, us-gaap:FairValueByAssetClassAxis)} validating [jpm:HedgedAssetActiveandDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [4419000000.00] [debit]: validating [us-gaap:HedgedAssetFairValueHedgeCumulativeIncreaseDecrease] = [3572000000.00] [debit]: validating [us-gaap:HedgedAssetDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [847000000.00] [debit]: (date: 2021-09-30): {(us-gaap:AvailableforsaleSecuritiesMember, us-gaap:FairValueByAssetClassAxis)} validating [jpm:HedgedAssetActiveandDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [1464000000.00] [debit]: validating [us-gaap:HedgedAssetFairValueHedgeCumulativeIncreaseDecrease] = [906000000.00] [debit]: validating [us-gaap:HedgedAssetDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [558000000.00] [debit]: (date: 2020-12-31): {(jpm:BeneficialInterestsIssuedbyConsolidatedVIEsMember, us-gaap:FairValueByLiabilityClassAxis)} validating [jpm:HedgedLiabilityActiveandDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [-3000000.00] [credit]: validating [us-gaap:HedgedLiabilityFairValueHedgeCumulativeIncreaseDecrease] = [0.00] [credit]: validating [us-gaap:HedgedLiabilityDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [-3000000.00] [credit]: (date: 2020-12-31): {(us-gaap:LongTermDebtMember, us-gaap:FairValueByLiabilityClassAxis)} validating [jpm:HedgedLiabilityActiveandDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [14667000000.00] [credit]: validating [us-gaap:HedgedLiabilityFairValueHedgeCumulativeIncreaseDecrease] = [3194000000.00] [credit]: validating [us-gaap:HedgedLiabilityDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [11473000000.00] [credit]: (date: 2021-09-30): {(jpm:BeneficialInterestsIssuedbyConsolidatedVIEsMember, us-gaap:FairValueByLiabilityClassAxis)} validating [jpm:HedgedLiabilityActiveandDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [-2000000.00] [credit]: validating [us-gaap:HedgedLiabilityFairValueHedgeCumulativeIncreaseDecrease] = [0.00] [credit]: validating [us-gaap:HedgedLiabilityDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [-2000000.00] [credit]: (date: 2021-09-30): {(us-gaap:LongTermDebtMember, us-gaap:FairValueByLiabilityClassAxis)} validating [jpm:HedgedLiabilityActiveandDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [7921000000.00] [credit]: validating [us-gaap:HedgedLiabilityFairValueHedgeCumulativeIncreaseDecrease] = [-1121000000.00] [credit]: validating [us-gaap:HedgedLiabilityDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [9042000000.00] [credit]: Definition: [240264018 - Disclosure - Derivative Instruments - Cumulative Fair Value Hedging Adjustments (Details)] [us-gaap:DerivativesFairValueLineItems] = [none]: [jpm:FairValueHedgesAssetsAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:HedgedAssetFairValueHedge] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:EffectofFairValueHedgesonResultsofOperationsAssetsAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:HedgedAssetFairValueHedgeCumulativeIncreaseDecrease] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:HedgedAssetDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:HedgedAssetActiveandDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FairValueByAssetClassAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:AvailableforsaleSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:AvailableforsaleSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueByLiabilityClassAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationByLiabilityClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:LongTermDebtMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:BeneficialInterestsIssuedbyConsolidatedVIEsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationByLiabilityClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:LongTermDebtMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:BeneficialInterestsIssuedbyConsolidatedVIEsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:DerivativeInstrumentRiskAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:CommodityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:CommodityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:HedgingDesignationAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [4.00]: [us-gaap:HedgingDesignationDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:NondesignatedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:HedgingDesignationDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:NondesignatedMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:FairValueHedgesLiabilitiesAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:HedgedLiabilityFairValueHedge] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:EffectofFairValueHedgesonResultsofOperationsLiabilitiesAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:HedgedLiabilityFairValueHedgeCumulativeIncreaseDecrease] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:HedgedLiabilityDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:HedgedLiabilityActiveandDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: Presentation: [240264018 - Disclosure - Derivative Instruments - Cumulative Fair Value Hedging Adjustments (Details)] [us-gaap:FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueByAssetClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AvailableforsaleSecuritiesMember] [NET] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueByLiabilityClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationByLiabilityClassDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:LongTermDebtMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:BeneficialInterestsIssuedbyConsolidatedVIEsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DerivativeInstrumentRiskAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DerivativeContractTypeDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommodityContractMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:HedgingDesignationAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:HedgingDesignationDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:NondesignatedMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativesFairValueLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:FairValueHedgesAssetsAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:HedgedAssetFairValueHedge] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:EffectofFairValueHedgesonResultsofOperationsAssetsAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:HedgedAssetFairValueHedgeCumulativeIncreaseDecrease] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:HedgedAssetDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:HedgedAssetActiveandDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:FairValueHedgesLiabilitiesAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:HedgedLiabilityFairValueHedge] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:EffectofFairValueHedgesonResultsofOperationsLiabilitiesAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:HedgedLiabilityFairValueHedgeCumulativeIncreaseDecrease] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:HedgedLiabilityDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:HedgedLiabilityActiveandDiscontinuedFairValueHedgeCumulativeIncreaseDecrease] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(date: 2020-12-31)] [Not Classified] Fair Values Derivatives, Balance Sheet Location, by Derivative Contract Type [Table] Assets Carrying amount of the hedged items Investment securities - AFS (Asset Class [Axis]) | 139684000000 [ debit] USD Not designated as hedges (Hedging Designation [Axis], Asset Class [Axis]) | 14500000000 [ debit] USD Commodity contracts (Derivative Instrument [Axis]) | 11500000000 [ debit] USD Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: Active hedging relationships Investment securities - AFS (Asset Class [Axis]) | 3572000000 [ debit] USD Discontinued hedging relationships Investment securities - AFS (Asset Class [Axis]) | 847000000 [ debit] USD Total Investment securities - AFS (Asset Class [Axis]) | 4419000000 [ debit] [tot] USD Liabilities Carrying amount of the hedged items Long-term debt (Liability Class [Axis]) | 177611000000 [credit] USD Not designated as hedges (Hedging Designation [Axis], Liability Class [Axis]) | 6600000000 [credit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 746000000 [credit] USD Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: Active hedging relationships Long-term debt (Liability Class [Axis]) | 3194000000 [credit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 0 [credit] USD Discontinued hedging relationships Long-term debt (Liability Class [Axis]) | 11473000000 [credit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | -3000000 [credit] USD Total Long-term debt (Liability Class [Axis]) | 14667000000 [credit] [tot] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | -3000000 [credit] [tot] USD Period [(date: 2021-09-30)] [MRQ] Fair Values Derivatives, Balance Sheet Location, by Derivative Contract Type [Table] Assets Carrying amount of the hedged items Investment securities - AFS (Asset Class [Axis]) | 71464000000 [ debit] USD Not designated as hedges (Hedging Designation [Axis], Asset Class [Axis]) | 12600000000 [ debit] USD Commodity contracts (Derivative Instrument [Axis]) | 19300000000 [ debit] USD Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: Active hedging relationships Investment securities - AFS (Asset Class [Axis]) | 906000000 [ debit] USD Discontinued hedging relationships Investment securities - AFS (Asset Class [Axis]) | 558000000 [ debit] USD Total Investment securities - AFS (Asset Class [Axis]) | 1464000000 [ debit] [tot] USD Liabilities Carrying amount of the hedged items Long-term debt (Liability Class [Axis]) | 191783000000 [credit] USD Not designated as hedges (Hedging Designation [Axis], Liability Class [Axis]) | 11800000000 [credit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 748000000 [credit] USD Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: Active hedging relationships Long-term debt (Liability Class [Axis]) | -1121000000 [credit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | 0 [credit] USD Discontinued hedging relationships Long-term debt (Liability Class [Axis]) | 9042000000 [credit] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | -2000000 [credit] USD Total Long-term debt (Liability Class [Axis]) | 7921000000 [credit] [tot] USD Beneficial interests issued by consolidated VIEs (Liability Class [Axis]) | -2000000 [credit] [tot] USD Calculation: (date: 2020-09-30): {(us-gaap:OtherAssetsMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [945000000.00] [debit]: (date: 2020-09-30): {(us-gaap:OtherAssetsMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [0.00] [debit]: (date: 2020-09-30): {(us-gaap:OtherAssetsMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [11000000.00] [debit]: (date: 2020-09-30): {(us-gaap:LoansReceivableMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [2502000000.00] [debit]: (date: 2020-09-30): {(us-gaap:LoansReceivableMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [788000000.00] [debit]: (date: 2020-09-30): {(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1725000000.00] [debit]: (date: 2020-09-30): {(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1733000000.00] [debit]: (date: 2020-09-30): {(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [3458000000.00] [debit]: (date: 2020-09-30): {(us-gaap:LoansReceivableMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [0.00] [debit]: (date: 2020-09-30): {(us-gaap:OtherAssetsMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [956000000.00] [debit]: (date: 2020-09-30): {(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [0.00] [debit]: (date: 2020-09-30): {(us-gaap:LoansReceivableMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1714000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1243209000000.00] [debit]: validating [us-gaap:FederalFundsSoldAndSecuritiesBorrowedOrPurchasedUnderAgreementsToResellFairValueDisclosure] = [238015000000.00] [debit]: validating [us-gaap:SecuritiesBorrowedFairValueDisclosure] = [52983000000.00] [debit]: validating [jpm:TradingAssets] = [503074000000.00] [debit]: validating [us-gaap:TradingSecurities] = [427630000000.00] [debit]: validating [us-gaap:DerivativeAssets] = [75444000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [388178000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [44474000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueAmount] = [3276000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1394604000000.00] [debit]: validating [us-gaap:FederalFundsSoldAndSecuritiesBorrowedOrPurchasedUnderAgreementsToResellFairValueDisclosure] = [238015000000.00] [debit]: validating [us-gaap:SecuritiesBorrowedFairValueDisclosure] = [52983000000.00] [debit]: validating [jpm:TradingAssets] = [883791000000.00] [debit]: validating [us-gaap:TradingSecurities] = [190555000000.00] [debit]: validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [693236000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [173085000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [42169000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueAmount] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [16410000000.00] [debit]: validating [us-gaap:FederalFundsSoldAndSecuritiesBorrowedOrPurchasedUnderAgreementsToResellFairValueDisclosure] = [0.00] [debit]: validating [us-gaap:SecuritiesBorrowedFairValueDisclosure] = [0.00] [debit]: validating [jpm:TradingAssets] = [10291000000.00] [debit]: validating [us-gaap:TradingSecurities] = [2623000000.00] [debit]: validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [7668000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [0.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [2305000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueAmount] = [3276000000.00] [debit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [460119000000.00] [debit]: validating [us-gaap:FederalFundsSoldAndSecuritiesBorrowedOrPurchasedUnderAgreementsToResellFairValueDisclosure] = [0.00] [debit]: validating [us-gaap:SecuritiesBorrowedFairValueDisclosure] = [0.00] [debit]: validating [jpm:TradingAssets] = [236916000000.00] [debit]: validating [us-gaap:TradingSecurities] = [234452000000.00] [debit]: validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [2464000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [215093000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [0.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueAmount] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:OtherAssetsMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [7000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [2698000000.00] [debit]: (date: 2021-09-30): {(us-gaap:LoansReceivableMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1175000000.00] [debit]: (date: 2021-09-30): {(us-gaap:LoansReceivableMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1182000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1193119000000.00] [debit]: validating [us-gaap:FederalFundsSoldAndSecuritiesBorrowedOrPurchasedUnderAgreementsToResellFairValueDisclosure] = [273158000000.00] [debit]: validating [us-gaap:SecuritiesBorrowedFairValueDisclosure] = [72833000000.00] [debit]: validating [jpm:TradingAssets] = [515845000000.00] [debit]: validating [us-gaap:TradingSecurities] = [447937000000.00] [debit]: validating [us-gaap:DerivativeAssets] = [67908000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [251590000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [60628000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueAmount] = [5351000000.00] [debit]: (date: 2021-09-30): {(us-gaap:OtherAssetsMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1209000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1279315000000.00] [debit]: validating [us-gaap:FederalFundsSoldAndSecuritiesBorrowedOrPurchasedUnderAgreementsToResellFairValueDisclosure] = [273158000000.00] [debit]: validating [us-gaap:SecuritiesBorrowedFairValueDisclosure] = [72833000000.00] [debit]: validating [jpm:TradingAssets] = [746139000000.00] [debit]: validating [us-gaap:TradingSecurities] = [185483000000.00] [debit]: validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [560656000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [124567000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [58557000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueAmount] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:OtherAssetsMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:LoansReceivableMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1489000000.00] [debit]: (date: 2021-09-30): {(us-gaap:LoansReceivableMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [314000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialMortgageMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [208000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1516000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [398355000000.00] [debit]: validating [us-gaap:FederalFundsSoldAndSecuritiesBorrowedOrPurchasedUnderAgreementsToResellFairValueDisclosure] = [0.00] [debit]: validating [us-gaap:SecuritiesBorrowedFairValueDisclosure] = [0.00] [debit]: validating [jpm:TradingAssets] = [262095000000.00] [debit]: validating [us-gaap:TradingSecurities] = [259929000000.00] [debit]: validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [2166000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [126928000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [0.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueAmount] = [0.00] [debit]: (date: 2021-09-30): {(us-gaap:OtherAssetsMember, us-gaap:FairValueByAssetClassAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [1202000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AssetsFairValueDisclosure] = [17107000000.00] [debit]: validating [us-gaap:FederalFundsSoldAndSecuritiesBorrowedOrPurchasedUnderAgreementsToResellFairValueDisclosure] = [0.00] [debit]: validating [us-gaap:SecuritiesBorrowedFairValueDisclosure] = [0.00] [debit]: validating [jpm:TradingAssets] = [9269000000.00] [debit]: validating [us-gaap:TradingSecurities] = [2525000000.00] [debit]: validating [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [6744000000.00] [debit]: validating [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [95000000.00] [debit]: validating [us-gaap:LoansReceivableFairValueDisclosure] = [2071000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueAmount] = [5351000000.00] [debit]: ************** Calculation check returned partial ************** [us-gaap:AssetsFairValueDisclosure] = [debit]: [us-gaap:FederalFundsSoldAndSecuritiesBorrowedOrPurchasedUnderAgreementsToResellFairValueDisclosure] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [1.00]: [us-gaap:SecuritiesBorrowedFairValueDisclosure] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [2.00]: [jpm:TradingAssets] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [3.00]: [us-gaap:TradingSecurities] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [1.00]: [us-gaap:DerivativeAssets] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [2.00]: [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [3.00]: [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [4.00]: [us-gaap:LoansReceivableFairValueDisclosure] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [5.00]: [us-gaap:ServicingAssetAtFairValueAmount] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [6.00]: [jpm:OtherAssetsExcludingNetAssetValueFairValueDisclosure] = [debit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [7.00]: (date: 2020-12-31): {(us-gaap:FairValueMeasuredAtNetAssetValuePerShareMember, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AlternativeInvestment] = [670000000.00] [debit]: validating [jpm:TradingAssets] = [52000000.00] [debit]: validating [us-gaap:OtherAssetsFairValueDisclosure] = [618000000.00] [debit]: (date: 2021-09-30): {(us-gaap:FairValueMeasuredAtNetAssetValuePerShareMember, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:AlternativeInvestment] = [813000000.00] [debit]: validating [jpm:TradingAssets] = [56000000.00] [debit]: validating [us-gaap:OtherAssetsFairValueDisclosure] = [757000000.00] [debit]: (date: 2020-09-30): {(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [0.00] [credit]: (date: 2020-09-30): {(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [3000000.00] [credit]: (date: 2020-09-30): {(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [3000000.00] [credit]: (date: 2020-09-30): {(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [0.00] [credit]: (date: 2020-09-30): {(us-gaap:AccountsPayableMember, us-gaap:FairValueByLiabilityClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [3000000.00] [credit]: (date: 2020-09-30): {(us-gaap:AccountsPayableMember, us-gaap:FairValueByLiabilityClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [0.00] [credit]: (date: 2020-09-30): {(us-gaap:AccountsPayableMember, us-gaap:FairValueByLiabilityClassAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [3000000.00] [credit]: (date: 2020-09-30): {(us-gaap:AccountsPayableMember, us-gaap:FairValueByLiabilityClassAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [0.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [437627000000.00] [credit]: validating [us-gaap:DepositsFairValueDisclosure] = [14484000000.00] [credit]: validating [us-gaap:FederalFundsPurchasedAndSecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure] = [155735000000.00] [credit]: validating [us-gaap:ShorttermDebtFairValue] = [16893000000.00] [credit]: validating [us-gaap:TradingLiabilitiesFairValueDisclosure] = [170181000000.00] [credit]: validating [jpm:TradingLiabilitiesExcludingDerivativesFairValueDisclosure] = [99558000000.00] [credit]: validating [us-gaap:DerivativeLiabilities] = [70623000000.00] [credit]: validating [us-gaap:AccountsPayableAndAccruedLiabilitiesFairValueDisclosure] = [3476000000.00] [credit]: validating [jpm:BeneficialInterestFairValueDisclosure] = [41000000.00] [credit]: validating [us-gaap:LongTermDebtFairValue] = [76817000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [926189000000.00] [credit]: validating [us-gaap:DepositsFairValueDisclosure] = [11571000000.00] [credit]: validating [us-gaap:FederalFundsPurchasedAndSecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure] = [155735000000.00] [credit]: validating [us-gaap:ShorttermDebtFairValue] = [14473000000.00] [credit]: validating [us-gaap:TradingLiabilitiesFairValueDisclosure] = [690436000000.00] [credit]: validating [jpm:TradingLiabilitiesExcludingDerivativesFairValueDisclosure] = [16838000000.00] [credit]: validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [673598000000.00] [credit]: validating [us-gaap:AccountsPayableAndAccruedLiabilitiesFairValueDisclosure] = [513000000.00] [credit]: validating [jpm:BeneficialInterestFairValueDisclosure] = [41000000.00] [credit]: validating [us-gaap:LongTermDebtFairValue] = [53420000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [41510000000.00] [credit]: validating [us-gaap:DepositsFairValueDisclosure] = [2913000000.00] [credit]: validating [us-gaap:FederalFundsPurchasedAndSecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure] = [0.00] [credit]: validating [us-gaap:ShorttermDebtFairValue] = [2420000000.00] [credit]: validating [us-gaap:TradingLiabilitiesFairValueDisclosure] = [12712000000.00] [credit]: validating [jpm:TradingLiabilitiesExcludingDerivativesFairValueDisclosure] = [51000000.00] [credit]: validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [12661000000.00] [credit]: validating [us-gaap:AccountsPayableAndAccruedLiabilitiesFairValueDisclosure] = [68000000.00] [credit]: validating [jpm:BeneficialInterestFairValueDisclosure] = [0.00] [credit]: validating [us-gaap:LongTermDebtFairValue] = [23397000000.00] [credit]: (date: 2020-12-31): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [88192000000.00] [credit]: validating [us-gaap:DepositsFairValueDisclosure] = [0.00] [credit]: validating [us-gaap:FederalFundsPurchasedAndSecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure] = [0.00] [credit]: validating [us-gaap:ShorttermDebtFairValue] = [0.00] [credit]: validating [us-gaap:TradingLiabilitiesFairValueDisclosure] = [85297000000.00] [credit]: validating [jpm:TradingLiabilitiesExcludingDerivativesFairValueDisclosure] = [82669000000.00] [credit]: validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [2628000000.00] [credit]: validating [us-gaap:AccountsPayableAndAccruedLiabilitiesFairValueDisclosure] = [2895000000.00] [credit]: validating [jpm:BeneficialInterestFairValueDisclosure] = [0.00] [credit]: validating [us-gaap:LongTermDebtFairValue] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:ValuationTechniqueOptionPricingModelMember, us-gaap:ValuationTechniqueAxis),(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [27319000000.00] [credit]: (date: 2021-09-30): {(us-gaap:AccountsPayableMember, us-gaap:FairValueByLiabilityClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:AccountsPayableMember, us-gaap:FairValueByLiabilityClassAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [2000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [2000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [480761000000.00] [credit]: validating [us-gaap:DepositsFairValueDisclosure] = [11808000000.00] [credit]: validating [us-gaap:FederalFundsPurchasedAndSecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure] = [187439000000.00] [credit]: validating [us-gaap:ShorttermDebtFairValue] = [20033000000.00] [credit]: validating [us-gaap:TradingLiabilitiesFairValueDisclosure] = [179543000000.00] [credit]: validating [jpm:TradingLiabilitiesExcludingDerivativesFairValueDisclosure] = [126058000000.00] [credit]: validating [us-gaap:DerivativeLiabilities] = [53485000000.00] [credit]: validating [us-gaap:AccountsPayableAndAccruedLiabilitiesFairValueDisclosure] = [5340000000.00] [credit]: validating [jpm:BeneficialInterestFairValueDisclosure] = [99000000.00] [credit]: validating [us-gaap:LongTermDebtFairValue] = [76499000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [828432000000.00] [credit]: validating [us-gaap:DepositsFairValueDisclosure] = [9431000000.00] [credit]: validating [us-gaap:FederalFundsPurchasedAndSecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure] = [187439000000.00] [credit]: validating [us-gaap:ShorttermDebtFairValue] = [17622000000.00] [credit]: validating [us-gaap:TradingLiabilitiesFairValueDisclosure] = [560524000000.00] [credit]: validating [jpm:TradingLiabilitiesExcludingDerivativesFairValueDisclosure] = [27096000000.00] [credit]: validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [533428000000.00] [credit]: validating [us-gaap:AccountsPayableAndAccruedLiabilitiesFairValueDisclosure] = [332000000.00] [credit]: validating [jpm:BeneficialInterestFairValueDisclosure] = [99000000.00] [credit]: validating [us-gaap:LongTermDebtFairValue] = [52985000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:ValuationTechniqueDiscountedCashFlowMember, us-gaap:ValuationTechniqueAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [983000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [2000000.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel1Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [105798000000.00] [credit]: validating [us-gaap:DepositsFairValueDisclosure] = [0.00] [credit]: validating [us-gaap:FederalFundsPurchasedAndSecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure] = [0.00] [credit]: validating [us-gaap:ShorttermDebtFairValue] = [0.00] [credit]: validating [us-gaap:TradingLiabilitiesFairValueDisclosure] = [100841000000.00] [credit]: validating [jpm:TradingLiabilitiesExcludingDerivativesFairValueDisclosure] = [98932000000.00] [credit]: validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [1909000000.00] [credit]: validating [us-gaap:AccountsPayableAndAccruedLiabilitiesFairValueDisclosure] = [4957000000.00] [credit]: validating [jpm:BeneficialInterestFairValueDisclosure] = [0.00] [credit]: validating [us-gaap:LongTermDebtFairValue] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:AccountsPayableMember, us-gaap:FairValueByLiabilityClassAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [2000000.00] [credit]: (date: 2021-09-30): {(us-gaap:AccountsPayableMember, us-gaap:FairValueByLiabilityClassAxis),(us-gaap:FairValueInputsLevel2Member, us-gaap:FairValueByFairValueHierarchyLevelAxis),(us-gaap:FairValueMeasurementsNonrecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [0.00] [credit]: (date: 2021-09-30): {(us-gaap:FairValueMeasurementsRecurringMember, us-gaap:FairValueByMeasurementFrequencyAxis),(us-gaap:FairValueInputsLevel3Member, us-gaap:FairValueByFairValueHierarchyLevelAxis)} validating [us-gaap:LiabilitiesFairValueDisclosure] = [40512000000.00] [credit]: validating [us-gaap:DepositsFairValueDisclosure] = [2377000000.00] [credit]: validating [us-gaap:FederalFundsPurchasedAndSecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure] = [0.00] [credit]: validating [us-gaap:ShorttermDebtFairValue] = [2411000000.00] [credit]: validating [us-gaap:TradingLiabilitiesFairValueDisclosure] = [12159000000.00] [credit]: validating [jpm:TradingLiabilitiesExcludingDerivativesFairValueDisclosure] = [30000000.00] [credit]: validating [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [12129000000.00] [credit]: validating [us-gaap:AccountsPayableAndAccruedLiabilitiesFairValueDisclosure] = [51000000.00] [credit]: validating [jpm:BeneficialInterestFairValueDisclosure] = [0.00] [credit]: validating [us-gaap:LongTermDebtFairValue] = [23514000000.00] [credit]: Definition: [240064002 - Disclosure - Fair Value Measurement - Recurring Basis (Details)] [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems] = [none]: [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FederalFundsSoldAndSecuritiesBorrowedOrPurchasedUnderAgreementsToResellFairValueDisclosure] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:SecuritiesBorrowedFairValueDisclosure] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:TradingSecurities] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:DerivativeAssets] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [jpm:TradingAssets] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:LoansReceivableFairValueDisclosure] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [us-gaap:ServicingAssetAtFairValueAmount] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: [jpm:OtherAssetsExcludingNetAssetValueFairValueDisclosure] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [11.00]: [us-gaap:AssetsFairValueDisclosure] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [12.00]: [us-gaap:DepositsFairValueDisclosure] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [13.00]: [us-gaap:FederalFundsPurchasedAndSecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [14.00]: [us-gaap:ShorttermDebtFairValue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [15.00]: [jpm:TradingLiabilitiesExcludingDerivativesFairValueDisclosure] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [16.00]: [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [17.00]: [us-gaap:DerivativeLiabilityFairValueGrossAssetAndRightToReclaimCashOffset] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [18.00]: [us-gaap:DerivativeLiabilities] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [19.00]: [us-gaap:TradingLiabilitiesFairValueDisclosure] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [20.00]: [us-gaap:AccountsPayableAndAccruedLiabilitiesFairValueDisclosure] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [21.00]: [jpm:BeneficialInterestFairValueDisclosure] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [22.00]: [us-gaap:LongTermDebtFairValue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [23.00]: [us-gaap:LiabilitiesFairValueDisclosure] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [24.00]: [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FairValueByMeasurementFrequencyAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FairValueMeasurementFrequencyDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:FairValueMeasurementsRecurringMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueMeasurementFrequencyDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:FairValueMeasurementsRecurringMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueByFairValueHierarchyLevelAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:FairValueMeasurementsFairValueHierarchyDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:FairValueInputsLevel1Member] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueInputsLevel2Member] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FairValueInputsLevel3Member] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FairValueMeasuredAtNetAssetValuePerShareMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:FairValueMeasurementsFairValueHierarchyDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:FairValueInputsLevel1Member] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueInputsLevel2Member] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FairValueInputsLevel3Member] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FairValueMeasuredAtNetAssetValuePerShareMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:FinancialInstrumentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:DebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:MortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ResidentialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:USTreasuryAndGovernmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:CertificatesOfDepositBankersAcceptancesCommercialPaperMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:CorporateDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:LoansReceivableMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:AssetBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:CollateralizedLoanObligationsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:OtherAssetbackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquitySecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:CommoditiesInvestmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:OtherDebtAndEquityInstrumentsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:ResidentialMortgageMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:CommercialLoanMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [jpm:ResidentialConformingMortgageIntendedForSaleToGovernmentAgencyMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:DebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:MortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ResidentialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:USTreasuryAndGovernmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:CertificatesOfDepositBankersAcceptancesCommercialPaperMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:CorporateDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:LoansReceivableMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:AssetBackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:CollateralizedLoanObligationsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:OtherAssetbackedSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquitySecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:CommoditiesInvestmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:OtherDebtAndEquityInstrumentsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:ResidentialMortgageMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:CommercialLoanMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [jpm:ResidentialConformingMortgageIntendedForSaleToGovernmentAgencyMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:FairValueByAssetClassAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [4.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:OtherAssetsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:OtherAssetsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DerivativeInstrumentRiskAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [5.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:InterestRateContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditRiskContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignExchangeContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CommodityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:InterestRateContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:CreditRiskContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:ForeignExchangeContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:EquityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:CommodityContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [jpm:FairValueAssetsMeasuredOnRecurringBasisNumericAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:AlternativeInvestment] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:OtherAssetsFairValueDisclosure] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: Presentation: [240064002 - Disclosure - Fair Value Measurement - Recurring Basis (Details)] [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueByMeasurementFrequencyAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueMeasurementFrequencyDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueMeasurementsRecurringMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueByFairValueHierarchyLevelAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueMeasurementsFairValueHierarchyDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueInputsLevel1Member] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueInputsLevel2Member] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FairValueInputsLevel3Member] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FairValueMeasuredAtNetAssetValuePerShareMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FinancialInstrumentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DebtSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:MortgageBackedSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ResidentialMortgageBackedSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CommercialMortgageBackedSecuritiesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:USTreasuryAndGovernmentMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:USStatesAndPoliticalSubdivisionsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:CertificatesOfDepositBankersAcceptancesCommercialPaperMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:ForeignGovernmentDebtSecuritiesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:CorporateDebtSecuritiesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:LoansReceivableMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:AssetBackedSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:CollateralizedLoanObligationsMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:OtherAssetbackedSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:EquitySecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CommoditiesInvestmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:OtherDebtAndEquityInstrumentsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:ResidentialMortgageMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:CommercialLoanMember] [NET] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:ResidentialConformingMortgageIntendedForSaleToGovernmentAgencyMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:FairValueByAssetClassAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OtherAssetsMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativeInstrumentRiskAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:DerivativeContractTypeDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestRateContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CreditRiskContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ForeignExchangeContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:EquityContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:CommodityContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FederalFundsSoldAndSecuritiesBorrowedOrPurchasedUnderAgreementsToResellFairValueDisclosure] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:SecuritiesBorrowedFairValueDisclosure] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:TradingSecurities] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:DerivativeAssets] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:TradingAssets] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest] [NET] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:LoansReceivableFairValueDisclosure] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:ServicingAssetAtFairValueAmount] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [jpm:OtherAssetsExcludingNetAssetValueFairValueDisclosure] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [us-gaap:AssetsFairValueDisclosure] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [12.00]: [us-gaap:DepositsFairValueDisclosure] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [13.00]: [us-gaap:FederalFundsPurchasedAndSecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [14.00]: [us-gaap:ShorttermDebtFairValue] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [15.00]: [jpm:TradingLiabilitiesExcludingDerivativesFairValueDisclosure] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [16.00]: [us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [17.00]: [us-gaap:DerivativeLiabilityFairValueGrossAssetAndRightToReclaimCashOffset] [NEGATED] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [18.00]: [us-gaap:DerivativeLiabilities] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [19.00]: [us-gaap:TradingLiabilitiesFairValueDisclosure] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [20.00]: [us-gaap:AccountsPayableAndAccruedLiabilitiesFairValueDisclosure] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [21.00]: [jpm:BeneficialInterestFairValueDisclosure] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [22.00]: [us-gaap:LongTermDebtFairValue] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [23.00]: [us-gaap:LiabilitiesFairValueDisclosure] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [24.00]: [jpm:FairValueAssetsMeasuredOnRecurringBasisNumericAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:AlternativeInvestment] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OtherAssetsFairValueDisclosure] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(date: 2019-12-31)] [Not Classified] Fair Value, Recurring and Nonrecurring [Table] Assets and liabilities measured at fair value on a recurring basis Mortgage servicing rights | 4699000000 [ debit] USD Fair value assets and liabilities measured on recurring basis - supplemental data Period [(date: 2020-06-30)] [Not Classified] Fair Value, Recurring and Nonrecurring [Table] Assets and liabilities measured at fair value on a recurring basis Mortgage servicing rights | 3080000000 [ debit] USD Fair value assets and liabilities measured on recurring basis - supplemental data Period [(date: 2020-09-30)] [Not Classified] Fair Value, Recurring and Nonrecurring [Table] Assets and liabilities measured at fair value on a recurring basis Mortgage servicing rights | 3016000000 [ debit] USD Fair value assets and liabilities measured on recurring basis - supplemental data Period [(date: 2020-12-31)] [Not Classified] Fair Value, Recurring and Nonrecurring [Table] Assets and liabilities measured at fair value on a recurring basis Federal funds sold and securities purchased under resale agreements Recurring (Measurement Frequency [Axis]) | 238015000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 238015000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Securities borrowed Recurring (Measurement Frequency [Axis]) | 52983000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 52983000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Trading assets, debt and equity instruments Recurring (Measurement Frequency [Axis]) | 427630000000 [ debit] USD Total debt instruments (Financial Instrument [Axis], Measurement Frequency [Axis]) | 294496000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis], Measurement Frequency [Axis]) | 72340000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Financial Instrument [Axis], Meas| 68844000000 [ debit] USD Mortgage-backed securities, Residential - nonagency (Financial Instrument [Axis], Measurement Fr| 2166000000 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Financial Instrument [Axis], Measurement Fre| 1330000000 [ debit] USD U.S. Treasury, GSEs and government agencies (Financial Instrument [Axis], Measurement Frequency [Axi| 115259000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis], Measurement Frequency [A| 7192000000 [ debit] USD Certificates of deposit, bankers’ acceptances and commercial paper (Financial Instrument [Axis], Mea| 1230000000 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis], Measurement Frequency [Axis]) | 67625000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis], Measurement Frequency [Axis]) | 21524000000 [ debit] USD Loans (Financial Instrument [Axis], Measurement Frequency [Axis]) | 6994000000 [ debit] USD Asset-backed securities (Financial Instrument [Axis], Measurement Frequency [Axis]) | 2332000000 [ debit] USD Equity securities (Financial Instrument [Axis], Measurement Frequency [Axis]) | 100163000000 [ debit] USD Physical commodities (Financial Instrument [Axis], Measurement Frequency [Axis]) | 11571000000 [ debit] USD Other (Financial Instrument [Axis], Measurement Frequency [Axis]) | 21400000000 [ debit] USD U.S. GSE obligations (Financial Instrument [Axis], Measurement Frequency [Axis]) | 117600000000 [ debit] USD Residential mortgage (Financial Instrument [Axis], Measurement Frequency [Axis]) | 15100000000 [ debit] USD Commercial mortgage (Financial Instrument [Axis], Measurement Frequency [Axis]) | 6300000000 [ debit] USD Residential conforming mortgage intended for sale to U.S. GSEs and government agencies (Financial Instru| 8400000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 234452000000 [ debit] USD Total debt instruments (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 131035000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Financial Instrument [Axis], Fair| 0 [ debit] USD Mortgage-backed securities, Residential - nonagency (Financial Instrument [Axis], Fair Value Hie| 0 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Financial Instrument [Axis], Fair Value Hier| 0 [ debit] USD U.S. Treasury, GSEs and government agencies (Financial Instrument [Axis], Fair Value Hierarchy and N| 104263000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis], Fair Value Hierarchy and| 0 [ debit] USD Certificates of deposit, bankers’ acceptances and commercial paper (Financial Instrument [Axis], Fai| 0 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis| 26772000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Loans (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Asset-backed securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Equity securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 97035000000 [ debit] USD Physical commodities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 6382000000 [ debit] USD Other (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 190555000000 [ debit] USD Total debt instruments (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 161363000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Financial Instrument [Axis], Fair| 68395000000 [ debit] USD Mortgage-backed securities, Residential - nonagency (Financial Instrument [Axis], Fair Value Hie| 2138000000 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Financial Instrument [Axis], Fair Value Hier| 1327000000 [ debit] USD U.S. Treasury, GSEs and government agencies (Financial Instrument [Axis], Fair Value Hierarchy and N| 10996000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis], Fair Value Hierarchy and| 7184000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 21017000000 [ debit] USD Asset-backed securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 2304000000 [ debit] USD Equity securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 2652000000 [ debit] USD Physical commodities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 5189000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 2623000000 [ debit] USD Total debt instruments (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 2098000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Financial Instrument [Axis], Fair| 449000000 [ debit] USD Mortgage-backed securities, Residential - nonagency (Financial Instrument [Axis], Fair Value Hie| 28000000 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Financial Instrument [Axis], Fair Value Hier| 3000000 [ debit] USD U.S. Treasury, GSEs and government agencies (Financial Instrument [Axis], Fair Value Hierarchy and N| 0 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis], Fair Value Hierarchy and| 8000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 507000000 [ debit] USD Asset-backed securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 28000000 [ debit] USD Equity securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 476000000 [ debit] USD Physical commodities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 0 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 71860000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 480000000 [ debit] USD Certificates of deposit, bankers’ acceptances and commercial paper (Financial Instrument [Axis]) | 1230000000 [ debit] USD Certificates of deposit, bankers’ acceptances and commercial paper (Financial Instrument [Axis]) | 0 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 40671000000 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 182000000 [ debit] USD Loans (Financial Instrument [Axis]) | 6101000000 [ debit] USD Loans (Financial Instrument [Axis]) | 893000000 [ debit] USD Other (Financial Instrument [Axis]) | 21351000000 [ debit] USD Other (Financial Instrument [Axis]) | 49000000 [ debit] USD Gross derivative receivables | 703368000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 2464000000 [ debit] USD Interest rate (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 2318000000 [ debit] USD Credit (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Foreign exchange (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 146000000 [ debit] USD Equity (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Commodity (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 693236000000 [ debit] USD Interest rate (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 387023000000 [ debit] USD Credit (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 12721000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 205127000000 [ debit] USD Equity (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 67093000000 [ debit] USD Commodity (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 21272000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 7668000000 [ debit] USD Interest rate (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 2307000000 [ debit] USD Credit (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 624000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 987000000 [ debit] USD Equity (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 3519000000 [ debit] USD Commodity (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 231000000 [ debit] USD Interest rate (Derivative Instrument [Axis]) | 391648000000 [ debit] USD Credit (Derivative Instrument [Axis]) | 13345000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis]) | 206260000000 [ debit] USD Equity (Derivative Instrument [Axis]) | 70612000000 [ debit] USD Commodity (Derivative Instrument [Axis]) | 21503000000 [ debit] USD Derivative netting adjustments | -627924000000 [credit] USD Recurring (Measurement Frequency [Axis]) | 627924000000 [credit] USD Interest rate (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 355923000000 [credit] USD Credit (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 12665000000 [credit] USD Foreign exchange (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 190479000000 [credit] USD Equity (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 54125000000 [credit] USD Commodity (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 14732000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 355923000000 [credit] USD Credit (Derivative Instrument [Axis]) | 12665000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 190479000000 [credit] USD Equity (Derivative Instrument [Axis]) | 54125000000 [credit] USD Commodity (Derivative Instrument [Axis]) | 14732000000 [credit] USD Net derivative receivables | 75444000000 [ debit] USD Recurring (Measurement Frequency [Axis]) | 75444000000 [ debit] USD Interest rate (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 35725000000 [ debit] USD Credit (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 680000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 15781000000 [ debit] USD Equity (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 16487000000 [ debit] USD Commodity (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 6771000000 [ debit] USD Interest rate (Derivative Instrument [Axis]) | 35725000000 [ debit] USD Credit (Derivative Instrument [Axis]) | 680000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis]) | 15781000000 [ debit] USD Equity (Derivative Instrument [Axis]) | 16487000000 [ debit] USD Commodity (Derivative Instrument [Axis]) | 6771000000 [ debit] USD Trading assets | 503126000000 [ debit] [tot] USD Recurring (Measurement Frequency [Axis]) | 503074000000 [ debit] [tot] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 236916000000 [ debit] [tot] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 883791000000 [ debit] [tot] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 10291000000 [ debit] [tot] USD Fair Value Measured at Net Asset Value Per Share (Fair Value Hierarchy and NAV [Axis]) | 52000000 [ debit] [tot] USD Available-for-sale securities | 388178000000 [ debit] USD Recurring (Measurement Frequency [Axis]) | 388178000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis], Measurement Frequency [Axis]) | 126390000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Financial Instrument [Axis], Meas| 113301000000 [ debit] USD Mortgage-backed securities, Residential - nonagency (Financial Instrument [Axis], Measurement Fr| 10233000000 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Financial Instrument [Axis], Measurement Fre| 2856000000 [ debit] USD U.S. Treasury, GSEs and government agencies (Financial Instrument [Axis], Measurement Frequency [Axi| 201951000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis], Measurement Frequency [A| 20396000000 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis], Measurement Frequency [Axis]) | 22928000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis], Measurement Frequency [Axis]) | 216000000 [ debit] USD Asset-backed securities, Collateralized loan obligations (Financial Instrument [Axis], Measureme| 10048000000 [ debit] USD Asset-backed securities, Other (Financial Instrument [Axis], Measurement Frequency [Axis]) | 6249000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 215093000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Financial Instrument [Axis], Fair| 7000000 [ debit] USD Mortgage-backed securities, Residential - nonagency (Financial Instrument [Axis], Fair Value Hie| 0 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Financial Instrument [Axis], Fair Value Hier| 0 [ debit] USD U.S. Treasury, GSEs and government agencies (Financial Instrument [Axis], Fair Value Hierarchy and N| 201951000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis], Fair Value Hierarchy and| 0 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis| 13135000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Asset-backed securities, Collateralized loan obligations (Financial Instrument [Axis], Fair Valu| 0 [ debit] USD Asset-backed securities, Other (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]| 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 173085000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Financial Instrument [Axis], Fair| 113294000000 [ debit] USD Mortgage-backed securities, Residential - nonagency (Financial Instrument [Axis], Fair Value Hie| 10233000000 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Financial Instrument [Axis], Fair Value Hier| 2856000000 [ debit] USD U.S. Treasury, GSEs and government agencies (Financial Instrument [Axis], Fair Value Hierarchy and N| 0 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis], Fair Value Hierarchy and| 20396000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 216000000 [ debit] USD Asset-backed securities, Collateralized loan obligations (Financial Instrument [Axis], Fair Valu| 10048000000 [ debit] USD Asset-backed securities, Other (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]| 6249000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Mortgage-backed securities, U.S. GSEs and government agencies (Financial Instrument [Axis], Fair| 0 [ debit] USD Mortgage-backed securities, Residential - nonagency (Financial Instrument [Axis], Fair Value Hie| 0 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Financial Instrument [Axis], Fair Value Hier| 0 [ debit] USD U.S. Treasury, GSEs and government agencies (Financial Instrument [Axis], Fair Value Hierarchy and N| 0 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis], Fair Value Hierarchy and| 0 [ debit] USD Corporate debt securities (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Asset-backed securities, Collateralized loan obligations (Financial Instrument [Axis], Fair Valu| 0 [ debit] USD Asset-backed securities, Other (Financial Instrument [Axis], Fair Value Hierarchy and NAV [Axis]| 0 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 7000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 126383000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 0 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis]) | 126390000000 [ debit] USD Mortgage-backed securities, Commercial - nonagency (Financial Instrument [Axis]) | 2856000000 [ debit] USD U.S. Treasury, GSEs and government agencies (Financial Instrument [Axis]) | 201951000000 [ debit] USD Obligations of U.S. states and municipalities (Financial Instrument [Axis]) | 20396000000 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 9793000000 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 0 [ debit] USD Non-U.S. government debt securities (Financial Instrument [Axis]) | 22928000000 [ debit] USD Corporate debt securities (Financial Instrument [Axis]) | 216000000 [ debit] USD Asset-backed securities, Collateralized loan obligations (Financial Instrument [Axis]) | 10048000000 [ debit] USD U.S. GSE obligations (Financial Instrument [Axis]) | 65800000000 [ debit] USD Loans | 44474000000 [ debit] USD Recurring (Measurement Frequency [Axis]) | 44474000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 42169000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 2305000000 [ debit] USD Mortgage servicing rights | 3276000000 [ debit] USD Recurring (Measurement Frequency [Axis]) | 3276000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 3276000000 [ debit] USD Other assets Other assets (Asset Class [Axis], Measurement Frequency [Axis]) | 13209000000 [ debit] USD Other assets (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis]) | 8110000000 [ debit] USD Other assets (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis]) | 4561000000 [ debit] USD Other assets (Asset Class [Axis], Fair Value Hierarchy and NAV [Axis]) | 538000000 [ debit] USD Total assets measured at fair value on a recurring basis Recurring (Measurement Frequency [Axis]) | 1243209000000 [ debit] [tot] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 460119000000 [ debit] [tot] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 1394604000000 [ debit] [tot] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 16410000000 [ debit] [tot] USD Deposits Recurring (Measurement Frequency [Axis]) | 14484000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 11571000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 2913000000 [credit] USD Federal funds purchased and securities loaned or sold under repurchase agreements Recurring (Measurement Frequency [Axis]) | 155735000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 155735000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Short-term borrowings Recurring (Measurement Frequency [Axis]) | 16893000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 14473000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 2420000000 [credit] USD Trading 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[Axis]) | 55515000000 [ debit] USD Commodity (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 14444000000 [ debit] USD Interest rate (Derivative Instrument [Axis]) | 340975000000 [ debit] USD Credit (Derivative Instrument [Axis]) | 12837000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis]) | 194493000000 [ debit] USD Equity (Derivative Instrument [Axis]) | 55515000000 [ debit] USD Commodity (Derivative Instrument [Axis]) | 14444000000 [ debit] USD Net derivative payables | 70623000000 [credit] USD Recurring (Measurement Frequency [Axis]) | 70623000000 [credit] USD Interest rate (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 13012000000 [credit] USD Credit (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 1995000000 [credit] USD Foreign exchange (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 21433000000 [credit] USD Equity (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 25898000000 [credit] USD Commodity (Derivative Instrument [Axis], Measurement Frequency [Axis]) | 8285000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 13012000000 [credit] USD Credit (Derivative Instrument [Axis]) | 1995000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 21433000000 [credit] USD Equity (Derivative Instrument [Axis]) | 25898000000 [credit] USD Commodity (Derivative Instrument [Axis]) | 8285000000 [credit] USD Trading liabilities Recurring (Measurement Frequency [Axis]) | 170181000000 [credit] [tot] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 85297000000 [credit] [tot] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 690436000000 [credit] [tot] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 12712000000 [credit] [tot] USD Accounts payable and other liabilities Recurring (Measurement Frequency [Axis]) | 3476000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 2895000000 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 513000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 68000000 [credit] USD Beneficial interests issued by consolidated VIEs Recurring (Measurement Frequency [Axis]) | 41000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 41000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Long-term debt Recurring (Measurement Frequency [Axis]) | 76817000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 53420000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 23397000000 [credit] USD Total liabilities measured at fair value on a recurring basis Recurring (Measurement Frequency [Axis]) | 437627000000 [credit] [tot] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 88192000000 [credit] [tot] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 926189000000 [credit] [tot] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 41510000000 [credit] [tot] USD Fair value assets and liabilities measured on recurring basis - supplemental data Alternative investments, net asset value, fair value Fair Value Measured at Net Asset Value Per Share (Fair Value Hierarchy and NAV [Axis]) | 670000000 [ debit] [tot] USD Other assets Other assets (Asset Class [Axis], Measurement Frequency [Axis]) | 13827000000 [ debit] USD Fair Value Measured at Net Asset Value Per Share (Fair Value Hierarchy and NAV [Axis]) | 618000000 [ debit] USD Period [(date: 2021-06-30)] [Not Classified] Fair Value, Recurring and Nonrecurring [Table] Assets and liabilities measured at fair value on a recurring basis Mortgage servicing rights | 4549000000 [ debit] USD Fair value assets and liabilities measured on recurring basis - supplemental data Period [(date: 2021-09-30)] [MRQ] Fair Value, Recurring and Nonrecurring [Table] Assets and liabilities measured at fair value on a recurring basis Federal funds sold and securities purchased under resale agreements Recurring (Measurement Frequency [Axis]) | 273158000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 273158000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Securities borrowed Recurring (Measurement Frequency [Axis]) | 72833000000 [ debit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 72833000000 [ debit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [ debit] USD Trading assets, debt and equity instruments Recurring (Measurement Frequency [Axis]) | 447937000000 [ debit] USD Total debt instruments (Financial Instrument [Axis], Measurement Frequency [Axis]) | 277960000000 [ debit] USD Total mortgage-backed securities (Financial Instrument [Axis], Measurement Frequency [Axis]) | 40031000000 [ debit] USD Mortgage-backed securities, U.S. GSEs and 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[credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 9431000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 2377000000 [credit] USD Federal funds purchased and securities loaned or sold under repurchase agreements Recurring (Measurement Frequency [Axis]) | 187439000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 187439000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Short-term borrowings Recurring (Measurement Frequency [Axis]) | 20033000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 17622000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 2411000000 [credit] USD Trading liabilities, Debt and equity instruments Recurring (Measurement Frequency [Axis]) | 126058000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 98932000000 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 27096000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 30000000 [credit] USD Gross derivative payables | 547466000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 1909000000 [credit] USD Interest rate (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 1661000000 [credit] USD Credit (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Foreign exchange (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 248000000 [credit] USD Equity (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Commodity (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 533428000000 [credit] USD Interest rate (Derivative Instrument [Axis], Fair Value Hierarchy and NAV [Axis]) | 248655000000 [credit] USD Credit (Derivative Instrument [Axis], Fair Value 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(Derivative Instrument [Axis]) | 1393000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 14005000000 [credit] USD Equity (Derivative Instrument [Axis]) | 17774000000 [credit] USD Commodity (Derivative Instrument [Axis]) | 11481000000 [credit] USD Trading liabilities Recurring (Measurement Frequency [Axis]) | 179543000000 [credit] [tot] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 100841000000 [credit] [tot] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 560524000000 [credit] [tot] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 12159000000 [credit] [tot] USD Accounts payable and other liabilities Recurring (Measurement Frequency [Axis]) | 5340000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 4957000000 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 332000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 51000000 [credit] USD Beneficial interests issued by consolidated VIEs Recurring (Measurement Frequency [Axis]) | 99000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 99000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Long-term debt Recurring (Measurement Frequency [Axis]) | 76499000000 [credit] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 0 [credit] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 52985000000 [credit] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 23514000000 [credit] USD Total liabilities measured at fair value on a recurring basis Recurring (Measurement Frequency [Axis]) | 480761000000 [credit] [tot] USD Level 1 (Fair Value Hierarchy and NAV [Axis]) | 105798000000 [credit] [tot] USD Level 2 (Fair Value Hierarchy and NAV [Axis]) | 828432000000 [credit] [tot] USD Level 3 (Fair Value Hierarchy and NAV [Axis]) | 40512000000 [credit] [tot] USD Fair value assets and liabilities measured on recurring basis - supplemental data Alternative investments, net asset value, fair value Fair Value Measured at Net Asset Value Per Share (Fair Value Hierarchy and NAV [Axis]) | 813000000 [ debit] [tot] USD Other assets Other assets (Asset Class [Axis], Measurement Frequency [Axis]) | 14471000000 [ debit] USD Fair Value Measured at Net Asset Value Per Share (Fair Value Hierarchy and NAV [Axis]) | 757000000 [ debit] USD Presentation: [210471008 - Disclosure - Employee Share-based Incentives] [us-gaap:DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract] = [none]: [us-gaap:DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Share-based Payment Arrangement [Abstract] Employee Share-based Incentives | Employee share-based incentives Refer to Note 9 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the accounting policies and other information relating to employee share-based incentives. The Firm recognized the following noncash compensation expense related to its various employee share-based incentive plans in its Consolidated statements of income. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Cost of prior grants of RSUs, performance share units (“PSUs”), stock appreciation rights ("SARs") and stock options that are amortized over their applicable vesting periods $ 283 $ 249 $ 919 $ 859 Accrual of estimated costs of share-based awards to be granted in future periods, predominantly those to full-career eligible employees 335 272 1,346 1,108 Total noncash compensation expense related to employee share-based incentive plans $ 618 $ 521 $ 2,265 $ 1,967 In the first quarter of 2021, in connection with its annual incentive grant for the 2020 performance year, the Firm granted 17 million RSUs and 678 thousand PSUs with weighted-average grant date fair values of $137.38 per RSU and $136.94 per PSU. Refer to Note 9 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the accounting policies and other information relating to employee share-based incentives. Refer to Note 9 of JPMorgan Chase’s 2020 Form 10-K for a discussion of the accounting policies and other information relating to employee share-based incentives. The Firm recognized the following noncash compensation expense related to its various employee share-based incentive plans in its Consolidated statements of income. The Firm recognized the following noncash compensation expense related to its various employee share-based incentive plans in its Consolidated statements of income. Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Cost of prior grants of RSUs, performance share units (“PSUs”), stock appreciation rights ("SARs") and stock options that are amortized over their applicable vesting periods $ 283 $ 249 $ 919 $ 859 Accrual of estimated costs of share-based awards to be granted in future periods, predominantly those to full-career eligible employees 335 272 1,346 1,108 Total noncash compensation expense related to employee share-based incentive plans $ 618 $ 521 $ 2,265 $ 1,967 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Cost of prior grants of RSUs, performance share units (“PSUs”), stock appreciation rights ("SARs") and stock options that are amortized over their applicable vesting periods $ 283 $ 249 $ 919 $ 859 Accrual of estimated costs of share-based awards to be granted in future periods, predominantly those to full-career eligible employees 335 272 1,346 1,108 Total noncash compensation expense related to employee share-based incentive plans Total noncash compensation expense related to employee share-based incentive plans $ 618 $ 521 $ 2,265 $ 1,967 In the first quarter of 2021, in connection with its annual incentive grant for the 2020 performance year, the Firm granted 17 million RSUs and 678 thousand PSUs with weighted-average grant date fair values of $137.38 per RSU and $136.94 per PSU. In the first quarter of 2021, in connection with its annual incentive grant for the 2020 performance year, the Firm granted 17 million RSUs and 678 thousand PSUs with weighted-average grant date fair values of $137.38 per RSU and $136.94 per PSU. | | | | | | | | | | | | | | | | | | | | | | | |Three months en| |Nine months end (in millions) | 2021| | 2020| | 2021| | 2020 Cost of prior grants of RSUs, | $| 283| | | $| 249| | | $| 919| | | $| 859| Accrual of estimated costs of | 335| | | 272| | | 1,346| | | 1,108| Total noncash compensation exp| $| 618| | | $| 521| | | $| 2,265| | | $| 1,967| Definition: [241134079 - Disclosure - Preferred Stock (Details)] [us-gaap:ClassOfStockLineItems] = [none]: [us-gaap:PreferredStockNumberOfSharesParValueAndOtherDisclosuresAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:PreferredStockSharesIssued] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: 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[jpm:SeriesGGPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:SeriesJJPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [jpm:SeriesLLPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [jpm:SeriesMMPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [jpm:SeriesIPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [jpm:SeriesQPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: [jpm:SeriesRPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [11.00]: [jpm:SeriesSPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [12.00]: [jpm:SeriesUPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [13.00]: [jpm:SeriesVPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [14.00]: 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[jpm:SeriesSPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [12.00]: [jpm:SeriesUPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [13.00]: [jpm:SeriesVPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [14.00]: [jpm:SeriesXPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [15.00]: [jpm:SeriesZPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [16.00]: [jpm:SeriesCCPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [17.00]: [jpm:SeriesFFPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [18.00]: [jpm:SeriesHHPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [19.00]: [jpm:SeriesIIPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [20.00]: [jpm:SeriesKKPreferredStockMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] 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2020-03-01, endDate: 2020-03-01)] [Not Classified] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Contractual rate in effect Series Y (Class of Stock [Axis]) | 0.06 [ none] pure Preferred stock redeemed Series Y (Class of Stock [Axis]) | 1430000000 [ debit] USD Period [(startDate: 2020-03-13, endDate: 2020-03-13)] [Not Classified] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Dividend declared per share (in dollars per share) Series HH (Class of Stock [Axis]) | 125.22 [ none] USD/shares Period [(startDate: 2020-04-30, endDate: 2020-04-30)] [Not Classified] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Contractual rate in effect Series Z (Class of Stock [Axis]) | 0.05 [ none] pure Dividend declared per share (in dollars per share) Series Z (Class of Stock [Axis]) | 265 [ none] USD/shares Period [(startDate: 2020-05-15, endDate: 2020-05-15)] [Not Classified] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Dividend declared per share (in dollars per share) Series II (Class of Stock [Axis]) | 141.11 [ none] USD/shares Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Dividend declared per share (in dollars per share) Series Y (Class of Stock [Axis]) | 0 [ none] USD/shares Series AA (Class of Stock [Axis]) | 152.50 [ none] USD/shares Series BB (Class of Stock [Axis]) | 153.75 [ none] USD/shares Series DD (Class of Stock [Axis]) | 143.75 [ none] USD/shares Series EE (Class of Stock [Axis]) | 150 [ none] USD/shares Series GG (Class of Stock [Axis]) | 118.75 [ none] USD/shares Series I (Class of Stock [Axis]) | 95.53 [ none] USD/shares Series Q (Class of Stock [Axis]) | 128.75 [ none] USD/shares Series R (Class of Stock [Axis]) | 150 [ none] USD/shares Series S (Class of Stock [Axis]) | 168.75 [ none] USD/shares Series U (Class of Stock [Axis]) | 153.13 [ none] USD/shares Series V (Class of Stock [Axis]) | 92.41 [ none] USD/shares Series X (Class of Stock [Axis]) | 152.50 [ none] USD/shares Series Z (Class of Stock [Axis]) | 102.40 [ none] USD/shares Series CC (Class of Stock [Axis]) | 115.63 [ none] USD/shares Series FF (Class of Stock [Axis]) | 125 [ none] USD/shares Series HH (Class of Stock [Axis]) | 115 [ none] USD/shares Series II (Class of Stock [Axis]) | 100 [ none] USD/shares Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Dividend declared per share (in dollars per share) Series Y (Class of Stock [Axis]) | 153.13 [ none] USD/shares Series AA (Class of Stock [Axis]) | 457.50 [ none] USD/shares Series BB (Class of Stock [Axis]) | 461.25 [ none] USD/shares Series DD (Class of Stock [Axis]) | 431.25 [ none] USD/shares Series EE (Class of Stock [Axis]) | 450 [ none] USD/shares Series GG (Class of Stock [Axis]) | 387.92 [ none] USD/shares Series I (Class of Stock [Axis]) | 334.90 [ none] USD/shares Series Q (Class of Stock [Axis]) | 386.25 [ none] USD/shares Series R (Class of Stock [Axis]) | 450 [ none] USD/shares Series S (Class of Stock [Axis]) | 506.25 [ none] USD/shares Series U (Class of Stock [Axis]) | 459.38 [ none] USD/shares Series V (Class of Stock [Axis]) | 343.30 [ none] USD/shares Series X (Class of Stock [Axis]) | 457.50 [ none] USD/shares Series Z (Class of Stock [Axis]) | 352.05 [ none] USD/shares Series CC (Class of Stock [Axis]) | 346.88 [ none] USD/shares Series FF (Class of Stock [Axis]) | 375 [ none] USD/shares Series HH (Class of Stock [Axis]) | 355.22 [ none] USD/shares Series II (Class of Stock [Axis]) | 241.11 [ none] USD/shares Period [(date: 2020-12-31)] [Not Classified] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Shares (in shares) | 3006250 [ none] shares Series Y (Class of Stock [Axis]) | 0 [ none] shares Series AA (Class of Stock [Axis]) | 142500 [ none] shares Series BB (Class of Stock [Axis]) | 115000 [ none] shares Series DD (Class of Stock [Axis]) | 169625 [ none] shares Series EE (Class of Stock [Axis]) | 185000 [ none] shares Series GG (Class of Stock [Axis]) | 90000 [ none] shares Series JJ (Class of Stock [Axis]) | 0 [ none] shares Series LL (Class of Stock [Axis]) | 0 [ none] shares Series MM (Class of Stock [Axis]) | 0 [ none] shares Series I (Class of Stock [Axis]) | 293375 [ none] shares Series Q (Class of Stock [Axis]) | 150000 [ none] shares Series R (Class of Stock [Axis]) | 150000 [ none] shares Series S (Class of Stock [Axis]) | 200000 [ none] shares Series U (Class of Stock [Axis]) | 100000 [ none] shares Series V (Class of Stock [Axis]) | 250000 [ none] shares Series X (Class of Stock [Axis]) | 160000 [ none] shares Series Z (Class of Stock [Axis]) | 200000 [ none] shares Series CC (Class of Stock [Axis]) | 125750 [ none] shares Series FF (Class of Stock [Axis]) | 225000 [ none] shares Series HH (Class of Stock [Axis]) | 300000 [ none] shares Series II (Class of Stock [Axis]) | 150000 [ none] shares Series KK (Class of Stock [Axis]) | 0 [ none] shares Carrying value | 30063000000 [credit] USD Series Y (Class of Stock [Axis]) | 0 [credit] USD Series AA (Class of Stock [Axis]) | 1425000000 [credit] USD Series BB (Class of Stock [Axis]) | 1150000000 [credit] USD Series DD (Class of Stock [Axis]) | 1696000000 [credit] USD Series EE (Class of Stock [Axis]) | 1850000000 [credit] USD Series GG (Class of Stock [Axis]) | 900000000 [credit] USD Series JJ (Class of Stock [Axis]) | 0 [credit] USD Series LL (Class of Stock [Axis]) | 0 [credit] USD Series MM (Class of Stock [Axis]) | 0 [credit] USD Series I (Class of Stock [Axis]) | 2934000000 [credit] USD Series Q (Class of Stock [Axis]) | 1500000000 [credit] USD Series R (Class of Stock [Axis]) | 1500000000 [credit] USD Series S (Class of Stock [Axis]) | 2000000000 [credit] USD Series U (Class of Stock [Axis]) | 1000000000 [credit] USD Series V (Class of Stock [Axis]) | 2500000000 [credit] USD Series X (Class of Stock [Axis]) | 1600000000 [credit] USD Series Z (Class of Stock [Axis]) | 2000000000 [credit] USD Series CC (Class of Stock [Axis]) | 1258000000 [credit] USD Series FF (Class of Stock [Axis]) | 2250000000 [credit] USD Series HH (Class of Stock [Axis]) | 3000000000 [credit] USD Series II (Class of Stock [Axis]) | 1500000000 [credit] USD Series KK (Class of Stock [Axis]) | 0 [credit] USD Period [(startDate: 2021-04-09, endDate: 2021-04-09)] [Not Classified] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Dividend declared per share (in dollars per share) Series JJ (Class of Stock [Axis]) | 93.53 [ none] USD/shares Period [(startDate: 2021-06-01, endDate: 2021-06-01)] [Not Classified] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Contractual rate in effect Series AA (Class of Stock [Axis]) | 0.06 [ none] pure Series BB (Class of Stock [Axis]) | 0.06 [ none] pure Preferred stock redeemed Series AA (Class of Stock [Axis]) | 1430000000 [ debit] USD Series BB (Class of Stock [Axis]) | 1150000000 [ debit] USD Period [(startDate: 2021-07-08, endDate: 2021-07-08)] [Not Classified] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Dividend declared per share (in dollars per share) Series LL (Class of Stock [Axis]) | 129.76 [ none] USD/shares Series KK (Class of Stock [Axis]) | 110.51 [ none] USD/shares Period [(startDate: 2021-07-29, endDate: 2021-09-30)] [Not Classified] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Dividend declared per share (in dollars per share) Series MM (Class of Stock [Axis]) | 0 [ none] USD/shares Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Dividend declared per share (in dollars per share) Series Y (Class of Stock [Axis]) | 0 [ none] USD/shares Series AA (Class of Stock [Axis]) | 0 [ none] USD/shares Series BB (Class of Stock [Axis]) | 0 [ none] USD/shares Series DD (Class of Stock [Axis]) | 143.75 [ none] USD/shares Series EE (Class of Stock [Axis]) | 150 [ none] USD/shares Series GG (Class of Stock [Axis]) | 118.75 [ none] USD/shares Series JJ (Class of Stock [Axis]) | 113.75 [ none] USD/shares Series LL (Class of Stock [Axis]) | 129.76 [ none] USD/shares Series MM (Class of Stock [Axis]) | 0 [ none] USD/shares Series I (Class of Stock [Axis]) | 90.96 [ none] USD/shares Series Q (Class of Stock [Axis]) | 128.75 [ none] USD/shares Series R (Class of Stock [Axis]) | 150 [ none] USD/shares Series S (Class of Stock [Axis]) | 168.75 [ none] USD/shares Series U (Class of Stock [Axis]) | 153.13 [ none] USD/shares Series V (Class of Stock [Axis]) | 88.55 [ none] USD/shares Series X (Class of Stock [Axis]) | 152.50 [ none] USD/shares Series Z (Class of Stock [Axis]) | 99.23 [ none] USD/shares Series CC (Class of Stock [Axis]) | 115.63 [ none] USD/shares Series FF (Class of Stock [Axis]) | 125 [ none] USD/shares Series HH (Class of Stock [Axis]) | 115 [ none] USD/shares Series II (Class of Stock [Axis]) | 100 [ none] USD/shares Series KK (Class of Stock [Axis]) | 110.51 [ none] USD/shares Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Issue date Series Y (Class of Stock [Axis]) | 2015-02-12 [ none] Series AA (Class of Stock [Axis]) | 2015-06-04 [ none] Series BB (Class of Stock [Axis]) | 2015-07-29 [ none] Series DD (Class of Stock [Axis]) | 2018-09-21 [ none] Series EE (Class of Stock [Axis]) | 2019-01-24 [ none] Series GG (Class of Stock [Axis]) | 2019-11-07 [ none] Series JJ (Class of Stock [Axis]) | 2021-03-17 [ none] Series LL (Class of Stock [Axis]) | 2021-05-20 [ none] Series MM (Class of Stock [Axis]) | 2021-07-29 [ none] Series I (Class of Stock [Axis]) | 2008-04-23 [ none] Series Q (Class of Stock [Axis]) | 2013-04-23 [ none] Series R (Class of Stock [Axis]) | 2013-07-29 [ none] Series S (Class of Stock [Axis]) | 2014-01-22 [ none] Series U (Class of Stock [Axis]) | 2014-03-10 [ none] Series V (Class of Stock [Axis]) | 2014-06-09 [ none] Series X (Class of Stock [Axis]) | 2014-09-23 [ none] Series Z (Class of Stock [Axis]) | 2015-04-21 [ none] Series CC (Class of Stock [Axis]) | 2017-10-20 [ none] Series FF (Class of Stock [Axis]) | 2019-07-31 [ none] Series HH (Class of Stock [Axis]) | 2020-01-23 [ none] Series II (Class of Stock [Axis]) | 2020-02-24 [ none] Series KK (Class of Stock [Axis]) | 2021-05-12 [ none] Contractual rate in effect Series Y (Class of Stock [Axis]) | 0 [ none] pure Series AA (Class of Stock [Axis]) | 0 [ none] pure Series BB (Class of Stock [Axis]) | 0 [ none] pure Series DD (Class of Stock [Axis]) | 0.06 [ none] pure Series EE (Class of Stock [Axis]) | 0.06 [ none] pure Series GG (Class of Stock [Axis]) | 0.05 [ none] pure Series JJ (Class of Stock [Axis]) | 0.05 [ none] pure Series LL (Class of Stock [Axis]) | 0.05 [ none] pure Series MM (Class of Stock [Axis]) | 0.04 [ none] pure Series Q (Class of Stock [Axis]) | 0.05 [ none] pure Series R (Class of Stock [Axis]) | 0.06 [ none] pure Series S (Class of Stock [Axis]) | 0.07 [ none] pure Series U (Class of Stock [Axis]) | 0.06 [ none] pure Series X (Class of Stock [Axis]) | 0.06 [ none] pure Series CC (Class of Stock [Axis]) | 0.05 [ none] pure Series FF (Class of Stock [Axis]) | 0.05 [ none] pure Series HH (Class of Stock [Axis]) | 0.05 [ none] pure Series II (Class of Stock [Axis]) | 0.04 [ none] pure Series KK (Class of Stock [Axis]) | 0.04 [ none] pure Earliest redemption date Minimum (Statistical Measurement [Axis], Class of Stock [Axis]) | 2020-03-01 [ none] Minimum (Statistical Measurement [Axis], Class of Stock [Axis]) | 2023-12-01 [ none] Minimum (Statistical Measurement [Axis], Class of Stock [Axis]) | 2024-12-01 [ none] Minimum (Statistical Measurement [Axis], Class of Stock [Axis]) | 2026-06-01 [ none] Minimum (Statistical Measurement [Axis], Class of Stock [Axis]) | 2024-02-01 [ none] Minimum (Statistical Measurement [Axis], Class of Stock [Axis]) | 2024-10-01 [ none] Minimum (Statistical Measurement [Axis], Class of Stock [Axis]) | 2020-05-01 [ none] Minimum (Statistical Measurement [Axis], Class of Stock [Axis]) | 2024-08-01 [ none] Minimum (Statistical Measurement [Axis], Class of Stock [Axis]) | 2025-02-01 [ none] Minimum (Statistical Measurement [Axis], Class of Stock [Axis]) | 2025-04-01 [ none] Minimum (Statistical Measurement [Axis]) | 2020-09-01 [ none] Minimum (Statistical Measurement [Axis]) | 2020-09-01 [ none] Minimum (Statistical Measurement [Axis]) | 2024-03-01 [ none] Minimum (Statistical Measurement [Axis]) | 2026-06-01 [ none] Minimum (Statistical Measurement [Axis]) | 2026-09-01 [ none] Minimum (Statistical Measurement [Axis]) | 2018-04-30 [ none] Minimum (Statistical Measurement [Axis]) | 2023-05-01 [ none] Minimum (Statistical Measurement [Axis]) | 2023-08-01 [ none] Minimum (Statistical Measurement [Axis]) | 2024-04-30 [ none] Minimum (Statistical Measurement [Axis]) | 2019-07-01 [ none] Minimum (Statistical Measurement [Axis]) | 2022-11-01 [ none] Minimum (Statistical Measurement [Axis]) | 2026-06-01 [ none] Preferred stock dividend rate, variable, basis spread Three-month LIBOR (Variable Rate [Axis], Class of Stock [Axis]) | 0.03 [ none] pure Three-month LIBOR (Variable Rate [Axis], Class of Stock [Axis]) | 0.03 [ none] pure Three-month LIBOR (Variable Rate [Axis], Class of Stock [Axis]) | 0.03 [ none] pure Three-month LIBOR (Variable Rate [Axis], Class of Stock [Axis]) | 0.04 [ none] pure Three-month LIBOR (Variable Rate [Axis], Class of Stock [Axis]) | 0.03 [ none] pure Three-month LIBOR (Variable Rate [Axis], Class of Stock [Axis]) | 0.03 [ none] pure Three-month LIBOR (Variable Rate [Axis], Class of Stock [Axis]) | 0.03 [ none] pure Three-month LIBOR (Variable Rate [Axis], Class of Stock [Axis]) | 0.04 [ none] pure Three-month LIBOR (Variable Rate [Axis], Class of Stock [Axis]) | 0.03 [ none] pure Three-month term SOFR (Variable Rate [Axis], Class of Stock [Axis]) | 0.03 [ none] pure Three-month term SOFR (Variable Rate [Axis], Class of Stock [Axis]) | 0.03 [ none] pure Three-month term SOFR (Variable Rate [Axis], Class of Stock [Axis]) | 0.03 [ none] pure Five-year CMT (Variable Rate [Axis], Class of Stock [Axis]) | 0.03 [ none] pure Dividend declared per share (in dollars per share) Series Y (Class of Stock [Axis]) | 0 [ none] USD/shares Series AA (Class of Stock [Axis]) | 305 [ none] USD/shares Series BB (Class of Stock [Axis]) | 307.50 [ none] USD/shares Series DD (Class of Stock [Axis]) | 431.25 [ none] USD/shares Series EE (Class of Stock [Axis]) | 450 [ none] USD/shares Series GG (Class of Stock [Axis]) | 356.25 [ none] USD/shares Series JJ (Class of Stock [Axis]) | 207.28 [ none] USD/shares Series LL (Class of Stock [Axis]) | 129.76 [ none] USD/shares Series MM (Class of Stock [Axis]) | 0 [ none] USD/shares Series I (Class of Stock [Axis]) | 276.42 [ none] USD/shares Series Q (Class of Stock [Axis]) | 386.25 [ none] USD/shares Series R (Class of Stock [Axis]) | 450 [ none] USD/shares Series S (Class of Stock [Axis]) | 506.25 [ none] USD/shares Series U (Class of Stock [Axis]) | 459.38 [ none] USD/shares Series V (Class of Stock [Axis]) | 263.54 [ none] USD/shares Series X (Class of Stock [Axis]) | 457.50 [ none] USD/shares Series Z (Class of Stock [Axis]) | 300.97 [ none] USD/shares Series CC (Class of Stock [Axis]) | 346.88 [ none] USD/shares Series FF (Class of Stock [Axis]) | 375 [ none] USD/shares Series HH (Class of Stock [Axis]) | 345 [ none] USD/shares Series II (Class of Stock [Axis]) | 300 [ none] USD/shares Series KK (Class of Stock [Axis]) | 110.51 [ none] USD/shares Period [(date: 2021-09-30)] [MRQ] Schedule of Stock by Class [Table] Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract] Shares (in shares) | 3483750 [ none] shares Series Y (Class of Stock [Axis]) | 0 [ none] shares Series AA (Class of Stock [Axis]) | 0 [ none] shares Series BB (Class of Stock [Axis]) | 0 [ none] shares Series DD (Class of Stock [Axis]) | 169625 [ none] shares Series EE (Class of Stock [Axis]) | 185000 [ none] shares Series GG (Class of Stock [Axis]) | 90000 [ none] shares Series JJ (Class of Stock [Axis]) | 150000 [ none] shares Series LL (Class of Stock [Axis]) | 185000 [ none] shares Series MM (Class of Stock [Axis]) | 200000 [ none] shares Series I (Class of Stock [Axis]) | 293375 [ none] shares Series Q (Class of Stock [Axis]) | 150000 [ none] shares Series R (Class of Stock [Axis]) | 150000 [ none] shares Series S (Class of Stock [Axis]) | 200000 [ none] shares Series U (Class of Stock [Axis]) | 100000 [ none] shares Series V (Class of Stock [Axis]) | 250000 [ none] shares Series X (Class of Stock [Axis]) | 160000 [ none] shares Series Z (Class of Stock [Axis]) | 200000 [ none] shares Series CC (Class of Stock [Axis]) | 125750 [ none] shares Series FF (Class of Stock [Axis]) | 225000 [ none] shares Series HH (Class of Stock [Axis]) | 300000 [ none] shares Series II (Class of Stock [Axis]) | 150000 [ none] shares Series KK (Class of Stock [Axis]) | 200000 [ none] shares Carrying value | 34838000000 [credit] USD Series Y (Class of Stock [Axis]) | 0 [credit] USD Series AA (Class of Stock [Axis]) | 0 [credit] USD Series BB (Class of Stock [Axis]) | 0 [credit] USD Series DD (Class of Stock [Axis]) | 1696000000 [credit] USD Series EE (Class of Stock [Axis]) | 1850000000 [credit] USD Series GG (Class of Stock [Axis]) | 900000000 [credit] USD Series JJ (Class of Stock [Axis]) | 1500000000 [credit] USD Series LL (Class of Stock [Axis]) | 1850000000 [credit] USD Series MM (Class of Stock [Axis]) | 2000000000 [credit] USD Series I (Class of Stock [Axis]) | 2934000000 [credit] USD Series Q (Class of Stock [Axis]) | 1500000000 [credit] USD Series R (Class of Stock [Axis]) | 1500000000 [credit] USD Series S (Class of Stock [Axis]) | 2000000000 [credit] USD Series U (Class of Stock [Axis]) | 1000000000 [credit] USD Series V (Class of Stock [Axis]) | 2500000000 [credit] USD Series X (Class of Stock [Axis]) | 1600000000 [credit] USD Series Z (Class of Stock [Axis]) | 2000000000 [credit] USD Series CC (Class of Stock [Axis]) | 1258000000 [credit] USD Series FF (Class of Stock [Axis]) | 2250000000 [credit] USD Series HH (Class of Stock [Axis]) | 3000000000 [credit] USD Series II (Class of Stock [Axis]) | 1500000000 [credit] USD Series KK (Class of Stock [Axis]) | 2000000000 [credit] USD Liquidation value and redemption price per share (in dollars per share) | 10000 [ none] USD/shares Aggregate liquidation value | 35200000000 [credit] USD Calculation: validating [jpm:AssetManagementAdministrationAndCommissions] = [4470000000.00] [credit]: validating [jpm:AssetManagementFees] = [3022000000.00] [credit]: validating [jpm:InvestmentAdvisoryFees1] = [2937000000.00] [credit]: validating [jpm:AllOtherAssetManagementFees] = [85000000.00] [credit]: validating [jpm:AdministrativeServicesRevenue1] = [561000000.00] [credit]: validating [jpm:FeesAndCommissions1] = [887000000.00] [credit]: validating [us-gaap:BrokerageCommissionsRevenue] = [645000000.00] [credit]: validating [jpm:FeesandCommissionsOther1] = [242000000.00] [credit]: validating [jpm:AssetManagementAdministrationAndCommissions] = [13276000000.00] [credit]: validating [jpm:AssetManagementFees] = [8692000000.00] [credit]: validating [jpm:InvestmentAdvisoryFees1] = [8439000000.00] [credit]: validating [jpm:AllOtherAssetManagementFees] = [253000000.00] [credit]: validating [jpm:AdministrativeServicesRevenue1] = [1661000000.00] [credit]: validating [jpm:FeesAndCommissions1] = [2923000000.00] [credit]: validating [us-gaap:BrokerageCommissionsRevenue] = [2224000000.00] [credit]: validating [jpm:FeesandCommissionsOther1] = [699000000.00] [credit]: validating [jpm:AssetManagementAdministrationAndCommissions] = [5257000000.00] [credit]: validating [jpm:AssetManagementFees] = [3648000000.00] [credit]: validating [jpm:InvestmentAdvisoryFees1] = [3554000000.00] [credit]: validating [jpm:AllOtherAssetManagementFees] = [94000000.00] [credit]: validating [jpm:AdministrativeServicesRevenue1] = [642000000.00] [credit]: validating [jpm:FeesAndCommissions1] = [967000000.00] [credit]: validating [us-gaap:BrokerageCommissionsRevenue] = [719000000.00] [credit]: validating [jpm:FeesandCommissionsOther1] = [248000000.00] [credit]: validating [jpm:AssetManagementAdministrationAndCommissions] = [15480000000.00] [credit]: validating [jpm:AssetManagementFees] = [10515000000.00] [credit]: validating [jpm:InvestmentAdvisoryFees1] = [10232000000.00] [credit]: validating [jpm:AllOtherAssetManagementFees] = [283000000.00] [credit]: validating [jpm:AdministrativeServicesRevenue1] = [1925000000.00] [credit]: validating [jpm:FeesAndCommissions1] = [3040000000.00] [credit]: validating [us-gaap:BrokerageCommissionsRevenue] = [2280000000.00] [credit]: validating [jpm:FeesandCommissionsOther1] = [760000000.00] [credit]: Presentation: [240374027 - Disclosure - Noninterest Revenue and Noninterest Expense - Asset Management, Administration and Commissions (Details)] [jpm:NoninterestIncomeExpenseAbstract] = [none]: [jpm:InvestmentAdvisoryManagementandAdministrativeFeesAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:InvestmentAdvisoryFees1] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:AllOtherAssetManagementFees] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:AssetManagementFees] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:AdministrativeServicesRevenue1] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:FeesandCommissions1Abstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:BrokerageCommissionsRevenue] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FeesandCommissionsOther1] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:FeesAndCommissions1] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:AssetManagementAdministrationAndCommissions] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Noninterest Income (Expense) [Abstract] Asset management fees Investment management fees | 2937000000 [credit] USD All other asset management fees | 85000000 [credit] USD Total asset management fees | 3022000000 [credit] [tot] USD Total administration fees | 561000000 [credit] USD Commissions and other fees Brokerage commissions | 645000000 [credit] USD All other commissions and fees | 242000000 [credit] USD Total commissions and fees | 887000000 [credit] [tot] USD Total asset management, administration and commissions | 4470000000 [credit] [tot] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Noninterest Income (Expense) [Abstract] Asset management fees Investment management fees | 8439000000 [credit] USD All other asset management fees | 253000000 [credit] USD Total asset management fees | 8692000000 [credit] [tot] USD Total administration fees | 1661000000 [credit] USD Commissions and other fees Brokerage commissions | 2224000000 [credit] USD All other commissions and fees | 699000000 [credit] USD Total commissions and fees | 2923000000 [credit] [tot] USD Total asset management, administration and commissions | 13276000000 [credit] [tot] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Noninterest Income (Expense) [Abstract] Asset management fees Investment management fees | 3554000000 [credit] USD All other asset management fees | 94000000 [credit] USD Total asset management fees | 3648000000 [credit] [tot] USD Total administration fees | 642000000 [credit] USD Commissions and other fees Brokerage commissions | 719000000 [credit] USD All other commissions and fees | 248000000 [credit] USD Total commissions and fees | 967000000 [credit] [tot] USD Total asset management, administration and commissions | 5257000000 [credit] [tot] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Noninterest Income (Expense) [Abstract] Asset management fees Investment management fees | 10232000000 [credit] USD All other asset management fees | 283000000 [credit] USD Total asset management fees | 10515000000 [credit] [tot] USD Total administration fees | 1925000000 [credit] USD Commissions and other fees Brokerage commissions | 2280000000 [credit] USD All other commissions and fees | 760000000 [credit] USD Total commissions and fees | 3040000000 [credit] [tot] USD Total asset management, administration and commissions | 15480000000 [credit] [tot] USD Calculation: (date: 2020-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] = [4718000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [4502000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1] = [228000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment] = [4274000000.00] [credit]: validating [us-gaap:OffBalanceSheetCreditLossLiability] = [216000000.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityIndividuallyEvaluatedForImpairment] = [0.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityCollectivelyEvaluatedForImpairment] = [216000000.00] [credit]: validating [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] = [33637000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [30814000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1] = [1672000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment] = [29142000000.00] [credit]: validating [us-gaap:OffBalanceSheetCreditLossLiability] = [2823000000.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityIndividuallyEvaluatedForImpairment] = [109000000.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityCollectivelyEvaluatedForImpairment] = [2714000000.00] [credit]: (date: 2020-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] = [17800000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [17800000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1] = [652000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment] = [17148000000.00] [credit]: validating [us-gaap:OffBalanceSheetCreditLossLiability] = [0.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityIndividuallyEvaluatedForImpairment] = [0.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityCollectivelyEvaluatedForImpairment] = [0.00] [credit]: (date: 2020-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] = [11119000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [8512000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1] = [792000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment] = [7720000000.00] [credit]: validating [us-gaap:OffBalanceSheetCreditLossLiability] = [2607000000.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityIndividuallyEvaluatedForImpairment] = [109000000.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityCollectivelyEvaluatedForImpairment] = [2498000000.00] [credit]: validating [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] = [30800000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [28328000000.00] [credit]: validating [us-gaap:OffBalanceSheetCreditLossLiability] = [2409000000.00] [credit]: (date: 2021-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] = [11650000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [11650000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1] = [383000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment] = [11267000000.00] [credit]: validating [us-gaap:OffBalanceSheetCreditLossLiability] = [0.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityIndividuallyEvaluatedForImpairment] = [0.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityCollectivelyEvaluatedForImpairment] = [0.00] [credit]: validating [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] = [20455000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [18150000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1] = [169000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment] = [17981000000.00] [credit]: validating [us-gaap:OffBalanceSheetCreditLossLiability] = [2305000000.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityIndividuallyEvaluatedForImpairment] = [129000000.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityCollectivelyEvaluatedForImpairment] = [2176000000.00] [credit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] = [2016000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [1874000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1] = [-571000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment] = [2445000000.00] [credit]: validating [us-gaap:OffBalanceSheetCreditLossLiability] = [142000000.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityIndividuallyEvaluatedForImpairment] = [0.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityCollectivelyEvaluatedForImpairment] = [142000000.00] [credit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] = [6789000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [4626000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1] = [357000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment] = [4269000000.00] [credit]: validating [us-gaap:OffBalanceSheetCreditLossLiability] = [2163000000.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityIndividuallyEvaluatedForImpairment] = [129000000.00] [credit]: validating [jpm:OffBalanceSheetCreditLossLiabilityCollectivelyEvaluatedForImpairment] = [2034000000.00] [credit]: ************** Calculation check returned partial ************** [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] = [credit]: [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [credit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [1.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1] = [credit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [1.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment] = [credit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [2.00]: [us-gaap:OffBalanceSheetCreditLossLiability] = [credit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [2.00]: [jpm:OffBalanceSheetCreditLossLiabilityIndividuallyEvaluatedForImpairment] = [credit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [1.00]: [jpm:OffBalanceSheetCreditLossLiabilityCollectivelyEvaluatedForImpairment] = [credit] [ 1.0] [http://www.xbrl.org/2003/arcrole/summation-item] [2.00]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [0.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [92000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [95000000.00] [debit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [-3000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [3519000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesWriteOffs] = [4104000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesRecovery] = [585000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(jpm:CollateralDependentLoansMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [131000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [531000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [4209000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesWriteOffs] = [5365000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesRecovery] = [1156000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CollateralDependentLoansMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [109000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [13000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CollateralDependentLoansMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [0.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [137000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesWriteOffs] = [620000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesRecovery] = [483000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [553000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesWriteOffs] = [641000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesRecovery] = [88000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CollateralDependentLoansMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [22000000.00] [debit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [9000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [23000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [9000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [5000000.00] [debit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [37000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [75000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CollateralDependentLoansMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [9000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [10000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CollateralDependentLoansMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [26000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [-18000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesWriteOffs] = [452000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesRecovery] = [470000000.00] [credit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [2315000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesWriteOffs] = [3596000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesRecovery] = [1281000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(jpm:CollateralDependentLoansMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [35000000.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CollateralDependentLoansMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [0.00] [debit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [2233000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesWriteOffs] = [2957000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesRecovery] = [724000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [100000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesWriteOffs] = [187000000.00] [debit]: validating [us-gaap:FinancingReceivableAllowanceForCreditLossesRecovery] = [87000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [15000000.00] [debit]: (date: 2020-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [305106000000.00] [debit]: validating [us-gaap:FinancingReceivableIndividuallyEvaluatedForImpairment] = [16888000000.00] [debit]: validating [us-gaap:FinancingReceivableCollectivelyEvaluatedForImpairment] = [288218000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [945537000000.00] [debit]: validating [us-gaap:FinancingReceivableIndividuallyEvaluatedForImpairment] = [22176000000.00] [debit]: validating [us-gaap:FinancingReceivableCollectivelyEvaluatedForImpairment] = [923361000000.00] [debit]: (date: 2020-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [139590000000.00] [debit]: validating [us-gaap:FinancingReceivableIndividuallyEvaluatedForImpairment] = [1432000000.00] [debit]: validating [us-gaap:FinancingReceivableCollectivelyEvaluatedForImpairment] = [138158000000.00] [debit]: (date: 2020-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [500841000000.00] [debit]: validating [us-gaap:FinancingReceivableIndividuallyEvaluatedForImpairment] = [3856000000.00] [debit]: validating [us-gaap:FinancingReceivableCollectivelyEvaluatedForImpairment] = [496985000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [140100000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetInProcessofActiveorSuspendedForeclosureMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [846000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [44500000000.00] [debit]: (date: 2020-12-31): {(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:LtvLessThan80PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11980000000.00] [debit]: (date: 2020-12-31): {(stpr:CA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [12302000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3234000000.00] [debit]: (date: 2020-12-31): {(stpr:TX, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8235000000.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3768000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:FinancialAssetEqualtoGreaterthan150DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1193000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:CO, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4092000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [904000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3717000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:OH, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4673000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:TX, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [14544000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(us-gaap:MortgagesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1694000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [57000000.00] [debit]: (date: 2020-12-31): {(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [28022000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [36000000.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:PA, srt:StatementGeographicalAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1924000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [118894000000.00] [debit]: (date: 2020-12-31): {(stpr:NY, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8824000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [108101000000.00] [debit]: (date: 2020-12-31): {(jpm:LTVGreaterthan125PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [6000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [10991000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76361000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [249713000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [514947000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8006000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:FL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [9562000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1319000000.00] [debit]: (date: 2020-12-31): {(us-gaap:MunicipalBondsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1079000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [116990000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [119993000000.00] [debit]: (date: 2020-12-31): {(jpm:LTV101to125PercentMember, us-gaap:LoanToValueAxis),(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [44000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [70792000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76000000.00] [debit]: (date: 2020-12-31): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [35036000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [483000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:Ltv80To100PercentMember, us-gaap:LoanToValueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2177000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [141022000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [180583000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [406846000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [73078000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [427000000.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [19200000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [33053000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2865000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [13130000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [0.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmAdministeredMultiSellerConduitsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [23787000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:MA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5784000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [508707000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [960506000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:MI, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3553000000.00] [debit]: (date: 2020-12-31): {(us-gaap:LtvLessThan80PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [208238000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [223064000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [658000000.00] [debit]: (date: 2020-12-31): {(stpr:FL, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4668000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAssetGreaterthan30DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [40000000.00] [debit]: (date: 2020-12-31): {(stpr:NY, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [32287000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3318000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmSponsoredCreditCardSecuritizationTrustsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11962000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [143432000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:FL, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [13981000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:VieProgramTypeOtherMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [176000000.00] [debit]: (date: 2020-12-31): {(stpr:OH, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2163000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [109273000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [252245000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAssetEqualToOrGreaterThan120DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [18000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2573000000.00] [debit]: (date: 2020-12-31): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [135674000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [379273000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [56000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1606000000.00] [debit]: (date: 2020-12-31): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [37619000000.00] [debit]: (date: 2020-12-31): {(stpr:WA, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [7917000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset30to89DaysPastDueandStillAccruingMemberMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1091000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [225302000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [217209000000.00] [debit]: (date: 2020-12-31): {(stpr:CT, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5024000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [15000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:FinancialAssetEqualtoGreaterthan150DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [24000000.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [302127000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [601000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:CA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [73444000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAsset30to119DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [446000000.00] [debit]: (date: 2020-12-31): {(stpr:NJ, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [7227000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:NoFICOorLTVScoreAvailableMember, us-gaap:CreditScoreFicoAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2492000000.00] [debit]: (date: 2020-12-31): {(jpm:FinancialAsset30to149DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1045000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1144000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:FinancialAsset30to149DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [16000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3003000000.00] [debit]: (date: 2020-12-31): {(stpr:LA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1808000000.00] [debit]: (date: 2020-12-31): {(jpm:LTV101to125PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [38000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:NJ, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5927000000.00] [debit]: (date: 2020-12-31): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76000000.00] [debit]: (date: 2020-12-31): {(stpr:AZ, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2465000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [15304000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [26129000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1931000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:PA, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4476000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8000000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [142709000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [117052000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:CO, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8235000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [57870000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [71662000000.00] [debit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:TX, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [13773000000.00] [debit]: (date: 2020-12-31): {(jpm:LTVGreaterthan125PercentMember, us-gaap:LoanToValueAxis),(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [12000000.00] [debit]: (date: 2020-12-31): {(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:Ltv80To100PercentMember, us-gaap:LoanToValueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [239000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [71917000000.00] [debit]: (date: 2020-12-31): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [29846000000.00] [debit]: (date: 2020-12-31): {(stpr:NJ, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2646000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [20000000.00] [debit]: (date: 2020-12-31): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76825000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:NY, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11919000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:CA, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [20921000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [46915000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [7400000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [55759000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [33436000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [90147000000.00] [debit]: (date: 2020-12-31): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [22000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:Ltv80To100PercentMember, us-gaap:LoanToValueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2146000000.00] [debit]: (date: 2021-09-30): {(stpr:TX, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8333000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [43139000000.00] [debit]: (date: 2021-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [143166000000.00] [debit]: validating [us-gaap:FinancingReceivableIndividuallyEvaluatedForImpairment] = [1083000000.00] [debit]: validating [us-gaap:FinancingReceivableCollectivelyEvaluatedForImpairment] = [142083000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [56658000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [65364000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [72000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [73000000.00] [debit]: (date: 2021-09-30): {(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [29540000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [141731000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1146000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4297000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:MA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [6009000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [35352000000.00] [debit]: validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [974260000000.00] [debit]: validating [us-gaap:FinancingReceivableIndividuallyEvaluatedForImpairment] = [17877000000.00] [debit]: validating [us-gaap:FinancingReceivableCollectivelyEvaluatedForImpairment] = [956383000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:CA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [70719000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [72903000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [0.00] [debit]: (date: 2021-09-30): {(stpr:WA, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8071000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:PA, srt:StatementGeographicalAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2076000000.00] [debit]: (date: 2021-09-30): {(stpr:OH, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2029000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [68112000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [281143000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:OH, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4566000000.00] [debit]: (date: 2021-09-30): {(stpr:NY, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [32221000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [131863000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [37819000000.00] [debit]: (date: 2021-09-30): {(stpr:AZ, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2103000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmSponsoredCreditCardSecuritizationTrustsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [10606000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAsset30to119DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [504000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [45264000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8004000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:CA, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [21211000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetEqualToOrGreaterThan120DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [19000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [528033000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [219717000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [72000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:FinancialAssetEqualtoGreaterthan150DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1219000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [184000000.00] [debit]: (date: 2021-09-30): {(jpm:LTV101to125PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [31000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:TX, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [13645000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [230185000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [546000000.00] [debit]: (date: 2021-09-30): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [50958000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [133476000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [77512000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [388506000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetEqualToOrGreaterThan30DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [126000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [298308000000.00] [debit]: validating [us-gaap:FinancingReceivableIndividuallyEvaluatedForImpairment] = [14464000000.00] [debit]: validating [us-gaap:FinancingReceivableCollectivelyEvaluatedForImpairment] = [283844000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:FinancialAsset30to149DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [23661000000.00] [debit]: (date: 2021-09-30): {(us-gaap:LtvLessThan80PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [205919000000.00] [debit]: (date: 2021-09-30): {(jpm:LTVGreaterthan125PercentMember, us-gaap:LoanToValueAxis),(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAsset30to149DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [735000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [90209000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:PA, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4332000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [115155000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [221671000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2200000000.00] [debit]: (date: 2021-09-30): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [144280000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [7712000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:FirmAdministeredMultiSellerConduitsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [21077000000.00] [debit]: (date: 2021-09-30): {(stpr:LA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1870000000.00] [debit]: (date: 2021-09-30): {(stpr:NJ, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [6884000000.00] [debit]: (date: 2021-09-30): {(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:Ltv80To100PercentMember, us-gaap:LoanToValueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [103000000.00] [debit]: (date: 2021-09-30): {(us-gaap:InternalNoninvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [27958000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:TX, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [14752000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11860000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [291000000.00] [debit]: (date: 2021-09-30): {(jpm:LTV101to125PercentMember, us-gaap:LoanToValueAxis),(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [20000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:InternalInvestmentGradeMember, us-gaap:InternalCreditAssessmentAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2000000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:OtherGeographicalAreasMember, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [55061000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [129416000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [375000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [79000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3922000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [118167000000.00] [debit]: (date: 2021-09-30): {(jpm:RefreshedFicoScoresLessThan660Member, us-gaap:CreditScoreFicoAxis),(us-gaap:LtvLessThan80PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [10054000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3012000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:MI, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3513000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:CO, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [8496000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [278607000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [532786000000.00] [debit]: validating [us-gaap:FinancingReceivableIndividuallyEvaluatedForImpairment] = [2330000000.00] [debit]: validating [us-gaap:FinancingReceivableCollectivelyEvaluatedForImpairment] = [530456000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76637000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1789000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionForeignMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [118343000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:PassMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [49097000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [699000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:IL, srt:StatementGeographicalAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3333000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [117563000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(us-gaap:MortgagesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1091000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [84000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [41000000.00] [debit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11100000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:NoFICOorLTVScoreAvailableMember, us-gaap:CreditScoreFicoAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [3311000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAssetGreaterthan30DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [31000000.00] [debit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(stpr:FL, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [15439000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleRealEstateCommercialLessorsMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2587000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [203631000000.00] [debit]: (date: 2021-09-30): {(stpr:FL, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5125000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2485000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2084000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedPerformingMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [12780000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [414443000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetInProcessofActiveorSuspendedForeclosureMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [693000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:FinancialAsset90orMoreDaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [32000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:NY, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [11924000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAssetCurrentandLessThan30DaysPastDueandStillAccruingMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [76114000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(srt:MultifamilyMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(us-gaap:CriticizedMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [1710000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:NJ, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5967000000.00] [debit]: (date: 2021-09-30): {(jpm:FinancialAsset30to89DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:RealEstateSectorMember, us-gaap:EquitySecuritiesByIndustryAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [150000000.00] [debit]: (date: 2021-09-30): {(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis),(jpm:VieProgramTypeOtherMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2578000000.00] [debit]: (date: 2021-09-30): {(stpr:NY, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [7511000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:FinancialAsset30to89DaysPastDueandStillAccruingMemberMember, us-gaap:FinancingReceivablesPeriodPastDueAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [736000000.00] [debit]: (date: 2021-09-30): {(jpm:LTVGreaterthan125PercentMember, us-gaap:LoanToValueAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:RefreshedFicoScoresEqualToOrGreaterThan660Member, us-gaap:CreditScoreFicoAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [12000000.00] [debit]: (date: 2021-09-30): {(stpr:CT, srt:StatementGeographicalAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [5188000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:FL, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [9514000000.00] [debit]: (date: 2021-09-30): {(stpr:CA, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [12137000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [143166000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [994000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(jpm:WholesaleOtherMember, us-gaap:EquitySecuritiesByIndustryAxis),(jpm:CriticizedNonaccrualMember, us-gaap:InternalCreditAssessmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [715000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CommercialAndIndustrialSectorMember, us-gaap:EquitySecuritiesByIndustryAxis),(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:GeographicDistributionDomesticMember, us-gaap:GeographicDistributionAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [95657000000.00] [debit]: (date: 2021-09-30): {(us-gaap:MunicipalBondsMember, us-gaap:FinancialInstrumentAxis),(us-gaap:VariableInterestEntityPrimaryBeneficiaryMember, srt:ConsolidatedEntitiesAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [0.00] [debit]: (date: 2021-09-30): {(stpr:NJ, srt:StatementGeographicalAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(us-gaap:AutomobileLoanMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [2580000000.00] [debit]: (date: 2021-09-30): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancingReceivablePortfolioSegmentAxis),(stpr:CO, srt:StatementGeographicalAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [4322000000.00] [debit]: (date: 2021-09-30): {(us-gaap:UsGovernmentAgencyInsuredLoansMember, us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis),(us-gaap:ResidentialRealEstateMember, us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis),(jpm:FinancialAssetEqualtoGreaterthan150DaysPastDueMember, us-gaap:FinancingReceivablesPeriodPastDueAxis),(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [20000000.00] [debit]: (date: 2020-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsExcludingCommitmentsForWhichAllowanceForCreditLossNotPermittedContractualAmount] = [35587000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedAtAssetSpecificImpairmentMethodology] = [0.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedatPortfolioBasedImpairmentMethodology] = [35587000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsExcludingCommitmentsForWhichAllowanceForCreditLossNotPermittedContractualAmount] = [452461000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedAtAssetSpecificImpairmentMethodology] = [607000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedatPortfolioBasedImpairmentMethodology] = [451854000000.00] [credit]: (date: 2020-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsExcludingCommitmentsForWhichAllowanceForCreditLossNotPermittedContractualAmount] = [0.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedAtAssetSpecificImpairmentMethodology] = [0.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedatPortfolioBasedImpairmentMethodology] = [0.00] [credit]: (date: 2020-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsExcludingCommitmentsForWhichAllowanceForCreditLossNotPermittedContractualAmount] = [416874000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedAtAssetSpecificImpairmentMethodology] = [607000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedatPortfolioBasedImpairmentMethodology] = [416267000000.00] [credit]: (date: 2021-09-30): {(jpm:CreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsExcludingCommitmentsForWhichAllowanceForCreditLossNotPermittedContractualAmount] = [0.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedAtAssetSpecificImpairmentMethodology] = [0.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedatPortfolioBasedImpairmentMethodology] = [0.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsExcludingCommitmentsForWhichAllowanceForCreditLossNotPermittedContractualAmount] = [495008000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedAtAssetSpecificImpairmentMethodology] = [641000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedatPortfolioBasedImpairmentMethodology] = [494367000000.00] [credit]: (date: 2021-09-30): {(jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsExcludingCommitmentsForWhichAllowanceForCreditLossNotPermittedContractualAmount] = [36819000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedAtAssetSpecificImpairmentMethodology] = [0.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedatPortfolioBasedImpairmentMethodology] = [36819000000.00] [credit]: (date: 2021-09-30): {(us-gaap:CommercialPortfolioSegmentMember, us-gaap:FinancingReceivablePortfolioSegmentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsExcludingCommitmentsForWhichAllowanceForCreditLossNotPermittedContractualAmount] = [458189000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedAtAssetSpecificImpairmentMethodology] = [641000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedatPortfolioBasedImpairmentMethodology] = [457548000000.00] [credit]: Definition: [240844060 - Disclosure - Allowance for Credit Losses (Details)] [us-gaap:FinancingReceivableAllowanceForCreditLossesLineItems] = [none]: [us-gaap:FinancingReceivableAllowanceForCreditLossesRollForward] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesWriteOffs] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesRecovery] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:ProvisionForLoanLossesExpensed] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:FinancingReceivableChangeInPresentValueExpenseReversal] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:ScheduleOfFinancingReceivableAllowanceForCreditLossesTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:ConsumerPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:CreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CommercialPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:ConsumerPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:CreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:CommercialPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [srt:CumulativeEffectPeriodOfAdoptionAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [srt:CumulativeEffectPeriodOfAdoptionDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [srt:CumulativeEffectPeriodOfAdoptionAdjustmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:CumulativeEffectPeriodOfAdoptionDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [srt:CumulativeEffectPeriodOfAdoptionAdjustmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:CollateralDependentLoansMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:CollateralDependentLoansMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:OffBalanceSheetCreditLossLiabilityRollforward] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:OffBalanceSheetCreditLossLiability] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:OffBalanceSheetCreditLossLiabilityCreditLossExpenseReversal] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:OffBalanceSheetCreditLossLiabilityChangeInMethodCreditLossExpenseReversal] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:FinancingReceivableImpairmentmethodologyAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:LoansByImpairmentMethodologyAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:FinancingReceivableIndividuallyEvaluatedForImpairment] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancingReceivableCollectivelyEvaluatedForImpairment] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:CollateralDependentLoansAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:FinancingReceivableCollateralDependentLoansAtFairValue] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:OffBalanceSheetImpairmentMethodologyAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [jpm:OffBalanceSheetCreditLossLiabilityIndividuallyEvaluatedForImpairment] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:OffBalanceSheetCreditLossLiabilityCollectivelyEvaluatedForImpairment] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsGuaranteesAndOtherCommitmentsAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedAtAssetSpecificImpairmentMethodology] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedatPortfolioBasedImpairmentMethodology] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsExcludingCommitmentsForWhichAllowanceForCreditLossNotPermittedContractualAmount] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:DebtSecuritiesAvailableForSaleAndHeldToMaturityAllowanceForCreditLoss] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsAllowanceForCreditLossNotPermittedContractualAmountEvaluatedAtPortfolioBasedImpairmentMethodology] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesPeriodIncreaseDecrease] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: Presentation: [240844060 - Disclosure - Allowance for Credit Losses (Details)] [us-gaap:ScheduleOfFinancingReceivableAllowanceForCreditLossesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ConsumerPortfolioSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:CreditCardLoanPortfolioSegmentMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CommercialPortfolioSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [srt:CumulativeEffectPeriodOfAdoptionAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [srt:CumulativeEffectPeriodOfAdoptionDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:CumulativeEffectPeriodOfAdoptionAdjustmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:CollateralDependentLoansMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesRollForward] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] [PERIOD-START] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesWriteOffs] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesRecovery] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossWriteoffAfterRecovery] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:ProvisionForLoanLossesExpensed] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FinancingReceivableChangeInPresentValueExpenseReversal] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] [PERIOD-END] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:OffBalanceSheetCreditLossLiabilityRollforward] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:OffBalanceSheetCreditLossLiability] [PERIOD-START] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OffBalanceSheetCreditLossLiabilityCreditLossExpenseReversal] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:OffBalanceSheetCreditLossLiabilityChangeInMethodCreditLossExpenseReversal] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:OffBalanceSheetCreditLossLiability] [PERIOD-END] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:FinancingReceivableAllowanceForCreditLossAndOffBalanceSheetCreditLossLiability] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:FinancingReceivableImpairmentmethodologyAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:LoansByImpairmentMethodologyAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FinancingReceivableIndividuallyEvaluatedForImpairment] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableCollectivelyEvaluatedForImpairment] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:CollateralDependentLoansAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:FinancingReceivableCollateralDependentLoansAtFairValue] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:OffBalanceSheetImpairmentMethodologyAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:OffBalanceSheetCreditLossLiabilityIndividuallyEvaluatedForImpairment] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:OffBalanceSheetCreditLossLiabilityCollectivelyEvaluatedForImpairment] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:OffBalanceSheetCreditLossLiability] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsGuaranteesAndOtherCommitmentsAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedAtAssetSpecificImpairmentMethodology] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountEvaluatedatPortfolioBasedImpairmentMethodology] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsExcludingCommitmentsForWhichAllowanceForCreditLossNotPermittedContractualAmount] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DebtSecuritiesAvailableForSaleAndHeldToMaturityAllowanceForCreditLoss] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsAllowanceForCreditLossNotPermittedContractualAmountEvaluatedAtPortfolioBasedImpairmentMethodology] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [us-gaap:FinancingReceivableAllowanceForCreditLossesPeriodIncreaseDecrease] [NEGATED,TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Financing Receivable, Allowance for Credit Loss [Table] Allowance for loan losses Net charge-offs/(recoveries) Wholesale (Financing Receivable Portfolio Segment [Axis]) | 92000000 [ debit] [tot] USD Ending balance | 30814000000 [credit] [end] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 4502000000 [credit] [end] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 17800000000 [credit] [end] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 8512000000 [credit] [end] USD Allowance for lending-related commitments Ending balance | 2823000000 [credit] [end] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 216000000 [credit] [end] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] [end] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2607000000 [credit] [end] USD Total allowance for credit losses | 33637000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 4718000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 17800000000 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 11119000000 [credit] [tot] USD Allowance for loan losses by impairment methodology Asset-specific | 1672000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 228000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 652000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 792000000 [credit] USD Portfolio-based | 29142000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 4274000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 17148000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 7720000000 [credit] USD Total allowance for loan losses | 30814000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 4502000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 17800000000 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 8512000000 [credit] [tot] USD Loans by impairment methodology Asset-specific | 22176000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 16888000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 1432000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 3856000000 [ debit] USD Portfolio-based | 923361000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 288218000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 138158000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 496985000000 [ debit] USD Total retained loans | 945537000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 305106000000 [ debit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 139590000000 [ debit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 500841000000 [ debit] [tot] USD Collateral-dependent loans Loans measured at fair value of collateral less cost to sell Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment| 4517000000 [ debit] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment| 0 [ debit] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment| 130000000 [ debit] USD Collateral-dependent loans (Class of Financing Receivable [Axis]) | 4647000000 [ debit] USD Allowance for lending-related commitments by impairment methodology Asset-specific | 109000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 109000000 [credit] USD Portfolio-based | 2714000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 216000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2498000000 [credit] USD Total allowance for lending-related commitments | 2823000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 216000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2607000000 [credit] [tot] USD Lending-related commitments by impairment methodology Asset-specific | 607000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 607000000 [credit] USD Portfolio-based | 451854000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 35587000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 416267000000 [credit] USD Total lending-related commitments | 452461000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 35587000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 416874000000 [credit] [tot] USD Investment securities, allowance for credit losses | 120000000 [credit] USD Credit card lending-related commitments not permitted to have an allowance for credit losses Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 10800000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 662900000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 24400000000 [credit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Financing Receivable, Allowance for Credit Loss [Table] Allowance for loan losses Beginning balance | 13123000000 [credit] [beg] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 2538000000 [credit] [beg] USD Cumulative effect of a change in accounting principle (Cumulative Effect, Period Of Adoption [Axis], Financi| 297000000 [credit] [beg] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 5683000000 [credit] [beg] USD Cumulative effect of a change in accounting principle (Cumulative Effect, Period Of Adoption [Axis], Financi| 5517000000 [credit] [beg] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 4902000000 [credit] [beg] USD Cumulative effect of a change in accounting principle (Cumulative Effect, Period Of Adoption [Axis]) | -1642000000 [credit] [beg] USD Cumulative effect of a change in accounting principle (Cumulative Effect, Period Of Adoption [Axis]) | 4172000000 [credit] [beg] USD Gross charge-offs | 5365000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 620000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 4104000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 641000000 [ debit] USD Gross recoveries collected | -1156000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 483000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 585000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 88000000 [credit] USD Net charge-offs/(recoveries) | 4209000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 137000000 [ debit] [tot] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Ax| 109000000 [ debit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 3519000000 [ debit] [tot] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Ax| 0 [ debit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 553000000 [ debit] [tot] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Ax| 22000000 [ debit] [tot] USD Collateral-dependent loans (Class of Financing Receivable [Axis]) | 131000000 [ debit] [tot] USD Provision for loan losses | 17724000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 1803000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 10119000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 5802000000 [ debit] USD Other | 4000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 1000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 3000000 [ debit] USD Ending balance | 30814000000 [credit] [end] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 4502000000 [credit] [end] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 17800000000 [credit] [end] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 8512000000 [credit] [end] USD Allowance for lending-related commitments Beginning balance | 1191000000 [credit] [beg] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 12000000 [credit] [beg] USD Cumulative effect of a change in accounting principle (Cumulative Effect, Period Of Adoption [Axis], Financi| 133000000 [credit] [beg] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] [beg] USD Cumulative effect of a change in accounting principle (Cumulative Effect, Period Of Adoption [Axis], Financi| 0 [credit] [beg] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 1179000000 [credit] [beg] USD Cumulative effect of a change in accounting principle (Cumulative Effect, Period Of Adoption [Axis]) | -35000000 [credit] [beg] USD Cumulative effect of a change in accounting principle (Cumulative Effect, Period Of Adoption [Axis]) | 98000000 [credit] [beg] USD Provision for lending-related commitments | 1535000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 71000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 1464000000 [ debit] USD Other | -1000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | -1000000 [ debit] USD Ending balance | 2823000000 [credit] [end] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 216000000 [credit] [end] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] [end] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2607000000 [credit] [end] USD Total allowance for credit losses | 33637000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 4718000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 17800000000 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 11119000000 [credit] [tot] USD Allowance for loan losses by impairment methodology Asset-specific | 1672000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 228000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 652000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 792000000 [credit] USD Portfolio-based | 29142000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 4274000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 17148000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 7720000000 [credit] USD Total allowance for loan losses | 30814000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 4502000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 17800000000 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 8512000000 [credit] [tot] USD Loans by impairment methodology Asset-specific | 22176000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 16888000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 1432000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 3856000000 [ debit] USD Portfolio-based | 923361000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 288218000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 138158000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 496985000000 [ debit] USD Total retained loans | 945537000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 305106000000 [ debit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 139590000000 [ debit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 500841000000 [ debit] [tot] USD Collateral-dependent loans Loans measured at fair value of collateral less cost to sell Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment| 4517000000 [ debit] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment| 0 [ debit] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment| 130000000 [ debit] USD Collateral-dependent loans (Class of Financing Receivable [Axis]) | 4647000000 [ debit] USD Allowance for lending-related commitments by impairment methodology Asset-specific | 109000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 109000000 [credit] USD Portfolio-based | 2714000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 216000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2498000000 [credit] USD Total allowance for lending-related commitments | 2823000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 216000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2607000000 [credit] [tot] USD Lending-related commitments by impairment methodology Asset-specific | 607000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 607000000 [credit] USD Portfolio-based | 451854000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 35587000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 416267000000 [credit] USD Total lending-related commitments | 452461000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 35587000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 416874000000 [credit] [tot] USD Investment securities, allowance for credit losses | 120000000 [credit] USD Credit card lending-related commitments not permitted to have an allowance for credit losses Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 10800000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 662900000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 24400000000 [credit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Financing Receivable, Allowance for Credit Loss [Table] Allowance for loan losses Net charge-offs/(recoveries) Wholesale (Financing Receivable Portfolio Segment [Axis]) | 37000000 [ debit] [tot] USD Ending balance | 18150000000 [credit] [end] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 1874000000 [credit] [end] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 11650000000 [credit] [end] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 4626000000 [credit] [end] USD Allowance for lending-related commitments Ending balance | 2305000000 [credit] [end] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 142000000 [credit] [end] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] [end] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2163000000 [credit] [end] USD Total allowance for credit losses | 20455000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 2016000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 11650000000 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 6789000000 [credit] [tot] USD Allowance for loan losses by impairment methodology Asset-specific | 169000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | -571000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 383000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 357000000 [credit] USD Portfolio-based | 17981000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 2445000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 11267000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 4269000000 [credit] USD Total allowance for loan losses | 18150000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 1874000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 11650000000 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 4626000000 [credit] [tot] USD Loans by impairment methodology Asset-specific | 17877000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 14464000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 1083000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2330000000 [ debit] USD Portfolio-based | 956383000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 283844000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 142083000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 530456000000 [ debit] USD Total retained loans | 974260000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 298308000000 [ debit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 143166000000 [ debit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 532786000000 [ debit] [tot] USD Collateral-dependent loans Loans measured at fair value of collateral less cost to sell Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment| 4460000000 [ debit] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment| 0 [ debit] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment| 364000000 [ debit] USD Collateral-dependent loans (Class of Financing Receivable [Axis]) | 4824000000 [ debit] USD Allowance for lending-related commitments by impairment methodology Asset-specific | 129000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 129000000 [credit] USD Portfolio-based | 2176000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 142000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2034000000 [credit] USD Total allowance for lending-related commitments | 2305000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 142000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2163000000 [credit] [tot] USD Lending-related commitments by impairment methodology Asset-specific | 641000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 641000000 [credit] USD Portfolio-based | 494367000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 36819000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 457548000000 [credit] USD Total lending-related commitments | 495008000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment 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Receivable Portfolio Segment [Axis]) | 17800000000 [credit] [beg] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 6892000000 [credit] [beg] USD Gross charge-offs | 3596000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 452000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 2957000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 187000000 [ debit] USD Gross recoveries collected | -1281000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 470000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 724000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 87000000 [credit] USD Net charge-offs/(recoveries) | 2315000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | -18000000 [ debit] [tot] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Ax| 26000000 [ debit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 2233000000 [ debit] [tot] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Ax| 0 [ debit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 100000000 [ debit] [tot] USD Collateral-dependent loans (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Ax| 9000000 [ debit] [tot] USD Collateral-dependent loans (Class of Financing Receivable [Axis]) | 35000000 [ debit] [tot] USD Provision for loan losses | -7857000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | -1778000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | -3917000000 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | -2162000000 [ debit] USD Other | -6000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | -2000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | -4000000 [ debit] USD Ending balance | 18150000000 [credit] [end] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 1874000000 [credit] [end] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 11650000000 [credit] [end] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 4626000000 [credit] [end] USD Allowance for lending-related commitments Beginning balance | 2409000000 [credit] [beg] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 187000000 [credit] [beg] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] [beg] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2222000000 [credit] [beg] USD Provision for lending-related commitments | -106000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | -45000000 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | -61000000 [ debit] USD Other | 2000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [ debit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [ debit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2000000 [ debit] USD Ending balance | 2305000000 [credit] [end] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 142000000 [credit] [end] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 0 [credit] [end] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 2163000000 [credit] [end] USD Total allowance for credit losses | 20455000000 [credit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 2016000000 [credit] [tot] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 11650000000 [credit] [tot] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 6789000000 [credit] [tot] USD Allowance for loan losses by impairment methodology Asset-specific | 169000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | -571000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 383000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 357000000 [credit] USD Portfolio-based | 17981000000 [credit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 2445000000 [credit] USD Credit card (Financing Receivable Portfolio Segment [Axis]) | 11267000000 [credit] USD Wholesale (Financing Receivable Portfolio Segment [Axis]) | 4269000000 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[jpm:TermorPaymentExtensionMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:PaymentDeferralMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:PrincipalForgivenessMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:OtherModificationsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:FinancingReceivableImpairedLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FinancingReceivableModificationsPostModificationRecordedInvestment2] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableModificationsNumberOfContracts2] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:FinancingReceivableModificationsPercentageofModifications] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:PercentageSumOfItemsByTypeMayExceed] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Schedule of Impaired Financing Receivable [Table] New TDRs Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 199000000 [ debit] USD Number of loans modified Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 1615 [ none] loan Residential real estate (Class of Financing Receivable [Axis], Loan Restructuring Modification [Axis]) | 1623 [ none] loan Concession granted Interest rate reduction (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Finan| 0.40 [ none] pure Principal and/or interest deferred (Loan Restructuring Modification [Axis], Class of Financing Receivable [A| 0.21 [ none] pure Principal forgiveness (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financi| 0.01 [ none] pure Other (Loan Restructuring Modification [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.65 [ none] pure Residential real estate (Class of Financing Receivable [Axis], Loan Restructuring Modification [Axis]) | 0.39 [ none] pure Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Impaired Financing Receivable [Table] New TDRs Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 537000000 [ debit] USD Number of loans modified Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 5200 [ none] loan Residential real estate (Class of Financing Receivable [Axis], Loan Restructuring Modification [Axis]) | 4468 [ none] loan Concession granted Interest rate reduction (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Finan| 0.51 [ none] pure Principal and/or interest deferred (Loan Restructuring Modification [Axis], Class of Financing Receivable [A| 0.12 [ none] pure Principal forgiveness (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financi| 0.02 [ none] pure Other (Loan Restructuring Modification [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.65 [ none] pure Residential real estate (Class of Financing Receivable [Axis], Loan Restructuring Modification [Axis]) | 0.53 [ none] pure Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Impaired Financing Receivable [Table] New TDRs Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 116000000 [ debit] USD Number of loans modified Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 917 [ none] loan Residential real estate (Class of Financing Receivable [Axis], Loan Restructuring Modification [Axis]) | 1448 [ none] loan Concession granted Interest rate reduction (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Finan| 0.75 [ none] pure Principal and/or interest deferred (Loan Restructuring Modification [Axis], Class of Financing Receivable [A| 0.19 [ none] pure Principal forgiveness (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financi| 0.01 [ none] pure Other (Loan Restructuring Modification [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.24 [ none] pure Residential real estate (Class of Financing Receivable [Axis], Loan Restructuring Modification [Axis]) | 0.64 [ none] pure Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Impaired Financing Receivable [Table] New TDRs Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 674000000 [ debit] USD Number of loans modified Permanent modification (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financ| 3817 [ none] loan Residential real estate (Class of Financing Receivable [Axis], Loan Restructuring Modification [Axis]) | 4014 [ none] loan Concession granted Interest rate reduction (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Finan| 0.74 [ none] pure Principal and/or interest deferred (Loan Restructuring Modification [Axis], Class of Financing Receivable [A| 0.24 [ none] pure Principal forgiveness (Loan Restructuring Modification [Axis], Class of Financing Receivable [Axis], Financi| 0.02 [ none] pure Other (Loan Restructuring Modification [Axis], Financing Receivable Portfolio Segment [Axis]) | 0.39 [ none] pure Residential real estate (Class of Financing Receivable [Axis], Loan Restructuring Modification [Axis]) | 0.49 [ none] pure Percentage, sum of items by type, may exceed Residential real estate (Class of Financing Receivable [Axis], Financing Receivable Portfolio Segment [Axis]| 1 [ none] pure Definition: [240944068 - Disclosure - Variable Interest Entities - Schedule of Options to Repurchase Delinquent Loans (Details)] [us-gaap:VariableInterestEntityLineItems] = [none]: [jpm:LoansRepurchasedOrLoansWithOptionToRepurchase] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfVariableInterestEntitiesTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [srt:ConsolidatedEntitiesAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:ConsolidatedEntitiesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancialInstrumentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:ResidentialMortgageMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:ResidentialMortgageMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:RealEstateAcquiredThroughForeclosure] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: Presentation: [240944068 - Disclosure - Variable Interest Entities - Schedule of Options to Repurchase Delinquent Loans (Details)] [us-gaap:ScheduleOfVariableInterestEntitiesTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ConsolidatedEntitiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancialInstrumentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ResidentialMortgageMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:VariableInterestEntityLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:LoansRepurchasedOrLoansWithOptionToRepurchase] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:RealEstateAcquiredThroughForeclosure] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(date: 2020-12-31)] [Not Classified] Schedule of Variable Interest Entities [Table] Loans repurchased or option to repurchase Nonconsolidated entities (Consolidated Entities [Axis]) | 1413000000 [credit] USD Real estate acquired through foreclosure Nonconsolidated entities (Consolidated Entities [Axis]) | 9000000 [ debit] USD Residential mortgage (Financial Instrument [Axis], Consolidated Entities [Axis]) | 64000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Variable Interest Entities [Table] Loans repurchased or option to repurchase Nonconsolidated entities (Consolidated Entities [Axis]) | 1103000000 [credit] USD Real estate acquired through foreclosure Nonconsolidated entities (Consolidated Entities [Axis]) | 5000000 [ debit] USD Residential mortgage (Financial Instrument [Axis], Consolidated Entities [Axis]) | 44000000 [ debit] USD Calculation: validating [us-gaap:ShareBasedCompensation] = [521000000.00] [debit]: validating [jpm:ShareBasedCompensationAmortizationOfPriorGrantsOfShareBasedCompensation] = [249000000.00] [debit]: validating [jpm:ShareBasedCompensationEstimatedFutureGrantsToRetirementEligibleEmployees] = [272000000.00] [debit]: validating [us-gaap:ShareBasedCompensation] = [1967000000.00] [debit]: validating [jpm:ShareBasedCompensationAmortizationOfPriorGrantsOfShareBasedCompensation] = [859000000.00] [debit]: validating [jpm:ShareBasedCompensationEstimatedFutureGrantsToRetirementEligibleEmployees] = [1108000000.00] [debit]: validating [us-gaap:ShareBasedCompensation] = [618000000.00] [debit]: validating [jpm:ShareBasedCompensationAmortizationOfPriorGrantsOfShareBasedCompensation] = [283000000.00] [debit]: validating [jpm:ShareBasedCompensationEstimatedFutureGrantsToRetirementEligibleEmployees] = [335000000.00] [debit]: validating [us-gaap:ShareBasedCompensation] = [2265000000.00] [debit]: validating [jpm:ShareBasedCompensationAmortizationOfPriorGrantsOfShareBasedCompensation] = [919000000.00] [debit]: validating [jpm:ShareBasedCompensationEstimatedFutureGrantsToRetirementEligibleEmployees] = [1346000000.00] [debit]: Presentation: [240494033 - Disclosure - Employee Share-based Incentives - Compensation Expense (Details)] [us-gaap:DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract] = [none]: [jpm:ShareBasedCompensationAmortizationOfPriorGrantsOfShareBasedCompensation] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ShareBasedCompensationEstimatedFutureGrantsToRetirementEligibleEmployees] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ShareBasedCompensation] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Share-based Payment Arrangement [Abstract] Cost of prior grants of RSUs, performance share units (“PSUs”), stock appreciation rights ("SARs") and stock opt| 249000000 [ debit] USD Accrual of estimated costs of share-based awards to be granted in future periods, predominantly those to full-ca| 272000000 [ debit] USD Total noncash compensation expense related to employee share-based incentive plans | 521000000 [ debit] [tot] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Share-based Payment Arrangement [Abstract] Cost of prior grants of RSUs, performance share units (“PSUs”), stock appreciation rights ("SARs") and stock opt| 859000000 [ debit] USD Accrual of estimated costs of share-based awards to be granted in future periods, predominantly those to full-ca| 1108000000 [ debit] USD Total noncash compensation expense related to employee share-based incentive plans | 1967000000 [ debit] [tot] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Share-based Payment Arrangement [Abstract] Cost of prior grants of RSUs, performance share units (“PSUs”), stock appreciation rights ("SARs") and stock opt| 283000000 [ debit] USD Accrual of estimated costs of share-based awards to be granted in future periods, predominantly those to full-ca| 335000000 [ debit] USD Total noncash compensation expense related to employee share-based incentive plans | 618000000 [ debit] [tot] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Share-based Payment Arrangement [Abstract] Cost of prior grants of RSUs, performance share units (“PSUs”), stock appreciation rights ("SARs") and stock opt| 919000000 [ debit] USD Accrual of estimated costs of share-based awards to be granted in future periods, predominantly those to full-ca| 1346000000 [ debit] USD Total noncash compensation expense related to employee share-based incentive plans | 2265000000 [ debit] [tot] USD Definition: [240744052 - Disclosure - Loans - Consumer, Excluding Credit Card Loan Portfolio, Auto and Other, Nonaccrual Loans and Other Credit Quality Indicators (Details)] [us-gaap:FinancingReceivableRecordedInvestmentLineItems] = [none]: [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfFinancingReceivableRecordedInvestmentCreditQualityIndicatorTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:AutomobileLoanMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:AutomobileLoanMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [srt:StatementGeographicalAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [3.00]: [srt:SegmentGeographicalDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [stpr:CA] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [stpr:TX] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [stpr:NY] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [stpr:FL] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [stpr:IL] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [stpr:NJ] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [stpr:AZ] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [stpr:PA] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [stpr:OH] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [stpr:LA] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [jpm:OtherGeographicalAreasMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: [srt:SegmentGeographicalDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [stpr:CA] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [stpr:TX] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [stpr:NY] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [stpr:FL] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [stpr:IL] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [stpr:NJ] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [stpr:AZ] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [stpr:PA] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [stpr:OH] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [stpr:LA] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [jpm:OtherGeographicalAreasMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:FinancingReceivableRecordedInvestment90DaysPastDueAndStillAccruing] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: Presentation: [240744052 - Disclosure - Loans - Consumer, Excluding Credit Card Loan Portfolio, Auto and Other, Nonaccrual Loans and Other Credit Quality Indicators (Details)] [us-gaap:ScheduleOfFinancingReceivableRecordedInvestmentCreditQualityIndicatorTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AutomobileLoanMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:StatementGeographicalAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [srt:SegmentGeographicalDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [stpr:CA] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [stpr:TX] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [stpr:NY] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [stpr:FL] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [stpr:IL] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [stpr:NJ] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [stpr:AZ] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [stpr:PA] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [stpr:OH] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [stpr:LA] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [jpm:OtherGeographicalAreasMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [us-gaap:FinancingReceivableRecordedInvestmentLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FinancingReceivableRecordedInvestmentNonaccrualStatus] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableRecordedInvestment90DaysPastDueAndStillAccruing] [NET] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(date: 2020-09-30)] [Not Classified] Financing Receivable, Credit Quality Indicator [Table] Retained loans | 945537000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 305106000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Financing Receivable, Credit Quality Indicator [Table] Nonaccrual loans Auto and other (Class of Financing Receivable [Axis]) | 151000000 [ debit] USD Retained loans | 960506000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 302127000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 76825000000 [ debit] USD California (Geographical [Axis], Class of Financing Receivable [Axis]) | 12302000000 [ debit] USD Texas (Geographical [Axis], Class of Financing Receivable [Axis]) | 8235000000 [ debit] USD New York (Geographical [Axis], Class of Financing Receivable [Axis]) | 8824000000 [ debit] USD Florida (Geographical [Axis], Class of Financing Receivable [Axis]) | 4668000000 [ debit] USD Illinois (Geographical [Axis], Class of Financing Receivable [Axis]) | 3768000000 [ debit] USD New Jersey (Geographical [Axis], Class of Financing Receivable [Axis]) | 2646000000 [ debit] USD Arizona (Geographical [Axis], Class of Financing Receivable [Axis]) | 2465000000 [ debit] USD Pennsylvania (Geographical [Axis], Class of Financing Receivable [Axis]) | 1924000000 [ debit] USD Ohio (Geographical [Axis], Class of Financing Receivable [Axis]) | 2163000000 [ debit] USD Louisiana (Geographical [Axis], Class of Financing Receivable [Axis]) | 1808000000 [ debit] USD All other (Geographical [Axis], Class of Financing Receivable [Axis]) | 28022000000 [ debit] USD 90 or more days past due and still accruing Auto and other (Class of Financing Receivable [Axis]) | 0 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Financing Receivable, Credit Quality Indicator [Table] Nonaccrual loans Auto and other (Class of Financing Receivable [Axis]) | 117000000 [ debit] USD Retained loans | 974260000000 [ debit] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 298308000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 76637000000 [ debit] USD California (Geographical [Axis], Class of Financing Receivable [Axis]) | 12137000000 [ debit] USD Texas (Geographical [Axis], Class of Financing Receivable [Axis]) | 8333000000 [ debit] USD New York (Geographical [Axis], Class of Financing Receivable [Axis]) | 7511000000 [ debit] USD Florida (Geographical [Axis], Class of Financing Receivable [Axis]) | 5125000000 [ debit] USD Illinois (Geographical [Axis], Class of Financing Receivable [Axis]) | 3333000000 [ debit] USD New Jersey (Geographical [Axis], Class of Financing Receivable [Axis]) | 2580000000 [ debit] USD Arizona (Geographical [Axis], Class of Financing Receivable [Axis]) | 2103000000 [ debit] USD Pennsylvania (Geographical [Axis], Class of Financing Receivable [Axis]) | 2076000000 [ debit] USD Ohio (Geographical [Axis], Class of Financing Receivable [Axis]) | 2029000000 [ debit] USD Louisiana (Geographical [Axis], Class of Financing Receivable [Axis]) | 1870000000 [ debit] USD All other (Geographical [Axis], Class of Financing Receivable [Axis]) | 29540000000 [ debit] USD 90 or more days past due and still accruing Auto and other (Class of Financing Receivable [Axis]) | 0 [ debit] USD Definition: [240734051 - Disclosure - Loans - Consumer, Excluding Credit Card Loan Portfolio, Auto and Other (Details)] [us-gaap:AccountsNotesAndLoansReceivableLineItems] = [none]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfAccountsNotesLoansAndFinancingReceivableTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancingReceivablesPeriodPastDueAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FinancingReceivablesPeriodPastDueDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: 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[http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ConsumerExcludingCreditCardLoanPortfolioSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AutomobileLoanMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:LoansInsuredOrGuaranteedByGovernmentAuthoritiesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:SmallBusinessAdministrationSBACARESActPaycheckProtectionProgramMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AccountsNotesAndLoansReceivableLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearOneOriginatedCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearTwoOriginatedFiscalYearBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearThreeOriginatedTwoYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFourOriginatedThreeYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestYearFiveOriginatedFourYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestOriginatedMoreThanFiveYearsBeforeCurrentFiscalYear] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolving] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestRevolvingConvertedToTermLoan] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:FinancingReceivableExcludingAccruedInterestBeforeAllowanceForCreditLoss] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedinCurrentFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedinFiscalYearbeforeLatestFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedTwoYearsbeforeLatestFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [12.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedThreeYearsbeforeLatestFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [13.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedFourYearsbeforeLatestFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [14.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansOriginatedFiveorMoreYearsbeforeLatestFiscalYear] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [15.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableRevolving] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [16.00]: [jpm:PercentageofLoansThirtyPlusDaysPastDuetoTotalRetainedLoansFinancingReceivableConvertedtoTermLoan] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [17.00]: [jpm:PercentageOfLoansThirtyPlusDaysPastDueToTotalRetainedLoans] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [18.00]: Period [(date: 2020-09-30)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Total retained loans | 945537000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 305106000000 [ debit] [tot] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Term loans originated in 2021/2020 Auto and other (Class of Financing Receivable [Axis]) | 46169000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 97000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 0 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 46266000000 [ debit] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis]) | 19200000000 [ debit] USD Term loans originated in 2020/2019 Auto and other (Class of Financing Receivable [Axis]) | 12829000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 107000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 0 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 12936000000 [ debit] USD Term loans originated in 2019/2018 Auto and other (Class of Financing Receivable [Axis]) | 7367000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 77000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 0 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 7444000000 [ debit] USD Term loans originated in 2018/2017 Auto and other (Class of Financing Receivable [Axis]) | 4521000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 53000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 1000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 4575000000 [ debit] USD Term loans originated in 2017/2016 Auto and other (Class of Financing Receivable [Axis]) | 2058000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 42000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 0 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 2100000000 [ debit] USD Term loans originated prior to 2017/2016 Auto and other (Class of Financing Receivable [Axis]) | 742000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 23000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 1000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 766000000 [ debit] USD Revolving loans within the revolving period Auto and other (Class of Financing Receivable [Axis]) | 2517000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 30000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 8000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 2555000000 [ debit] USD Revolving loans converted to term loans Auto and other (Class of Financing Receivable [Axis]) | 158000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 17000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 8000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 183000000 [ debit] USD Total retained loans | 960506000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 302127000000 [ debit] [tot] USD Auto and other (Class of Financing Receivable [Axis]) | 76825000000 [ debit] [tot] USD Auto and other (Class of Financing Receivable [Axis]) | 76361000000 [ debit] [tot] USD Auto and other (Class of Financing Receivable [Axis]) | 446000000 [ debit] [tot] USD Auto and other (Class of Financing Receivable [Axis]) | 18000000 [ debit] [tot] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis]) | 19200000000 [ debit] [tot] USD % of 30 plus days past due to total retained loans, Term loans originated in 2021/2020 Auto and other (Class of Financing Receivable [Axis]) | 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2020/2019 Auto and other (Class of Financing Receivable [Axis]) | 0.01 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2019/2018 Auto and other (Class of Financing Receivable [Axis]) | 0.01 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2018/2017 Auto and other (Class of Financing Receivable [Axis]) | 0.01 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2017/2016 Auto and other (Class of Financing Receivable [Axis]) | 0.02 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated prior to 2017/2016 Auto and other (Class of Financing Receivable [Axis]) | 0.03 [ none] pure % of 30 plus days past due to total retained loans, Revolving loans within the revolving period Auto and other (Class of Financing Receivable [Axis]) | 0.01 [ none] pure % of 30 plus days past due to total retained loans, Revolving loans converted to term loans Auto and other (Class of Financing Receivable [Axis]) | 0.14 [ none] pure % of 30 plus days past due to total retained loans Auto and other (Class of Financing Receivable [Axis]) | 0.01 [ none] pure Period [(date: 2021-09-30)] [MRQ] Schedule of Accounts, Notes, Loans and Financing Receivable [Table] Term loans originated in 2021/2020 Auto and other (Class of Financing Receivable [Axis]) | 35379000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 110000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 0 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 35489000000 [ debit] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis]) | 9100000000 [ debit] USD Term loans originated in 2020/2019 Auto and other (Class of Financing Receivable [Axis]) | 21917000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 193000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 4000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 22114000000 [ debit] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis]) | 2000000000 [ debit] USD Term loans originated in 2019/2018 Auto and other (Class of Financing Receivable [Axis]) | 8641000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 77000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 0 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 8718000000 [ debit] USD Term loans originated in 2018/2017 Auto and other (Class of Financing Receivable [Axis]) | 4466000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 49000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 1000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 4516000000 [ debit] USD Term loans originated in 2017/2016 Auto and other (Class of Financing Receivable [Axis]) | 2343000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 30000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 0 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 2373000000 [ debit] USD Term loans originated prior to 2017/2016 Auto and other (Class of Financing Receivable [Axis]) | 993000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 25000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 1000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 1019000000 [ debit] USD Revolving loans within the revolving period Auto and other (Class of Financing Receivable [Axis]) | 2246000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 12000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 5000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 2263000000 [ debit] USD Revolving loans converted to term loans Auto and other (Class of Financing Receivable [Axis]) | 129000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 8000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 8000000 [ debit] USD Auto and other (Class of Financing Receivable [Axis]) | 145000000 [ debit] USD Total retained loans | 974260000000 [ debit] [tot] USD Consumer, excluding credit card (Financing Receivable Portfolio Segment [Axis]) | 298308000000 [ debit] [tot] USD Auto and other (Class of Financing Receivable [Axis]) | 76637000000 [ debit] [tot] USD Auto and other (Class of Financing Receivable [Axis]) | 76114000000 [ debit] [tot] USD Auto and other (Class of Financing Receivable [Axis]) | 504000000 [ debit] [tot] USD Auto and other (Class of Financing Receivable [Axis]) | 19000000 [ debit] [tot] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis]) | 11100000000 [ debit] [tot] USD Paycheck Protection Program (PPP) (Loans Insured or Guaranteed by Government Authorities [Axis]) | 126000000 [ debit] [tot] USD % of 30 plus days past due to total retained loans, Term loans originated in 2021/2020 Auto and other (Class of Financing Receivable [Axis]) | 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2020/2019 Auto and other (Class of Financing Receivable [Axis]) | 0.00 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2019/2018 Auto and other (Class of Financing Receivable [Axis]) | 0.01 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2018/2017 Auto and other (Class of Financing Receivable [Axis]) | 0.01 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated in 2017/2016 Auto and other (Class of Financing Receivable [Axis]) | 0.01 [ none] pure % of 30 plus days past due to total retained loans, Term loans originated prior to 2017/2016 Auto and other (Class of Financing Receivable [Axis]) | 0.03 [ none] pure % of 30 plus days past due to total retained loans, Revolving loans within the revolving period Auto and other (Class of Financing Receivable [Axis]) | 0.01 [ none] pure % of 30 plus days past due to total retained loans, Revolving loans converted to term loans Auto and other (Class of Financing Receivable [Axis]) | 0.11 [ none] pure % of 30 plus days past due to total retained loans Auto and other (Class of Financing Receivable [Axis]) | 0.01 [ none] pure Presentation: [230973013 - Disclosure - Goodwill and Mortgage Servicing Rights (Tables)] [us-gaap:GoodwillAndIntangibleAssetsDisclosureAbstract] = [none]: [us-gaap:ScheduleOfGoodwillTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:MortgageServicingRightsFairValueRollForwardTextBlockTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:FeesAndCommissionsMortgageBankingAndRelatedComponentsTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:MortgageServicingRightsFairValueKeyEconomicAssumptionsUsedToDetermineTextBlockTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Goodwill and Intangible Assets Disclosure [Abstract] Goodwill attributed to the business segments and corporate | The following table presents goodwill attributed to the reportable business segments and Corporate.(in millions)September 30,2021December 31,2020Consumer & Community Banking$31,472 $31,311 Corporate & Investment Bank7,906 7,913 Commercial Banking2,986 2,985 Asset & Wealth Management7,222 7,039 Corporate727 — Total goodwill$50,313 $49,248 The following table presents changes in the carrying amount of goodwill.Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Balance at beginning of period$49,256 $47,811 $49,248 $47,823 Changes during the period from:Business combinations(a)1,065 — 1,065 — Other(b)(8)8 — (4)Balance at September 30,$50,313 $47,819 $50,313 $47,819 (a)For the three and nine months ended September 30, 2021, represents estimated goodwill associated with the acquisitions of Nutmeg in Corporate, OpenInvest and Campbell Global in AWM and Frank in CCB. (b)Primarily foreign currency adjustments and adjustments to goodwill related to prior period acquisitions. Mortgage servicing rights activity | The following table summarizes MSR activity for the three and nine months ended September 30, 2021 and 2020.As of or for the three months ended September 30,As of or for the nine months ended September 30,(in millions, except where otherwise noted)2021202020212020Fair value at beginning of period$4,549 $3,080 $3,276 $4,699 MSR activity:Originations of MSRs429 204 1,252 639 Purchase of MSRs584 17 1,158 24 Disposition of MSRs(a)1 (104)(23)(177)Net additions/(dispositions)1,014 117 2,387 486 Changes due to collection/realization of expected cash flows(201)(215)(570)(710)Changes in valuation due to inputs and assumptions:Changes due to market interest rates and other(b)133 (59)469 (1,573)Changes in valuation due to other inputs and assumptions:Projected cash flows (e.g., cost to service)119 (82)96 (80)Discount rates— 199 — 199 Prepayment model changes and other(c)(263)(24)(307)(5)Total changes in valuation due to other inputs and assumptions(144)93 (211)114 Total changes in valuation due to inputs and assumptions(11)34 258 (1,459)Fair value at September 30,$5,351 $3,016 $5,351 $3,016 Changes in unrealized gains/(losses) included in income related to MSRs held at September 30,$(11)$34 $258 $(1,459)Contractual service fees, late fees and other ancillary fees included in income334 333 932 1,026 Third-party mortgage loans serviced at September 30, (in billions)510 456 510 456 Servicer advances, net of an allowance for uncollectible amounts, at September 30, (in billions)(d)1.7 1.7 1.7 1.7 (a)Includes excess MSRs transferred to agency-sponsored trusts in exchange for stripped mortgage backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired the remaining balance of those SMBS as trading securities. (b)Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments.(c)Represents changes in prepayments other than those attributable to changes in market interest rates.(d)Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest, taxes and insurance), which will generally be reimbursed within a short period of time after the advance from future cash flows from the trust or the underlying loans. The Firm’s credit risk associated with these servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements. Mortgage fees and related income | The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the three and nine months ended September 30, 2021 and 2020.Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020CCB mortgage fees and related incomeProduction revenue$614 $765 $1,888 $1,826 Net mortgage servicing revenue:Operating revenue:Loan servicing revenue328 381 892 1,063 Changes in MSR asset fair value due to collection/realization of expected cash flows(201)(215)(570)(710)Total operating revenue127 166 322 353 Risk management:Changes in MSR asset fair value due to market interest rates and other(a)133 (59)469 (1,573)Other changes in MSR asset fair value due to other inputs and assumptions in model(b)(144)93 (211)114 Changes in derivative fair value and other(134)111 (621)1,593 Total risk management(145)145 (363)134 Total net mortgage servicing revenue(18)311 (41)487 Total CCB mortgage fees and related income596 1,076 1,847 2,313 All other4 11 8 11 Mortgage fees and related income$600 $1,087 $1,855 $2,324 (a)Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments.(b)Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices). Key economic assumptions used to determine FV of MSRs | The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at September 30, 2021, and December 31, 2020, and outlines hypothetical sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below.(in millions, except rates)Sep 30,2021Dec 31,2020Weighted-average prepayment speed assumption (constant prepayment rate)10.12 %14.90 %Impact on fair value of 10% adverse change$(220)$(206)Impact on fair value of 20% adverse change(423)(392)Weighted-average option adjusted spread(a)6.56 %7.19 %Impact on fair value of a 100 basis point adverse change$(226)$(134)Impact on fair value of a 200 basis point adverse change(433)(258)(a)Includes the impact of operational risk and regulatory capital. Calculation: validating [us-gaap:SecuritiesLoanedOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [44000000.00] [credit]: validating [us-gaap:SecuritiesLoaned] = [8301000000.00] [credit]: validating [us-gaap:SecuritiesLoanedGrossIncludingNotSubjectToMasterNettingArrangement] = [41366000000.00] [credit]: validating [us-gaap:SecuritiesLoanedAsset] = [33065000000.00] [debit]: validating [us-gaap:SecuritiesLoanedFairValueOfCollateral] = [8257000000.00] [debit]: validating [us-gaap:SecuritiesLoanedOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [456000000.00] [credit]: validating [us-gaap:SecuritiesLoaned] = [11818000000.00] [credit]: validating [us-gaap:SecuritiesLoanedGrossIncludingNotSubjectToMasterNettingArrangement] = [52735000000.00] [credit]: validating [us-gaap:SecuritiesLoanedAsset] = [40917000000.00] [debit]: validating [us-gaap:SecuritiesLoanedFairValueOfCollateral] = [11362000000.00] [debit]: validating [us-gaap:SecuritiesPurchasedUnderAgreementsToResellOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [23078000000.00] [debit]: validating [us-gaap:SecuritiesPurchasedUnderAgreementsToResell] = [296284000000.00] [debit]: validating [us-gaap:SecuritiesPurchasedUnderAgreementsToResellGrossIncludingNotSubjectToMasterNettingArrangement] = [666467000000.00] [debit]: validating [us-gaap:SecuritiesPurchasedUnderAgreementsToResellLiability] = [370183000000.00] [credit]: validating [us-gaap:SecuritiesPurchasedUnderAgreementsToResellFairValueOfCollateral] = [273206000000.00] [credit]: validating [us-gaap:SecuritiesPurchasedUnderAgreementsToResellOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [13048000000.00] [debit]: validating [us-gaap:SecuritiesPurchasedUnderAgreementsToResell] = [282161000000.00] [debit]: validating [us-gaap:SecuritiesPurchasedUnderAgreementsToResellGrossIncludingNotSubjectToMasterNettingArrangement] = [569373000000.00] [debit]: validating [us-gaap:SecuritiesPurchasedUnderAgreementsToResellLiability] = [287212000000.00] [credit]: validating [us-gaap:SecuritiesPurchasedUnderAgreementsToResellFairValueOfCollateral] = [269113000000.00] [credit]: validating [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [15897000000.00] [credit]: validating [us-gaap:SecuritiesSoldUnderAgreementsToRepurchase] = [207877000000.00] [credit]: validating [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseGrossIncludingNotSubjectToMasterNettingArrangement] = [578060000000.00] [credit]: validating [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseAsset] = [370183000000.00] [debit]: validating [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseFairValueOfCollateral] = [191980000000.00] [debit]: validating [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [23991000000.00] [credit]: validating [us-gaap:SecuritiesSoldUnderAgreementsToRepurchase] = [246178000000.00] [credit]: validating [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseGrossIncludingNotSubjectToMasterNettingArrangement] = [533390000000.00] [credit]: validating [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseAsset] = [287212000000.00] [debit]: validating [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseFairValueOfCollateral] = [222187000000.00] [debit]: validating [us-gaap:SecuritiesBorrowedOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [45416000000.00] [debit]: validating [us-gaap:SecuritiesBorrowed] = [160635000000.00] [debit]: validating [us-gaap:SecuritiesBorrowedGrossIncludingNotSubjectToMasterNettingArrangement] = [193700000000.00] [debit]: validating [us-gaap:SecuritiesBorrowedLiability] = [33065000000.00] [credit]: validating [us-gaap:SecuritiesBorrowedFairValueOfCollateral] = [115219000000.00] [credit]: validating [us-gaap:SecuritiesBorrowedOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [53529000000.00] [debit]: validating [us-gaap:SecuritiesBorrowed] = [202987000000.00] [debit]: validating [us-gaap:SecuritiesBorrowedGrossIncludingNotSubjectToMasterNettingArrangement] = [243904000000.00] [debit]: validating [us-gaap:SecuritiesBorrowedLiability] = [40917000000.00] [credit]: validating [us-gaap:SecuritiesBorrowedFairValueOfCollateral] = [149458000000.00] [credit]: Definition: [240604040 - Disclosure - Securities Financing Activities - Gross and Net Amounts of Securities Financing Agreements (Details)] [us-gaap:SecuritiesFinancingTransactionLineItems] = [none]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:AssetsAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellGrossIncludingNotSubjectToMasterNettingArrangement] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellLiability] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResell] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellFairValueOfCollateral] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:SecuritiesBorrowedGrossIncludingNotSubjectToMasterNettingArrangement] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:SecuritiesBorrowedLiability] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:SecuritiesBorrowed] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:SecuritiesBorrowedFairValueOfCollateral] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [us-gaap:SecuritiesBorrowedOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: [us-gaap:LiabilitiesAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseGrossIncludingNotSubjectToMasterNettingArrangement] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseAsset] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchase] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseFairValueOfCollateral] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:SecuritiesLoanedGrossIncludingNotSubjectToMasterNettingArrangement] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:SecuritiesLoanedAsset] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [us-gaap:SecuritiesLoaned] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [us-gaap:SecuritiesLoanedFairValueOfCollateral] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [us-gaap:SecuritiesLoanedOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [10.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellNotSubjectToMasterNettingArrangement] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:SecuritiesBorrowedNotSubjectToMasterNettingArrangementDeduction] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseNotSubjectToMasterNettingArrangement] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [us-gaap:SecuritiesLoanedNotSubjectToMasterNettingArrangementDeduction] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [us-gaap:SecuritiesFinancingTransactionTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:SecuritiesFinancingTransactionAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:SecuritiesFinancingTransactionTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:SecuritiesForSecuritiesBorrowVersusPledgeTransactionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:SecuritiesFinancingTransactionTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:SecuritiesForSecuritiesBorrowVersusPledgeTransactionsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: Presentation: [240604040 - Disclosure - Securities Financing Activities - Gross and Net Amounts of Securities Financing Agreements (Details)] [us-gaap:SecuritiesFinancingTransactionTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:SecuritiesFinancingTransactionAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:SecuritiesFinancingTransactionTypeDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:SecuritiesForSecuritiesBorrowVersusPledgeTransactionsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:SecuritiesFinancingTransactionLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AssetsAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellGrossIncludingNotSubjectToMasterNettingArrangement] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellLiability] [NEGATED] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResell] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellFairValueOfCollateral] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:SecuritiesBorrowedGrossIncludingNotSubjectToMasterNettingArrangement] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:SecuritiesBorrowedLiability] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:SecuritiesBorrowed] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:SecuritiesBorrowedFairValueOfCollateral] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:SecuritiesBorrowedOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [us-gaap:LiabilitiesAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseGrossIncludingNotSubjectToMasterNettingArrangement] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseAsset] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchase] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseFairValueOfCollateral] [NEGATED] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:SecuritiesLoanedGrossIncludingNotSubjectToMasterNettingArrangement] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:SecuritiesLoanedAsset] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:SecuritiesLoaned] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:SecuritiesLoanedFairValueOfCollateral] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:SecuritiesLoanedOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [us-gaap:SecuritiesPurchasedUnderAgreementsToResellNotSubjectToMasterNettingArrangement] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:SecuritiesBorrowedNotSubjectToMasterNettingArrangementDeduction] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseNotSubjectToMasterNettingArrangement] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:SecuritiesLoanedNotSubjectToMasterNettingArrangementDeduction] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: Period [(date: 2020-12-31)] [Not Classified] Securities Financing Transaction [Table] Securities purchased under resale agreements: Assets Securities purchased under resale agreements, Gross amounts | 666467000000 [ debit] USD Securities purchased under resale agreements, Amounts netted on the Consolidated balance sheets | -370183000000 [credit] USD Securities purchased under resale agreements, Amounts presented on the Consolidated balance sheets | 296284000000 [ debit] [tot] USD Securities purchased under resale agreements, Amounts not nettable on the Consolidated balance sheets | -273206000000 [credit] USD Securities purchased under resale agreements, Net amounts | 23078000000 [ debit] [tot] USD Securities borrowed, Gross amounts | 193700000000 [ debit] USD Securities borrowed, Amounts netted on the Consolidated balance sheets | -33065000000 [credit] USD Securities borrowed, Amounts presented on the Consolidated balance sheets | 160635000000 [ debit] [tot] USD Securities borrowed, Amounts not nettable on the Consolidated balance sheets | -115219000000 [credit] USD Securities borrowed, Net amounts | 45416000000 [ debit] [tot] USD Liabilities Securities sold under repurchase agreements, Gross amounts | 578060000000 [credit] USD Securities sold under repurchase agreements, Amounts netted on the Consolidated balance sheets | -370183000000 [ debit] USD Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets | 207877000000 [credit] [tot] USD Securities sold under repurchase agreements, Amounts not nettable on the Consolidated balance sheets | -191980000000 [ debit] USD Securities sold under repurchase agreements, Net amounts | 15897000000 [credit] [tot] USD Securities loaned and other, Gross amounts | 41366000000 [credit] USD Securities loaned and other, Amounts netted on the Consolidated balance sheets | -33065000000 [ debit] USD Securities loaned and other, Amounts presented on the Consolidated balance sheets | 8301000000 [credit] [tot] USD Securities-for-securities (Securities Financing Transaction [Axis]) | 3400000000 [credit] [tot] USD Securities loaned and other, Amounts not nettable on the Consolidated balance sheets | -8257000000 [ debit] USD Securities loaned and other, Net amounts | 44000000 [credit] [tot] USD Securities purchased under resale agreements where an appropriate legal opinion has not been either sought o| 17000000000 [ debit] USD Securities borrowed where an appropriate legal opinion has not been either sought or obtained | 42100000000 [credit] USD Securities sold under agreements to repurchase | 14500000000 [credit] USD Securities loaned and other | 8000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Securities Financing Transaction [Table] Securities purchased under resale agreements: Assets Securities purchased under resale agreements, Gross amounts | 569373000000 [ debit] USD Securities purchased under resale agreements, Amounts netted on the Consolidated balance sheets | -287212000000 [credit] USD Securities purchased under resale agreements, Amounts presented on the Consolidated balance sheets | 282161000000 [ debit] [tot] USD Securities purchased under resale agreements, Amounts not nettable on the Consolidated balance sheets | -269113000000 [credit] USD Securities purchased under resale agreements, Net amounts | 13048000000 [ debit] [tot] USD Securities borrowed, Gross amounts | 243904000000 [ debit] USD Securities borrowed, Amounts netted on the Consolidated balance sheets | -40917000000 [credit] USD Securities borrowed, Amounts presented on the Consolidated balance sheets | 202987000000 [ debit] [tot] USD Securities borrowed, Amounts not nettable on the Consolidated balance sheets | -149458000000 [credit] USD Securities borrowed, Net amounts | 53529000000 [ debit] [tot] USD Liabilities Securities sold under repurchase agreements, Gross amounts | 533390000000 [credit] USD Securities sold under repurchase agreements, Amounts netted on the Consolidated balance sheets | -287212000000 [ debit] USD Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets | 246178000000 [credit] [tot] USD Securities sold under repurchase agreements, Amounts not nettable on the Consolidated balance sheets | -222187000000 [ debit] USD Securities sold under repurchase agreements, Net amounts | 23991000000 [credit] [tot] USD Securities loaned and other, Gross amounts | 52735000000 [credit] USD Securities loaned and other, Amounts netted on the Consolidated balance sheets | -40917000000 [ debit] USD Securities loaned and other, Amounts presented on the Consolidated balance sheets | 11818000000 [credit] [tot] USD Securities-for-securities (Securities Financing Transaction [Axis]) | 5300000000 [credit] [tot] USD Securities loaned and other, Amounts not nettable on the Consolidated balance sheets | -11362000000 [ debit] USD Securities loaned and other, Net amounts | 456000000 [credit] [tot] USD Securities purchased under resale agreements where an appropriate legal opinion has not been either sought o| 10600000000 [ debit] USD Securities borrowed where an appropriate legal opinion has not been either sought or obtained | 49000000000 [credit] USD Securities sold under agreements to repurchase | 22600000000 [credit] USD Securities loaned and other | 203000000 [ debit] USD Definition: [240384028 - Disclosure - Noninterest Revenue and Noninterest Expense - Card Income (Details)] [us-gaap:DisaggregationOfRevenueLineItems] = [none]: [jpm:FeesAndCommissionsCreditAndDebitCards1] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DisaggregationOfRevenueTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [srt:ProductOrServiceAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [srt:ProductsAndServicesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [jpm:InterchangeandMerchantProcessingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:RewardsandPartnerPaymentsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:OtherProductsandServicesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [srt:ProductsAndServicesDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [jpm:InterchangeandMerchantProcessingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [jpm:RewardsandPartnerPaymentsMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:OtherProductsandServicesMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: Presentation: [240384028 - Disclosure - Noninterest Revenue and Noninterest Expense - Card Income (Details)] [us-gaap:DisaggregationOfRevenueTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ProductOrServiceAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [srt:ProductsAndServicesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:InterchangeandMerchantProcessingMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:RewardsandPartnerPaymentsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OtherProductsandServicesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:DisaggregationOfRevenueLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:FeesAndCommissionsCreditAndDebitCards1] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Disaggregation of Revenue [Table] Total card income | 1169000000 [credit] USD Interchange and merchant processing income (Product and Service [Axis]) | 4757000000 [credit] USD Rewards costs and partner payments (Product and Service [Axis]) | -3497000000 [credit] USD Other card income (Product and Service [Axis]) | -91000000 [credit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Disaggregation of Revenue [Table] Total card income | 3138000000 [credit] USD Interchange and merchant processing income (Product and Service [Axis]) | 13479000000 [credit] USD Rewards costs and partner payments (Product and Service [Axis]) | -9895000000 [credit] USD Other card income (Product and Service [Axis]) | -446000000 [credit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Disaggregation of Revenue [Table] Total card income | 1005000000 [credit] USD Interchange and merchant processing income (Product and Service [Axis]) | 6117000000 [credit] USD Rewards costs and partner payments (Product and Service [Axis]) | -4860000000 [credit] USD Other card income (Product and Service [Axis]) | -252000000 [credit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Disaggregation of Revenue [Table] Total card income | 4002000000 [credit] USD Interchange and merchant processing income (Product and Service [Axis]) | 16959000000 [credit] USD Rewards costs and partner payments (Product and Service [Axis]) | -12676000000 [credit] USD Other card income (Product and Service [Axis]) | -281000000 [credit] USD Presentation: [230333004 - Disclosure - Noninterest Revenue and Noninterest Expense (Tables)] [jpm:NoninterestIncomeExpenseAbstract] = [none]: [jpm:ComponentsOfInvestmentBankingFeesTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ScheduleOfPrincipalTransactionsRevenueTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:ComponentsofLendingRelatedandDepositRelatedFeesTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:ComponentsOfAssetManagementAdministrationAndCommissionsTextBlockTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:DisaggregationOfRevenueTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:ComponentsOfNoninterestExpenseTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Noninterest Income (Expense) [Abstract] Components of investment banking fees | The following table presents the components of investment banking fees. Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020UnderwritingEquity$1,034 $736 $3,169 $2,037 Debt1,019 1,019 3,713 3,342 Total underwriting2,053 1,755 6,882 5,379 Advisory1,229 432 2,840 1,524 Total investment banking fees$3,282 $2,187 $9,722 $6,903 Principal transactions revenue | The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities in CIB and fund deployment activities in Treasury and CIO. Refer to Note 6 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual LOB. Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Trading revenue by instrument typeInterest rate(a)$339 $287 $1,726 $2,258 Credit(b)496 950 (c)2,525 2,201 (c)Foreign exchange648 714 2,287 3,606 Equity1,863 1,410 6,449 4,816 Commodity315 747 1,165 1,775 Total trading revenue3,661 4,108 14,152 14,656 Private equity gains/(losses)(115)34 (30)44 Principal transactions$3,546 $4,142 $14,122 $14,700 (a)Includes the impact of changes in funding valuation adjustments on derivatives.(b)Includes the impact of changes in credit valuation adjustments on derivatives, net of the associated hedging activities.(c)Includes marks on held-for-sale positions, including unfunded commitments, in the bridge financing portfolio. Components of lending and deposit-related fees | The following table presents the components of lending- and deposit-related fees. Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Lending-related fees$374 $337 $1,102 $916 Deposit-related fees1,427 1,310 4,146 3,868 Total lending- and deposit-related fees$1,801 $1,647 $5,248 $4,784 Components of asset management, administration and commissions | The following table presents the components of asset management, administration and commissions. Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Asset management feesInvestment management fees(a)$3,554 $2,937 $10,232 $8,439 All other asset management fees(b)94 85 283 253 Total asset management fees3,648 3,022 10,515 8,692 Total administration fees(c)642 561 1,925 1,661 Commissions and other feesBrokerage commissions(d)719 645 2,280 2,224 All other commissions and fees248 242 760 699 Total commissions and fees967 887 3,040 2,923 Total asset management, administration and commissions$5,257 $4,470 $15,480 $13,276 (a)Represents fees earned from managing assets on behalf of the Firm’s clients, including investors in Firm-sponsored funds and owners of separately managed investment accounts.(b)Represents fees for services that are ancillary to investment management services, such as commissions earned on the sales or distribution of mutual funds to clients.(c)Predominantly includes fees for custody, securities lending, funds services and securities clearance.(d)Represents commissions earned when the Firm acts as a broker, by facilitating its clients’ purchases and sales of securities and other financial instruments. Schedule of components of card income | The following table presents the components of card income: Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Interchange and merchant processing income$6,117 $4,757 $16,959 $13,479 Rewards costs and partner payments(4,860)(3,497)(12,676)(9,895)Other card income(a)(252)(91)(281)(446)Total card income$1,005 $1,169 $4,002 $3,138 (a)Predominantly represents the amortization of account origination costs and annual fees. Components of noninterest expense | Other expense on the Firm’s Consolidated statements of income included the following: Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Legal expense$76 $524 $289 $839 FDIC-related expense173 186 551 503 Presentation: [230203003 - Disclosure - Derivative Instruments (Tables)] [us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract] = [none]: [jpm:ScheduleofUsesandDisclosureofDerivativesTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ScheduleOfDerivativeInstrumentsTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ScheduleOfDerivativeInstrumentsInStatementOfFinancialPositionFairValueTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:OffsettingAssetsTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:OffsettingLiabilitiesTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:DisclosureOfCurrentCreditAndLiquidityRiskOfDerivativesTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:DisclosureOfFairValueHedgeGainsAndLossesTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:ScheduleOfFairValueHedgingInstrumentsStatementsOfFinancialPerformanceAndFinancialPositionLocationTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [us-gaap:ScheduleOfCashFlowHedgesIncludedInAccumulatedOtherComprehensiveIncomeLossTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:ScheduleOfNetInvestmentHedgesInAccumulatedOtherComprehensiveIncomeLossTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [us-gaap:ScheduleOfPriceRiskDerivativesTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [us-gaap:DisclosureOfCreditDerivativesTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [12.00]: [jpm:ProtectionSoldCreditDerivativesAndCreditRelatedNotesRatingsMaturityProfileTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [13.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Derivative Instruments and Hedging Activities Disclosure [Abstract] Schedule of uses and disclosure of derivatives | The following table outlines the Firm’s primary uses of derivatives and the related hedge accounting designation or disclosure category.Type of DerivativeUse of DerivativeDesignation and disclosureAffected segment or unit10-Q page referenceManage specifically identified risk exposures in qualifying hedge accounting relationships:•Interest rateHedge fixed rate assets and liabilitiesFair value hedgeCorporate122-123•Interest rateHedge floating-rate assets and liabilitiesCash flow hedgeCorporate124•Foreign exchangeHedge foreign currency-denominated assets and liabilitiesFair value hedgeCorporate122-123•Foreign exchangeHedge foreign currency-denominated forecasted revenue and expenseCash flow hedgeCorporate124•Foreign exchangeHedge the value of the Firm’s investments in non-U.S. dollar functional currency entitiesNet investment hedgeCorporate125•CommodityHedge commodity inventoryFair value hedgeCIB, AWM122-123Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships:•Interest rateManage the risk associated with mortgage commitments, warehouse loans and MSRsSpecified risk managementCCB125•CreditManage the credit risk associated with wholesale lending exposuresSpecified risk managementCIB125•Interest rate and foreign exchangeManage the risk associated with certain other specified assets and liabilitiesSpecified risk managementCorporate125Market-making derivatives and other activities:•VariousMarket-making and related risk managementMarket-making and otherCIB125•VariousOther derivativesMarket-making and otherCIB, AWM, Corporate125 Notional amount of derivative contracts | The following table summarizes the notional amount of free-standing derivative contracts outstanding as of September 30, 2021, and December 31, 2020.Notional amounts(b)(in billions)September 30, 2021December 31, 2020Interest rate contractsSwaps$24,116 $20,990 (c)Futures and forwards3,824 3,057 Written options3,211 3,375 Purchased options3,523 3,675 Total interest rate contracts34,674 31,097 Credit derivatives(a)1,340 1,197 (c)Foreign exchange contractsCross-currency swaps4,081 3,924 Spot, futures and forwards8,268 6,871 Written options803 830 Purchased options791 825 Total foreign exchange contracts13,943 12,450 Equity contractsSwaps628 448 Futures and forwards145 140 Written options750 668 (c)Purchased options704 610 (c)Total equity contracts2,227 1,866 Commodity contractsSwaps185 138 Spot, futures and forwards195 198 Written options149 124 Purchased options122 105 Total commodity contracts651 565 Total derivative notional amounts$52,835 $47,175 (a)Refer to the Credit derivatives discussion on page 126 for more information on volumes and types of credit derivative contracts.(b)Represents the sum of gross long and gross short third-party notional derivative contracts.(c)Prior-period amounts have been revised to conform with the current presentation. Impact of derivatives on the Consolidated Balance Sheets | The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated balance sheets as of September 30, 2021, and December 31, 2020, by accounting designation (e.g., whether the derivatives were designated in qualifying hedge accounting relationships or not) and contract type. Free-standing derivative receivables and payables(a)Gross derivative receivablesGross derivative payablesSeptember 30, 2021(in millions)Not designated as hedgesDesignated as hedgesTotal derivative receivablesNet derivative receivables(b)Not designated as hedgesDesignated as hedgesTotal derivative payablesNet derivative payables(b)Trading assets and liabilitiesInterest rate$284,351 $758 $285,109 $24,766 $252,292 $— $252,292 $8,832 Credit10,524 — 10,524 1,175 11,799 — 11,799 1,393 Foreign exchange162,107 1,089 163,196 14,525 161,159 936 162,095 14,005 Equity74,422 — 74,422 10,492 86,837 — 86,837 17,774 Commodity32,269 4,046 36,315 16,950 28,906 5,537 34,443 11,481 Total fair value of trading assets and liabilities$563,673 $5,893 $569,566 $67,908 $540,993 $6,473 $547,466 $53,485 Gross derivative receivablesGross derivative payablesDecember 31, 2020(in millions)Not designated as hedgesDesignated as hedgesTotal derivative receivablesNet derivative receivables(b)Not designated as hedgesDesignated as hedgesTotal derivative payablesNet derivative payables(b)Trading assets and liabilitiesInterest rate$390,817 (c)$831 $391,648 $35,725 $353,987 (c)$— $353,987 $13,012 Credit13,345 (c)— 13,345 680 14,832 (c)— 14,832 1,995 Foreign exchange205,359 901 206,260 15,781 214,229 1,697 215,926 21,433 Equity70,612 (c)— 70,612 16,487 (c)81,413 — 81,413 25,898 Commodity20,579 924 21,503 6,771 20,834 1,895 22,729 8,285 Total fair value of trading assets and liabilities$700,712 $2,656 $703,368 $75,444 $685,295 $3,592 $688,887 $70,623 (a)Balances exclude structured notes for which the fair value option has been elected. Refer to Note 3 for further information.(b)As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists.(c)Prior-period amounts have been revised to conform with the current presentation. Offsetting assets | The following tables present, as of September 30, 2021, and December 31, 2020, gross and net derivative receivables and payables by contract and settlement type. Derivative receivables and payables, as well as the related cash collateral from the same counterparty, have been netted on the Consolidated balance sheets where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, amounts are not eligible for netting on the Consolidated balance sheets, and those derivative receivables and payables are shown separately in the tables below. In addition to the cash collateral received and transferred that is presented on a net basis with derivative receivables and payables, the Firm receives and transfers additional collateral (financial instruments and cash). These amounts mitigate counterparty credit risk associated with the Firm’s derivative instruments, but are not eligible for net presentation: •collateral that consists of liquid securities and other cash collateral held at third-party custodians, which are shown separately as "Collateral not nettable on the Consolidated balance sheets" in the tables below, up to the fair value exposure amount. For the purpose of this disclosure, the definition of liquid securities is consistent with the definition of high quality liquid assets as defined in the LCR rule;•the amount of collateral held or transferred that exceeds the fair value exposure at the individual counterparty level, as of the date presented, which is excluded from the tables below; and •collateral held or transferred that relates to derivative receivables or payables where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement, which is excluded from the tables below. September 30, 2021December 31, 2020(in millions)Gross derivative receivablesAmounts netted on the Consolidated balance sheetsNet derivative receivablesGross derivative receivablesAmounts netted on the Consolidated balance sheetsNetderivative receivablesU.S. GAAP nettable derivative receivablesInterest rate contracts:Over-the-counter (“OTC”)$262,855 $(243,110)$19,745 $367,214 (e)$(337,609)(e)$29,605 OTC–cleared17,441 (16,953)488 18,340 (17,919)421 Exchange-traded(a)290 (280)10 554 (395)159 Total interest rate contracts280,586 (260,343)20,243 386,108 (355,923)30,185 Credit contracts:OTC7,735 (6,953)782 8,894 (e)(8,356)(e)538 OTC–cleared2,492 (2,396)96 4,326 (4,309)17 Total credit contracts10,227 (9,349)878 13,220 (12,665)555 Foreign exchange contracts:OTC159,235 (148,098)11,137 201,349 (189,655)11,694 OTC–cleared640 (572)68 834 (819)15 Exchange-traded(a)10 (1)9 35 (5)30 Total foreign exchange contracts159,885 (148,671)11,214 202,218 (190,479)11,739 Equity contracts:OTC27,692 (25,632)2,060 29,844 (e)(27,374)2,470 Exchange-traded(a)39,348 (38,298)1,050 28,294 (26,751)1,543 Total equity contracts67,040 (63,930)3,110 58,138 (54,125)4,013 Commodity contracts:OTC21,467 (8,256)13,211 10,924 (7,901)3,023 OTC–cleared72 (72)— 20 (20)— Exchange-traded(a)11,482 (11,037)445 6,833 (6,811)22 Total commodity contracts33,021 (19,365)13,656 17,777 (14,732)3,045 Derivative receivables with appropriate legal opinion550,759 (501,658)49,101 (d)677,461 (627,924)49,537 (d)Derivative receivables where an appropriate legal opinion has not been either sought or obtained18,807 18,807 25,907 25,907 Total derivative receivables recognized on the Consolidated balance sheets$569,566 $67,908 $703,368 $75,444 Collateral not nettable on the Consolidated balance sheets(b)(c)(11,001)(14,806)Net amounts$56,907 $60,638 Offsetting liabilities | September 30, 2021December 31, 2020(in millions)Gross derivative payablesAmounts netted on the Consolidated balance sheetsNet derivative payablesGross derivative payablesAmounts netted on the Consolidated balance sheetsNetderivative payablesU.S. GAAP nettable derivative payablesInterest rate contracts:OTC$232,047 $(224,749)$7,298 $332,214 (e)$(321,140)(e)$11,074 OTC–cleared18,841 (18,532)309 19,710 (19,494)216 Exchange-traded(a)184 (179)5 358 (341)17 Total interest rate contracts251,072 (243,460)7,612 352,282 (340,975)11,307 Credit contracts:OTC8,775 (8,060)715 10,311 (e)(8,781)(e)1,530 OTC–cleared2,433 (2,346)87 4,075 (4,056)19 Total credit contracts11,208 (10,406)802 14,386 (12,837)1,549 Foreign exchange contracts:OTC157,829 (147,518)10,311 210,803 (193,672)17,131 OTC–cleared579 (572)7 836 (819)17 Exchange-traded(a)12 — 12 34 (2)32 Total foreign exchange contracts158,420 (148,090)10,330 211,673 (194,493)17,180 Equity contracts:OTC34,759 (30,733)4,026 35,330 (28,763)6,567 Exchange-traded(a)43,462 (38,330)5,132 34,491 (26,752)7,739 Total equity contracts78,221 (69,063)9,158 69,821 (55,515)14,306 Commodity contracts:OTC18,060 (11,770)6,290 10,365 (7,544)2,821 OTC–cleared85 (85)— 32 (32)— Exchange-traded(a)12,241 (11,107)1,134 7,391 (6,868)523 Total commodity contracts30,386 (22,962)7,424 17,788 (14,444)3,344 Derivative payables with appropriate legal opinion529,307 (493,981)35,326 (d)665,950 (618,264)47,686 (d)Derivative payables where an appropriate legal opinion has not been either sought or obtained18,159 18,159 22,937 22,937 Total derivative payables recognized on the Consolidated balance sheets$547,466 $53,485 $688,887 $70,623 Collateral not nettable on the Consolidated balance sheets(b)(c)(7,091)(11,964)Net amounts$46,394 $58,659 (a)Exchange-traded derivative balances that relate to futures contracts are settled daily.(b)Includes liquid securities and other cash collateral held at third-party custodians related to derivative instruments where an appropriate legal opinion has been obtained. For some counterparties, the collateral amounts of financial instruments may exceed the derivative receivables and derivative payables balances. Where this is the case, the total amount reported is limited to the net derivative receivables and net derivative payables balances with that counterparty.(c)Derivative collateral relates only to OTC and OTC-cleared derivative instruments.(d)Net derivatives receivable included cash collateral netted of $68.8 billion and $88.0 billion at September 30, 2021, and December 31, 2020, respectively. Net derivatives payable included cash collateral netted of $61.2 billion and $78.4 billion at September 30, 2021, and December 31, 2020, respectively. Derivative cash collateral relates to OTC and OTC-cleared derivative instruments.(e)Prior-period amounts have been revised to conform with the current presentation. Current credit risk of derivative receivables and liquidity risk of derivative payables | The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at September 30, 2021, and December 31, 2020.OTC and OTC-cleared derivative payables containing downgrade triggers(in millions)September 30, 2021December 31, 2020Aggregate fair value of net derivative payables$19,541 $26,945 (a)Collateral posted17,160 26,289 (a)Prior-period amount has been revised to conform with the current presentation.The following table shows the impact of a single-notch and two-notch downgrade of the long-term issuer ratings of JPMorgan Chase & Co. and its subsidiaries, predominantly JPMorgan Chase Bank, N.A., at September 30, 2021, and December 31, 2020, related to OTC and OTC-cleared derivative contracts with contingent collateral or termination features that may be triggered upon a ratings downgrade. Derivatives contracts generally require additional collateral to be posted or terminations to be triggered when the predefined threshold rating is breached. A downgrade by a single rating agency that does not result in a rating lower than a preexisting corresponding rating provided by another major rating agency will generally not result in additional collateral (except in certain instances in which additional initial margin may be required upon a ratings downgrade), nor in termination payments requirements. The liquidity impact in the table is calculated based upon a downgrade below the lowest current rating of the rating agencies referred to in the derivative contract. Liquidity impact of downgrade triggers on OTC and OTC-cleared derivativesSeptember 30, 2021December 31, 2020(in millions)Single-notch downgradeTwo-notch downgradeSingle-notch downgradeTwo-notch downgradeAmount of additional collateral to be posted upon downgrade(a)$230 $1,572 $119 $1,243 Amount required to settle contracts with termination triggers upon downgrade(b)109 685 153 1,682 (c)(a)Includes the additional collateral to be posted for initial margin.(b)Amounts represent fair values of derivative payables, and do not reflect collateral posted.(c)Prior-period amount has been revised to conform with the current presentation. Fair value hedge gains and losses | The following tables present derivative instruments, by contract type, used in fair value hedge accounting relationships, as well as pre-tax gains/(losses) recorded on such derivatives and the related hedged items for the three and nine months ended September 30, 2021 and 2020, respectively. The Firm includes gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the related hedged item. Gains/(losses) recorded in incomeIncome statement impact of excluded components(e)OCI impactThree months ended September 30, 2021 (in millions)DerivativesHedged itemsIncome statement impactAmortization approachChanges in fair valueDerivatives - Gains/(losses) recorded in OCI(f)Contract typeInterest rate(a)(b)$(812)$1,401 $589 $— $592 $— Foreign exchange(c)(363)367 4 (71)3 12 Commodity(d)(732)754 22 — 14 — Total$(1,907)$2,522 $615 $(71)$609 $12 Gains/(losses) recorded in incomeIncome statement impact of excluded components(e)OCI impactThree months ended September 30, 2020(in millions)DerivativesHedged itemsIncome statement impactAmortization approachChanges in fair valueDerivatives - Gains/(losses) recorded in OCI(f)Contract typeInterest rate(a)(b)$(464)$743 $279 $— $309 $— Foreign exchange(c)307 (280)27 (79)27 (91)Commodity(d)(569)593 24 — 14 — Total$(726)$1,056 $330 $(79)$350 $(91)Gains/(losses) recorded in incomeIncome statement impact of excluded components(e)OCI impactNine months ended September 30, 2021(in millions)DerivativesHedged itemsIncome statement impactAmortization approachChanges in fair valueDerivatives - Gains/(losses) recorded in OCI(f)Contract typeInterest rate(a)(b)$(3,749)$5,217 $1,468 $— $1,572 $— Foreign exchange(c)(862)893 31 (221)30 (56)Commodity(d)(5,119)5,197 78 — 46 — Total$(9,730)$11,307 $1,577 $(221)$1,648 $(56)Gains/(losses) recorded in incomeIncome statement impact of excluded components(e)OCI impactNine months ended September 30, 2020 (in millions)DerivativesHedged itemsIncome statement impactAmortization approachChanges in fair valueDerivatives - Gains/(losses) recorded in OCI(f)Contract typeInterest rate(a)(b)$4,087 $(3,333)$754 $— $728 $— Foreign exchange(c)579 (430)149 (379)149 45 Commodity(d)(771)882 111 — 107 — Total$3,895 $(2,881)$1,014 $(379)$984 $45 (a)Primarily consists of hedges of the benchmark (e.g., London Interbank Offered Rate ("LIBOR")) interest rate risk of fixed-rate long-term debt and AFS securities. Gains and losses were recorded in net interest income.(b)Excludes the amortization expense associated with the inception hedge accounting adjustment applied to the hedged item. This expense is recorded in net interest income and substantially offsets the income statement impact of the excluded components. Also excludes the accrual of interest on interest rate swaps and the related hedged items.(c)Primarily consists of hedges of the foreign currency risk of long-term debt and AFS securities for changes in spot foreign currency rates. Gains and losses related to the derivatives and the hedged items due to changes in foreign currency rates and the income statement impact of excluded components were recorded primarily in principal transactions revenue and net interest income.(d)Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or net realizable value (net realizable value approximates fair value). Gains and losses were recorded in principal transactions revenue. (e)The assessment of hedge effectiveness excludes certain components of the changes in fair values of the derivatives and hedged items such as forward points on foreign exchange forward contracts, time values and cross-currency basis spreads. Excluded components may impact earnings either through amortization of the initial amount over the life of the derivative, or through fair value changes recognized in the current period.(f)Represents the change in value of amounts excluded from the assessment of effectiveness under the amortization approach, predominantly cross-currency basis spreads. The amount excluded at inception of the hedge is recognized in earnings over the life of the derivative. Schedule of amounts recorded on Consolidated Balance Sheets related to certain cumulative fair value hedge basis| As of September 30, 2021 and December 31, 2020, the following amounts were recorded on the Consolidated balance sheets related to certain cumulative fair value hedge basis adjustments that are expected to reverse through the income statement in future periods as an adjustment to yield. Carrying amount of the hedged items(a)(b)Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:September 30, 2021(in millions)Active hedging relationshipsDiscontinued hedging relationships(d)(e)TotalAssetsInvestment securities - AFS$71,464 (c)$906 $558 $1,464 LiabilitiesLong-term debt$191,783 $(1,121)$9,042 $7,921 Beneficial interests issued by consolidated VIEs748 — (2)(2)Carrying amount of the hedged items(a)(b)Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:December 31, 2020(in millions)Active hedging relationshipsDiscontinued hedging relationships(d)(e)TotalAssetsInvestment securities - AFS$139,684 (c)$3,572 $847 $4,419 LiabilitiesLong-term debt$177,611 $3,194 $11,473 $14,667 Beneficial interests issued by consolidated VIEs746 — (3)(3)(a)Excludes physical commodities with a carrying value of $19.3 billion and $11.5 billion at September 30, 2021 and December 31, 2020, respectively, to which the Firm applies fair value hedge accounting. As a result of the application of hedge accounting, these inventories are carried at fair value, thus recognizing unrealized gains and losses in current periods. Since the Firm exits these positions at fair value, there is no incremental impact to net income in future periods.(b)Excludes hedged items where only foreign currency risk is the designated hedged risk, as basis adjustments related to foreign currency hedges will not reverse through the income statement in future periods. At September 30, 2021 and December 31, 2020, the carrying amount excluded for AFS securities is $12.6 billion and $14.5 billion, respectively, and for long-term debt is $11.8 billion and $6.6 billion, respectively.(c)Carrying amount represents the amortized cost, net of allowance if applicable. Refer to Note 9 for additional information.(d)Represents basis adjustments existing on the balance sheet date associated with hedged items that have been de-designated from qualifying fair value hedging relationships.(e)Positive amounts related to assets represent cumulative fair value hedge basis adjustments that will reduce net interest income in future periods. Positive (negative) amounts related to liabilities represent cumulative fair value hedge basis adjustments that will increase (reduce) net interest income in future periods. Cash flow hedge gains and losses | The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pre-tax gains/(losses) recorded on such derivatives, for the three and nine months ended September 30, 2021 and 2020, respectively. The Firm includes the gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the change in cash flows on the related hedged item. Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 272 $ (232) $ (504) Foreign exchange(b) 54 (35) (89) Total $ 326 $ (267) $ (593) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 214 $ 8 $ (206) Foreign exchange(b) 13 126 113 Total $ 227 $ 134 $ (93) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 771 $ (1,871) $ (2,642) Foreign exchange(b) 159 27 (132) Total $ 930 $ (1,844) $ (2,774) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 332 $ 3,881 $ 3,549 Foreign exchange(b) (4) (94) (90) Total $ 328 $ 3,787 $ 3,459 (a)Primarily consists of hedges of LIBOR-indexed floating-rate assets and floating-rate liabilities. Gains and losses were recorded in net interest income. (b)Primarily consists of hedges of the foreign currency risk of non-U.S. dollar-denominated revenue and expense. The income statement classification of gains and losses follows the hedged item – primarily noninterest revenue and compensation expense. The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pre-tax gains/(losses) recorded on such derivatives, for the three and nine months ended September 30, 2021 and 2020, respectively. The Firm includes the gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the change in cash flows on the related hedged item. The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pre-tax gains/(losses) recorded on such derivatives, for the three and nine months ended September 30, 2021 and 2020, respectively. The Firm includes the gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the change in cash flows on the related hedged item. Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 272 $ (232) $ (504) Foreign exchange(b) 54 (35) (89) Total $ 326 $ (267) $ (593) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 214 $ 8 $ (206) Foreign exchange(b) 13 126 113 Total $ 227 $ 134 $ (93) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 771 $ (1,871) $ (2,642) Foreign exchange(b) 159 27 (132) Total $ 930 $ (1,844) $ (2,774) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) $ 332 $ 3,881 $ 3,549 Foreign exchange(b) (4) (94) (90) Total $ 328 $ 3,787 $ 3,459 Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate(a) Interest rate (a) $ 272 $ (232) $ (504) Foreign exchange(b) Foreign exchange (b) 54 (35) (89) Total $ 326 $ (267) $ (593) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change Total change in OCI for period in OCI for period Contract type Interest rate(a) Interest rate (a) $ 214 $ 8 $ (206) Foreign exchange(b) Foreign exchange (b) 13 126 113 Total $ 227 $ 134 $ (93) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2021 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Total change in OCI for period Contract type Interest rate(a) Interest rate (a) $ 771 $ (1,871) $ (2,642) Foreign exchange(b) Foreign exchange (b) 159 27 (132) Total $ 930 $ (1,844) $ (2,774) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2020 (in millions) Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Total change in OCI for period Contract type Interest rate(a) Interest rate (a) $ 332 $ 3,881 $ 3,549 Foreign exchange(b) Foreign exchange (b) (4) (94) (90) Total $ 328 $ 3,787 $ 3,459 (a)Primarily consists of hedges of LIBOR-indexed floating-rate assets and floating-rate liabilities. Gains and losses were recorded in net interest income. (a) Primarily consists of hedges of LIBOR-indexed floating-rate assets and floating-rate liabilities. Gains and losses were recorded in net interest income. | | | | | | | | | | | | | | |Derivatives gai Three months ended September 3|Amounts reclass| |Amounts recorde|Total change in Contract type | | | | Interest rate(a) | $| 272| | | $| (232)| | $| (504)| Foreign exchange(b) | 54| | | (35)| | (89)| Total | $| 326| | | $| (267)| | $| (593)| | | | | |Derivatives gai Three months ended September 3|Amounts reclass| |Amounts recorde|Total change in Contract type | | | | Interest rate(a) | $| 214| | | $| 8| | $| (206)| Foreign exchange(b) | 13| | | 126| | 113| Total | $| 227| | | $| 134| | $| (93)| | | | | |Derivatives gai Nine months ended September 30|Amounts reclass| |Amounts recorde|Total change in Contract type | | | | Interest rate(a) | $| 771| | | $| (1,871)| | $| (2,642)| Foreign exchange(b) | 159| | | 27| | (132)| Total | $| 930| | | $| (1,844)| | $| (2,774)| | | | | |Derivatives gai Nine months ended September 30|Amounts reclass| |Amounts recorde|Total change in Contract type | | | | Interest rate(a) | $| 332| | | $| 3,881| | $| 3,549| Foreign exchange(b) | (4)| | | (94)| | (90)| Total | $| 328| | | $| 3,787| | $| 3,459| Net investment hedge gains and losses | The following table presents hedging instruments, by contract type, that were used in net investment hedge accounting relationships, and the pre-tax gains/(losses) recorded on such instruments for the three and nine months ended September 30, 2021 and 2020.Gains/(losses) recorded in income and other comprehensive income/(loss)20212020Three months ended September 30,(in millions)Amounts recorded in income(a)(b)Amounts recorded in OCIAmounts recorded in income(a)(b)Amounts recorded in OCIForeign exchange derivatives$(73)$1,028 $(37)$(868)Gains/(losses) recorded in income and other comprehensive income/(loss)20212020Nine months ended September 30,(in millions)Amounts recorded in income(a)(b)Amounts recorded in OCIAmounts recorded in income(a)(b)Amounts recorded in OCIForeign exchange derivatives$(180)$1,958 $(108)$308 (a)Certain components of hedging derivatives are permitted to be excluded from the assessment of hedge effectiveness, such as forward points on foreign exchange forward contracts. The Firm elects to record changes in fair value of these amounts directly in other income.(b)Excludes amounts reclassified from AOCI to income on the sale or liquidation of hedged entities. The amount reclassified for the three and nine months ended September 30, 2021 was not material. During the nine months ended September 30, 2020, the Firm reclassified pre-tax losses of $8 million to other income related to the liquidation of certain legal entities and the amount was not material for the three months ended September 30, 2020. Refer to Note 19 for further information. Risk management derivatives gains and losses (not designated as hedging instruments) | The following table presents pre-tax gains/(losses) recorded on a limited number of derivatives, not designated in hedge accounting relationships, that are used to manage risks associated with certain specified assets and liabilities, including certain risks arising from mortgage commitments, warehouse loans, MSRs, wholesale lending exposures, and foreign currency-denominated assets and liabilities.Derivatives gains/(losses) recorded in incomeThree months ended September 30,Nine months ended September 30,(in millions)2021202020212020Contract typeInterest rate(a)$320 $597 $822 $2,533 Credit(b)(14)(19)(81)(58)Foreign exchange(c)14 18 82 96 Total$320 $596 $823 $2,571 (a)Primarily represents interest rate derivatives used to hedge the interest rate risk inherent in mortgage commitments, warehouse loans and MSRs, as well as written commitments to originate warehouse loans. Gains and losses were recorded predominantly in mortgage fees and related income.(b)Relates to credit derivatives used to mitigate credit risk associated with lending exposures in the Firm’s wholesale businesses. These derivatives do not include credit derivatives used to mitigate counterparty credit risk arising from derivative receivables, which is included in gains and losses on derivatives related to market-making activities and other derivatives. Gains and losses were recorded in principal transactions revenue.(c)Primarily relates to derivatives used to mitigate foreign exchange risk of specified foreign currency-denominated assets and liabilities. Gains and losses were recorded in principal transactions revenue. Credit derivatives table | Refer to Note 5 of JPMorgan Chase’s 2020 Form 10-K for a more detailed discussion of credit derivatives. The following tables present a summary of the notional amounts of credit derivatives and credit-related notes the Firm sold and purchased as of September 30, 2021 and December 31, 2020. The Firm does not use notional amounts of credit derivatives as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Firm’s view, the risks associated with such derivatives. Total credit derivatives and credit-related notesMaximum payout/Notional amountSeptember 30, 2021 (in millions)Protection soldProtection purchased with identical underlyings(b)Net protection (sold)/purchased(c)Other protection purchased(d)Credit derivativesCredit default swaps$(577,311)$599,454 $22,143 $3,198 Other credit derivatives(a)(61,083)82,067 20,984 16,431 Total credit derivatives(638,394)681,521 43,127 19,629 Credit-related notes— — — 12,745 Total$(638,394)$681,521 $43,127 $32,374 Maximum payout/Notional amountDecember 31, 2020 (in millions)Protection soldProtection purchased with identical underlyings(b)Net protection (sold)/purchased(c)Other protection purchased(d)Credit derivativesCredit default swaps$(533,900)(e)$552,021 (e)$18,121 $2,786 (e)Other credit derivatives(a)(40,084)57,344 17,260 10,630 (e)Total credit derivatives(573,984)609,365 35,381 13,416 Credit-related notes— — — 10,248 Total$(573,984)$609,365 $35,381 $23,664 (a)Other credit derivatives predominantly consist of credit swap options and total return swaps.(b)Represents the total notional amount of protection purchased where the underlying reference instrument is identical to the reference instrument on protection sold; the notional amount of protection purchased for each individual identical underlying reference instrument may be greater or lower than the notional amount of protection sold.(c)Does not take into account the fair value of the reference obligation at the time of settlement, which would generally reduce the amount the seller of protection pays to the buyer of protection in determining settlement value.(d)Represents protection purchased by the Firm on referenced instruments (single-name, portfolio or index) where the Firm has not sold any protection on the identical reference instrument.(e)Prior-period amounts have been revised to conform with the current presentation. Protection sold - credit derivatives ratings/maturity profile | The following tables summarize the notional amounts by the ratings, maturity profile, and total fair value, of credit derivatives as of September 30, 2021, and December 31, 2020, where JPMorgan Chase is the seller of protection. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based. The ratings and maturity profile of credit derivatives where JPMorgan Chase is the purchaser of protection are comparable to the profile reflected below. Protection sold — credit derivatives ratings(a)/maturity profileSeptember 30, 2021(in millions)<1 year1–5 years>5 yearsTotal notional amountFair value of receivables(b)Fair value of payables(b)Net fair valueRisk rating of reference entityInvestment-grade$(116,560)$(291,195)$(78,593)$(486,348)$3,996 $(597)$3,399 Noninvestment-grade(31,180)(96,565)(24,301)(152,046)3,110 (1,886)1,224 Total$(147,740)$(387,760)$(102,894)$(638,394)$7,106 $(2,483)$4,623 December 31, 2020(in millions)<1 year1–5 years>5 yearsTotal notional amountFair value of receivables(b)Fair value of payables(b)Net fair valueRisk rating of reference entityInvestment-grade$(93,529)(c)$(306,830)(c)$(35,326)$(435,685)$5,372 (c)$(834)(c)$4,538 Noninvestment-grade(31,809)(97,337)(9,153)(138,299)3,953 (2,542)1,411 Total$(125,338)$(404,167)$(44,479)$(573,984)$9,325 $(3,376)$5,949 (a)The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s.(b)Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements including cash collateral netting.(c)Prior-period amounts have been revised to conform with the current presentation. Presentation: [211061016 - Disclosure - Leases] [us-gaap:LeasesAbstract] = [none]: [us-gaap:LesseeOperatingLeasesTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:LessorDirectFinancingLeasesTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Leases [Abstract] Leases | Leases Refer to Note 18 of JPMorgan Chase’s 2020 Form 10-K for a further discussion on leases. Firm as lessee At September 30, 2021, JPMorgan Chase and its subsidiaries were obligated under a number of noncancellable leases, predominantly operating leases for premises and equipment used primarily for business purposes. Operating lease liabilities and right-of-use ("ROU") assets are recognized at the lease commencement date based on the present value of the future minimum lease payments over the lease term. The following table provides information related to the Firm’s operating leases: (in millions) September 30, 2021 December 31, 2020 Right-of-use assets $ 7,837 $ 8,006 Lease liabilities 8,262 8,508 The Firm’s net rental expense was $490 million and $474 million for the three months ended September 30, 2021 and 2020, respectively, and $1.5 billion and $1.4 billion for the nine months ended September 30, 2021 and 2020, respectively. Firm as lessor The Firm’s lease financings are predominantly auto operating leases, and are included in other assets on the Firm’s Consolidated balance sheets. The following table presents the Firm’s operating lease income, included within other income, and the related depreciation expense, included within technology, communications and equipment expense, on the Consolidated statements of income: Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Operating lease income $ 1,190 $ 1,425 $ 3,792 $ 4,236 Depreciation expense 785 1,035 2,595 3,261 Refer to Note 18 of JPMorgan Chase’s 2020 Form 10-K for a further discussion on leases. Refer to Note 18 of JPMorgan Chase’s 2020 Form 10-K for a further discussion on leases. Firm as lessee Firm as lessee At September 30, 2021, JPMorgan Chase and its subsidiaries were obligated under a number of noncancellable leases, predominantly operating leases for premises and equipment used primarily for business purposes. At September 30, 2021, JPMorgan Chase and its subsidiaries were obligated under a number of noncancellable leases, predominantly operating leases for premises and equipment used primarily for business purposes. Operating lease liabilities and right-of-use ("ROU") assets are recognized at the lease commencement date based on the present value of the future minimum lease payments over the lease term. Operating lease liabilities and right-of-use ("ROU") assets are recognized at the lease commencement date based on the present value of the future minimum lease payments over the lease term. The following table provides information related to the Firm’s operating leases: The following table provides information related to the Firm’s operating leases: (in millions) September 30, 2021 December 31, 2020 Right-of-use assets $ 7,837 $ 8,006 Lease liabilities 8,262 8,508 (in millions) September 30, 2021 December 31, 2020 Right-of-use assets $ 7,837 $ 8,006 Lease liabilities 8,262 8,508 The Firm’s net rental expense was $490 million and $474 million for the three months ended September 30, 2021 and 2020, respectively, and $1.5 billion and $1.4 billion for the nine months ended September 30, 2021 and 2020, respectively. The Firm’s net rental expense was $490 million and $474 million for the three months ended September 30, 2021 and 2020, respectively, and $1.5 billion and $1.4 billion for the nine months ended September 30, 2021 and 2020, respectively. Firm as lessor Firm as lessor The Firm’s lease financings are predominantly auto operating leases, and are included in other assets on the Firm’s Consolidated balance sheets. The Firm’s lease financings are predominantly auto operating leases, and are included in other assets on the Firm’s Consolidated balance sheets. The following table presents the Firm’s operating lease income, included within other income, and the related depreciation expense, included within technology, communications and equipment expense, on the Consolidated statements of income: The following table presents the Firm’s operating lease income, included within other income, and the related depreciation expense, included within technology, communications and equipment expense, on the Consolidated statements of income: other income other income other income other income Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Operating lease income $ 1,190 $ 1,425 $ 3,792 $ 4,236 Depreciation expense 785 1,035 2,595 3,261 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Operating lease income $ 1,190 $ 1,425 $ 3,792 $ 4,236 Depreciation expense 785 1,035 2,595 3,261 | | | | | | | | | | | | (in millions) |September 30, 2|December 31, 20| | | | Right-of-use assets | $| 7,837| | $| 8,006| | | | | Lease liabilities | 8,262| | 8,508| | | | | | | | | | | | | | | | | | | | | | | |Three months en|Nine months end (in millions) | | 2021| 2020| 2021| 2020 Operating lease income | | $| 1,190| | $| 1,425| | $| 3,792| | $| 4,236| Depreciation expense | | 785| | 1,035| | 2,595| | 3,261| Leases | Leases Refer to Note 18 of JPMorgan Chase’s 2020 Form 10-K for a further discussion on leases. Firm as lessee At September 30, 2021, JPMorgan Chase and its subsidiaries were obligated under a number of noncancellable leases, predominantly operating leases for premises and equipment used primarily for business purposes. Operating lease liabilities and right-of-use ("ROU") assets are recognized at the lease commencement date based on the present value of the future minimum lease payments over the lease term. The following table provides information related to the Firm’s operating leases: (in millions) September 30, 2021 December 31, 2020 Right-of-use assets $ 7,837 $ 8,006 Lease liabilities 8,262 8,508 The Firm’s net rental expense was $490 million and $474 million for the three months ended September 30, 2021 and 2020, respectively, and $1.5 billion and $1.4 billion for the nine months ended September 30, 2021 and 2020, respectively. Firm as lessor The Firm’s lease financings are predominantly auto operating leases, and are included in other assets on the Firm’s Consolidated balance sheets. The following table presents the Firm’s operating lease income, included within other income, and the related depreciation expense, included within technology, communications and equipment expense, on the Consolidated statements of income: Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Operating lease income $ 1,190 $ 1,425 $ 3,792 $ 4,236 Depreciation expense 785 1,035 2,595 3,261 Refer to Note 18 of JPMorgan Chase’s 2020 Form 10-K for a further discussion on leases. Refer to Note 18 of JPMorgan Chase’s 2020 Form 10-K for a further discussion on leases. Firm as lessee Firm as lessee At September 30, 2021, JPMorgan Chase and its subsidiaries were obligated under a number of noncancellable leases, predominantly operating leases for premises and equipment used primarily for business purposes. At September 30, 2021, JPMorgan Chase and its subsidiaries were obligated under a number of noncancellable leases, predominantly operating leases for premises and equipment used primarily for business purposes. Operating lease liabilities and right-of-use ("ROU") assets are recognized at the lease commencement date based on the present value of the future minimum lease payments over the lease term. Operating lease liabilities and right-of-use ("ROU") assets are recognized at the lease commencement date based on the present value of the future minimum lease payments over the lease term. The following table provides information related to the Firm’s operating leases: The following table provides information related to the Firm’s operating leases: (in millions) September 30, 2021 December 31, 2020 Right-of-use assets $ 7,837 $ 8,006 Lease liabilities 8,262 8,508 (in millions) September 30, 2021 December 31, 2020 Right-of-use assets $ 7,837 $ 8,006 Lease liabilities 8,262 8,508 The Firm’s net rental expense was $490 million and $474 million for the three months ended September 30, 2021 and 2020, respectively, and $1.5 billion and $1.4 billion for the nine months ended September 30, 2021 and 2020, respectively. The Firm’s net rental expense was $490 million and $474 million for the three months ended September 30, 2021 and 2020, respectively, and $1.5 billion and $1.4 billion for the nine months ended September 30, 2021 and 2020, respectively. Firm as lessor Firm as lessor The Firm’s lease financings are predominantly auto operating leases, and are included in other assets on the Firm’s Consolidated balance sheets. The Firm’s lease financings are predominantly auto operating leases, and are included in other assets on the Firm’s Consolidated balance sheets. The following table presents the Firm’s operating lease income, included within other income, and the related depreciation expense, included within technology, communications and equipment expense, on the Consolidated statements of income: The following table presents the Firm’s operating lease income, included within other income, and the related depreciation expense, included within technology, communications and equipment expense, on the Consolidated statements of income: other income other income other income other income Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Operating lease income $ 1,190 $ 1,425 $ 3,792 $ 4,236 Depreciation expense 785 1,035 2,595 3,261 Three months ended September 30, Nine months ended September 30, (in millions) 2021 2020 2021 2020 Operating lease income $ 1,190 $ 1,425 $ 3,792 $ 4,236 Depreciation expense 785 1,035 2,595 3,261 | | | | | | | | | | | | (in millions) |September 30, 2|December 31, 20| | | | Right-of-use assets | $| 7,837| | $| 8,006| | | | | Lease liabilities | 8,262| | 8,508| | | | | | | | | | | | | | | | | | | | | | | |Three months en|Nine months end (in millions) | | 2021| 2020| 2021| 2020 Operating lease income | | $| 1,190| | $| 1,425| | $| 3,792| | $| 4,236| Depreciation expense | | 785| | 1,035| | 2,595| | 3,261| Calculation: (date: 2020-12-31): {(jpm:SecuritiesLendingIndemnificationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [250418000000.00] [credit]: (date: 2020-12-31): {(jpm:UnsettledReverseRepurchaseAndSecuritiesBorrowingAgreementsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [102355000000.00] [credit]: (date: 2020-12-31): {(jpm:UnsettledrepurchaseandsecuritieslendingagreementsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [104901000000.00] [credit]: (date: 2020-12-31): {(jpm:LettersofCreditHedgedbyDerivativeTransactionsAmountElectedatFairValueMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [18100000000.00] [credit]: (date: 2020-12-31): {(jpm:OtherGuaranteesAndCommitmentsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [9639000000.00] [credit]: (date: 2020-12-31): {(jpm:ExchangeandClearingHouseGuaranteesandCommitmentsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [142003000000.00] [credit]: (date: 2020-12-31): {(jpm:DerivativesQualifyingAsGuaranteesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [54415000000.00] [credit]: (date: 2021-09-30): {(jpm:OtherGuaranteesAndCommitmentsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [11743000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinLessThanOneYear] = [6787000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenOneandThreeYears] = [2886000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenThreeandFiveYears] = [323000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinMoreThanFiveYears] = [1747000000.00] [credit]: (date: 2021-09-30): {(jpm:UnsettledReverseRepurchaseAndSecuritiesBorrowingAgreementsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [157334000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinLessThanOneYear] = [150495000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenOneandThreeYears] = [6839000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenThreeandFiveYears] = [0.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinMoreThanFiveYears] = [0.00] [credit]: (date: 2021-09-30): {(jpm:DerivativesQualifyingAsGuaranteesMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [54811000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinLessThanOneYear] = [2828000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenOneandThreeYears] = [420000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenThreeandFiveYears] = [11693000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinMoreThanFiveYears] = [39870000000.00] [credit]: (date: 2021-09-30): {(jpm:SecuritiesLendingIndemnificationsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [306562000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinLessThanOneYear] = [306562000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenOneandThreeYears] = [0.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenThreeandFiveYears] = [0.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinMoreThanFiveYears] = [0.00] [credit]: (date: 2021-09-30): {(jpm:UnsettledrepurchaseandsecuritieslendingagreementsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [136602000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinLessThanOneYear] = [136019000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenOneandThreeYears] = [583000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenThreeandFiveYears] = [0.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinMoreThanFiveYears] = [0.00] [credit]: (date: 2021-09-30): {(jpm:LettersofCreditHedgedbyDerivativeTransactionsAmountElectedatFairValueMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [16900000000.00] [credit]: (date: 2021-09-30): {(jpm:ExchangeandClearingHouseGuaranteesandCommitmentsMember, us-gaap:FinancialInstrumentAxis)} validating [us-gaap:GuaranteeObligationsMaximumExposure] = [119331000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinLessThanOneYear] = [119331000000.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenOneandThreeYears] = [0.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenThreeandFiveYears] = [0.00] [credit]: validating [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinMoreThanFiveYears] = [0.00] [credit]: (date: 2020-12-31): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [46047000000.00] [credit]: (date: 2020-12-31): {(us-gaap:CommercialLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [449863000000.00] [credit]: (date: 2020-12-31): {(jpm:OtherUnfundedCommitmentsToExtendCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [415828000000.00] [credit]: (date: 2020-12-31): {(jpm:OtherLettersOfCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [3053000000.00] [credit]: (date: 2020-12-31): {(jpm:FirmAdministeredMultiSellerConduitsMember, srt:ConsolidatedEntitiesAxis),(us-gaap:CommercialMortgageBackedSecuritiesMember, us-gaap:UnderlyingAssetClassAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [12200000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [1165688000000.00] [credit]: (date: 2020-12-31): {(jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [30982000000.00] [credit]: (date: 2020-12-31): {(us-gaap:ConsumerLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [715825000000.00] [credit]: (date: 2020-12-31): {(us-gaap:CreditCardReceivablesMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [658506000000.00] [credit]: (date: 2020-12-31): {(us-gaap:AutomobileLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [11272000000.00] [credit]: (date: 2020-12-31): {(jpm:ConsumerLoanExcludingCreditCardMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [57319000000.00] [credit]: (date: 2021-09-30): {(jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [27943000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinLessThanOneYear] = [13549000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenOneandThreeOneYears] = [8709000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenThreeandFiveYears] = [4114000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinMoreThanFiveYears] = [1571000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [1266530000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinLessThanOneYear] = [880298000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenOneandThreeOneYears] = [195157000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenThreeandFiveYears] = [152855000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinMoreThanFiveYears] = [38220000000.00] [credit]: (date: 2021-09-30): {(us-gaap:CommercialLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [499236000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinLessThanOneYear] = [131685000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenOneandThreeOneYears] = [193127000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenThreeandFiveYears] = [147542000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinMoreThanFiveYears] = [26882000000.00] [credit]: (date: 2021-09-30): {(us-gaap:AutomobileLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [12142000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinLessThanOneYear] = [11255000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenOneandThreeOneYears] = [0.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenThreeandFiveYears] = [0.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinMoreThanFiveYears] = [887000000.00] [credit]: (date: 2021-09-30): {(jpm:OtherLettersOfCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [4401000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinLessThanOneYear] = [3936000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenOneandThreeOneYears] = [372000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenThreeandFiveYears] = [93000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinMoreThanFiveYears] = [0.00] [credit]: (date: 2021-09-30): {(jpm:OtherUnfundedCommitmentsToExtendCreditMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [466892000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinLessThanOneYear] = [114200000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenOneandThreeOneYears] = [184046000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenThreeandFiveYears] = [143335000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinMoreThanFiveYears] = [25311000000.00] [credit]: (date: 2021-09-30): {(jpm:ConsumerLoanExcludingCreditCardMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [56684000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinLessThanOneYear] = [38003000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenOneandThreeOneYears] = [2030000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenThreeandFiveYears] = [5313000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinMoreThanFiveYears] = [11338000000.00] [credit]: (date: 2021-09-30): {(us-gaap:ConsumerLoanMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [767294000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinLessThanOneYear] = [748613000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenOneandThreeOneYears] = [2030000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenThreeandFiveYears] = [5313000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinMoreThanFiveYears] = [11338000000.00] [credit]: (date: 2021-09-30): {(us-gaap:ResidentialRealEstateMember, us-gaap:FinancialInstrumentAxis)} validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] = [44542000000.00] [credit]: validating [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinLessThanOneYear] = 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[us-gaap:ValuationAllowancesAndReservesBalance] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [5.00]: [jpm:IndemnificationAgreementsLoanSaleAndSecuritizationLoansSoldWithRecourseContractualAmount] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [6.00]: [jpm:IndemnificationAgreementsLoanSaleAndSecuritizationLoansSoldWithRecourseCarryingValue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [7.00]: [jpm:GuarantorObligationsNetofOtherCommitmentsCurrentCarryingValue] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [8.00]: [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsGuaranteesAndOtherCommitmentsSupplementalInformationAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [9.00]: [jpm:OffBalanceSheetLendingRelatedCommitmentsWholesaleContractualAmountNetOfRiskParticipationsOtherUnfundedCommitmentsToExtendCredit] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:OffBalanceSheetLendingRelatedCommitmentsWholesaleContractualAmountNetOfRiskParticipationsStandbyLettersOfCreditAndOtherFinancialGuarantees] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:OffBalanceSheetLendingRelatedCommitmentsWholesaleContractualAmountNetOfRiskParticipationsOtherLettersOfCredit] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [jpm:IndemnificationAgreementSecuritiesLendingGuaranteesCollateralHeldInSupportOf] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [4.00]: Presentation: [241294085 - Disclosure - Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments (Details)] [us-gaap:ScheduleOfFairValueOffBalanceSheetRisksTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablesPeriodPastDueAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablesPeriodPastDueDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:FinancialAssetDaysPastDue60orMoreMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancialInstrumentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ConsumerLoanMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ConsumerLoanExcludingCreditCardMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ResidentialRealEstateMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:AutomobileLoanMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CreditCardReceivablesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:CommercialLoanMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OtherUnfundedCommitmentsToExtendCreditMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:StandbyLettersOfCreditAndOtherFinancialGuaranteesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OtherLettersOfCreditMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:SecuritiesLendingIndemnificationsMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:DerivativesQualifyingAsGuaranteesMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:UnsettledReverseRepurchaseAndSecuritiesBorrowingAgreementsMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [jpm:UnsettledrepurchaseandsecuritieslendingagreementsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:LoansSoldWithRecourseMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:ExchangeandClearingHouseGuaranteesandCommitmentsMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [jpm:OtherGuaranteesAndCommitmentsMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:ValuationAllowancesAndReservesTypeAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ValuationAllowancesAndReservesDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:WarrantyReservesMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FairValueOffBalanceSheetRisksDisclosureInformationLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:LineOfCreditCloseCriteriaPeriodPastDue] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmount] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinLessThanOneYear] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenOneandThreeOneYears] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringBetweenThreeandFiveYears] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:OffBalanceSheetLendingRelatedFinancialCommitmentsContractualAmountExpiringinMoreThanFiveYears] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsCarryingValue] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:GuaranteeObligationsMaximumExposure] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinLessThanOneYear] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenOneandThreeYears] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringBetweenThreeandFiveYears] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:GuarantorObligationsMaximumExposureUndiscountedExpiringinMoreThanFiveYears] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:GuaranteeObligationsCurrentCarryingValue] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:ValuationAllowancesAndReservesBalance] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:IndemnificationAgreementsLoanSaleAndSecuritizationLoansSoldWithRecourseContractualAmount] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [jpm:IndemnificationAgreementsLoanSaleAndSecuritizationLoansSoldWithRecourseCarryingValue] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [jpm:GuarantorObligationsNetofOtherCommitmentsCurrentCarryingValue] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [jpm:OffBalanceSheetLendingRelatedFinancialInstrumentsGuaranteesAndOtherCommitmentsSupplementalInformationAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [jpm:OffBalanceSheetLendingRelatedCommitmentsWholesaleContractualAmountNetOfRiskParticipationsOtherUnfundedCommitmentsToExtendCredit] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:OffBalanceSheetLendingRelatedCommitmentsWholesaleContractualAmountNetOfRiskParticipationsStandbyLettersOfCreditAndOtherFinancialGuarantees] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:OffBalanceSheetLendingRelatedCommitmentsWholesaleContractualAmountNetOfRiskParticipationsOtherLettersOfCredit] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:IndemnificationAgreementSecuritiesLendingGuaranteesCollateralHeldInSupportOf] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: Period [(date: 2020-12-31)] [Not Classified] Schedule of Fair Value, Off-balance Sheet Risks [Table] Total lending-related commitments | 1165688000000 [credit] [tot] USD Total Consumer (Financial Instrument [Axis]) | 715825000000 [credit] [tot] USD Total consumer, excluding credit card (Financial Instrument [Axis]) | 57319000000 [credit] [tot] USD Residential real estate (Financial Instrument [Axis]) | 46047000000 [credit] [tot] USD Auto and other (Financial Instrument [Axis]) | 11272000000 [credit] [tot] USD Credit card (Financial Instrument [Axis]) | 658506000000 [credit] [tot] USD Total wholesale (Financial Instrument [Axis]) | 449863000000 [credit] [tot] USD Other unfunded commitments to extend credit (Financial Instrument [Axis]) | 415828000000 [credit] [tot] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 30982000000 [credit] [tot] USD Other letters of credit (Financial Instrument [Axis]) | 3053000000 [credit] [tot] USD Off-balance sheet lending-related financial commitments, Carrying value | 2753000000 [credit] USD Total Consumer (Financial Instrument [Axis]) | 148000000 [credit] USD Total consumer, excluding credit card (Financial Instrument [Axis]) | 148000000 [credit] USD Residential real estate (Financial Instrument [Axis]) | 148000000 [credit] USD Auto and other (Financial Instrument [Axis]) | 0 [credit] USD Credit card (Financial Instrument [Axis]) | 0 [credit] USD Total wholesale (Financial Instrument [Axis]) | 2605000000 [credit] USD Other unfunded commitments to extend credit (Financial Instrument [Axis]) | 2148000000 [credit] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 443000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 14000000 [credit] USD Other guarantees and commitments, Contractual amount Securities lending indemnification agreements and guarantees (Financial Instrument [Axis]) | 250418000000 [credit] [tot] USD Derivatives qualifying as guarantees (Financial Instrument [Axis]) | 54415000000 [credit] [tot] USD Unsettled resale and securities borrowed agreements (Financial Instrument [Axis]) | 102355000000 [credit] [tot] USD Unsettled repurchase and securities loaned agreements (Financial Instrument [Axis]) | 104901000000 [credit] [tot] USD Exchange & clearing house guarantees and commitments (Financial Instrument [Axis]) | 142003000000 [credit] [tot] USD Other guarantees and commitments (Financial Instrument [Axis]) | 9639000000 [credit] [tot] USD Other guarantees and commitments, Carrying value Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 363000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 0 [credit] USD Securities lending indemnification agreements and guarantees (Financial Instrument [Axis]) | 0 [credit] USD Derivatives qualifying as guarantees (Financial Instrument [Axis]) | 322000000 [credit] USD Unsettled resale and securities borrowed agreements (Financial Instrument [Axis]) | 2000000 [credit] USD Unsettled repurchase and securities loaned agreements (Financial Instrument [Axis]) | -1000000 [credit] USD Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 80000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 14000000 [credit] USD Warranty Reserves (SEC Schedule, 12-09, Valuation Allowances and Reserves Type [Axis]) | 84000000 [credit] USD Loan sale and securitization-related indemnifications, Loans sold with recourse, Contractual amount Loans sold with recourse (Financial Instrument [Axis]) | 889000000 [credit] USD Loan sale and securitization-related indemnifications, Loans sold with recourse, Carrying value Loans sold with recourse (Financial Instrument [Axis]) | 23000000 [credit] USD Other guarantees and commitments, Carrying value Exchange & clearing house guarantees and commitments (Financial Instrument [Axis]) | 0 [credit] USD Other guarantees and commitments (Financial Instrument [Axis]) | 52000000 [credit] USD Off balance sheet lending related financial instruments guarantees and other commitments - supplemental informat Risk participations for other unfunded commitments to extend credit Other unfunded commitments to extend credit (Financial Instrument [Axis]) | 72000000 [credit] USD Risk participations for standby letters of credit and other financial guarantees Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 8500000000 [credit] USD Risk participations for other letters of credit Other letters of credit (Financial Instrument [Axis]) | 357000000 [credit] USD Indemnification agreement securities lending guarantees collateral held in support of Securities lending indemnification agreements and guarantees (Financial Instrument [Axis]) | 264300000000 [credit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Fair Value, Off-balance Sheet Risks [Table] Line of credit close criteria, period past due Credit card (Financial Instrument [Axis], Financial Asset, Period Past Due [Axis]) | 60 [ none] Off balance sheet lending related financial instruments guarantees and other commitments - supplemental informat Period [(date: 2021-09-30)] [MRQ] Schedule of Fair Value, Off-balance Sheet Risks [Table] Total lending-related commitments | 1266530000000 [credit] [tot] USD Total Consumer (Financial Instrument [Axis]) | 767294000000 [credit] [tot] USD Total consumer, excluding credit card (Financial Instrument [Axis]) | 56684000000 [credit] [tot] USD Residential real estate (Financial Instrument [Axis]) | 44542000000 [credit] [tot] USD Auto and other (Financial Instrument [Axis]) | 12142000000 [credit] [tot] USD Credit card (Financial Instrument [Axis]) | 710610000000 [credit] [tot] USD Total wholesale (Financial Instrument [Axis]) | 499236000000 [credit] [tot] USD Other unfunded commitments to extend credit (Financial Instrument [Axis]) | 466892000000 [credit] [tot] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 27943000000 [credit] [tot] USD Other letters of credit (Financial Instrument [Axis]) | 4401000000 [credit] [tot] USD Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less | 880298000000 [credit] USD Total Consumer (Financial Instrument [Axis]) | 748613000000 [credit] USD Total consumer, excluding credit card (Financial Instrument [Axis]) | 38003000000 [credit] USD Residential real estate (Financial Instrument [Axis]) | 26748000000 [credit] USD Auto and other (Financial Instrument [Axis]) | 11255000000 [credit] USD Credit card (Financial Instrument [Axis]) | 710610000000 [credit] USD Total wholesale (Financial Instrument [Axis]) | 131685000000 [credit] USD Other unfunded commitments to extend credit (Financial Instrument [Axis]) | 114200000000 [credit] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 13549000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 3936000000 [credit] USD Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3| 195157000000 [credit] USD Total Consumer (Financial Instrument [Axis]) | 2030000000 [credit] USD Total consumer, excluding credit card (Financial Instrument [Axis]) | 2030000000 [credit] USD Residential real estate (Financial Instrument [Axis]) | 2030000000 [credit] USD Auto and other (Financial Instrument [Axis]) | 0 [credit] USD Credit card (Financial Instrument [Axis]) | 0 [credit] USD Total wholesale (Financial Instrument [Axis]) | 193127000000 [credit] USD Other unfunded commitments to extend credit (Financial Instrument [Axis]) | 184046000000 [credit] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 8709000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 372000000 [credit] USD Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through | 152855000000 [credit] USD Total Consumer (Financial Instrument [Axis]) | 5313000000 [credit] USD Total consumer, excluding credit card (Financial Instrument [Axis]) | 5313000000 [credit] USD Residential real estate (Financial Instrument [Axis]) | 5313000000 [credit] USD Auto and other (Financial Instrument [Axis]) | 0 [credit] USD Credit card (Financial Instrument [Axis]) | 0 [credit] USD Total wholesale (Financial Instrument [Axis]) | 147542000000 [credit] USD Other unfunded commitments to extend credit (Financial Instrument [Axis]) | 143335000000 [credit] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 4114000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 93000000 [credit] USD Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years | 38220000000 [credit] USD Total Consumer (Financial Instrument [Axis]) | 11338000000 [credit] USD Total consumer, excluding credit card (Financial Instrument [Axis]) | 11338000000 [credit] USD Residential real estate (Financial Instrument [Axis]) | 10451000000 [credit] USD Auto and other (Financial Instrument [Axis]) | 887000000 [credit] USD Credit card (Financial Instrument [Axis]) | 0 [credit] USD Total wholesale (Financial Instrument [Axis]) | 26882000000 [credit] USD Other unfunded commitments to extend credit (Financial Instrument [Axis]) | 25311000000 [credit] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 1571000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 0 [credit] USD Off-balance sheet lending-related financial commitments, Carrying value | 2841000000 [credit] USD Total Consumer (Financial Instrument [Axis]) | 130000000 [credit] USD Total consumer, excluding credit card (Financial Instrument [Axis]) | 130000000 [credit] USD Residential real estate (Financial Instrument [Axis]) | 130000000 [credit] USD Auto and other (Financial Instrument [Axis]) | 0 [credit] USD Credit card (Financial Instrument [Axis]) | 0 [credit] USD Total wholesale (Financial Instrument [Axis]) | 2711000000 [credit] USD Other unfunded commitments to extend credit (Financial Instrument [Axis]) | 2087000000 [credit] USD Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 614000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 10000000 [credit] USD Other guarantees and commitments, Contractual amount Securities lending indemnification agreements and guarantees (Financial Instrument [Axis]) | 306562000000 [credit] [tot] USD Derivatives qualifying as guarantees (Financial Instrument [Axis]) | 54811000000 [credit] [tot] USD Unsettled resale and securities borrowed agreements (Financial Instrument [Axis]) | 157334000000 [credit] [tot] USD Unsettled repurchase and securities loaned agreements (Financial Instrument [Axis]) | 136602000000 [credit] [tot] USD Exchange & clearing house guarantees and commitments (Financial Instrument [Axis]) | 119331000000 [credit] [tot] USD Other guarantees and commitments (Financial Instrument [Axis]) | 11743000000 [credit] [tot] USD Other guarantees and commitments, Contractual amount, Expiring in 1 year or less Securities lending indemnification agreements and guarantees (Financial Instrument [Axis]) | 306562000000 [credit] USD Derivatives qualifying as guarantees (Financial Instrument [Axis]) | 2828000000 [credit] USD Unsettled resale and securities borrowed agreements (Financial Instrument [Axis]) | 150495000000 [credit] USD Unsettled repurchase and securities loaned agreements (Financial Instrument [Axis]) | 136019000000 [credit] USD Exchange & clearing house guarantees and commitments (Financial Instrument [Axis]) | 119331000000 [credit] USD Other guarantees and commitments (Financial Instrument [Axis]) | 6787000000 [credit] USD Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years Securities lending indemnification agreements and guarantees (Financial Instrument [Axis]) | 0 [credit] USD Derivatives qualifying as guarantees (Financial Instrument [Axis]) | 420000000 [credit] USD Unsettled resale and securities borrowed agreements (Financial Instrument [Axis]) | 6839000000 [credit] USD Unsettled repurchase and securities loaned agreements (Financial Instrument [Axis]) | 583000000 [credit] USD Exchange & clearing house guarantees and commitments (Financial Instrument [Axis]) | 0 [credit] USD Other guarantees and commitments (Financial Instrument [Axis]) | 2886000000 [credit] USD Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years Securities lending indemnification agreements and guarantees (Financial Instrument [Axis]) | 0 [credit] USD Derivatives qualifying as guarantees (Financial Instrument [Axis]) | 11693000000 [credit] USD Unsettled resale and securities borrowed agreements (Financial Instrument [Axis]) | 0 [credit] USD Unsettled repurchase and securities loaned agreements (Financial Instrument [Axis]) | 0 [credit] USD Exchange & clearing house guarantees and commitments (Financial Instrument [Axis]) | 0 [credit] USD Other guarantees and commitments (Financial Instrument [Axis]) | 323000000 [credit] USD Other guarantees and commitments, Contractual amount, Expiring after 5 years Securities lending indemnification agreements and guarantees (Financial Instrument [Axis]) | 0 [credit] USD Derivatives qualifying as guarantees (Financial Instrument [Axis]) | 39870000000 [credit] USD Unsettled resale and securities borrowed agreements (Financial Instrument [Axis]) | 0 [credit] USD Unsettled repurchase and securities loaned agreements (Financial Instrument [Axis]) | 0 [credit] USD Exchange & clearing house guarantees and commitments (Financial Instrument [Axis]) | 0 [credit] USD Other guarantees and commitments (Financial Instrument [Axis]) | 1747000000 [credit] USD Other guarantees and commitments, Carrying value Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 536000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 0 [credit] USD Securities lending indemnification agreements and guarantees (Financial Instrument [Axis]) | 0 [credit] USD Derivatives qualifying as guarantees (Financial Instrument [Axis]) | 390000000 [credit] USD Unsettled resale and securities borrowed agreements (Financial Instrument [Axis]) | 1000000 [credit] USD Unsettled repurchase and securities loaned agreements (Financial Instrument [Axis]) | 0 [credit] USD Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 78000000 [credit] USD Other letters of credit (Financial Instrument [Axis]) | 10000000 [credit] USD Warranty Reserves (SEC Schedule, 12-09, Valuation Allowances and Reserves Type [Axis]) | 61000000 [credit] USD Loan sale and securitization-related indemnifications, Loans sold with recourse, Contractual amount Loans sold with recourse (Financial Instrument [Axis]) | 807000000 [credit] USD Loan sale and securitization-related indemnifications, Loans sold with recourse, Carrying value Loans sold with recourse (Financial Instrument [Axis]) | 20000000 [credit] USD Other guarantees and commitments, Carrying value Exchange & clearing house guarantees and commitments (Financial Instrument [Axis]) | 0 [credit] USD Other guarantees and commitments (Financial Instrument [Axis]) | 51000000 [credit] USD Off balance sheet lending related financial instruments guarantees and other commitments - supplemental informat Risk participations for other unfunded commitments to extend credit Other unfunded commitments to extend credit (Financial Instrument [Axis]) | 48000000 [credit] USD Risk participations for standby letters of credit and other financial guarantees Standby letters of credit and other financial guarantees (Financial Instrument [Axis]) | 7900000000 [credit] USD Risk participations for other letters of credit Other letters of credit (Financial Instrument [Axis]) | 609000000 [credit] USD Indemnification agreement securities lending guarantees collateral held in support of Securities lending indemnification agreements and guarantees (Financial Instrument [Axis]) | 324000000000 [credit] USD Calculation: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [-206000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [214000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [8000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [113000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [13000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [126000000.00] [credit]: (startDate: 2020-07-01, endDate: 2020-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [-93000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [227000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [134000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [3549000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [332000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [3881000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [3459000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [328000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [3787000000.00] [credit]: (startDate: 2020-01-01, endDate: 2020-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [-90000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [-4000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [-94000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [-89000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [54000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [-35000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [-504000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [272000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [-232000000.00] [credit]: (startDate: 2021-07-01, endDate: 2021-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [-593000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [326000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [-267000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis),(us-gaap:ForeignExchangeContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [-132000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [159000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [27000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [-2774000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [930000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [-1844000000.00] [credit]: (startDate: 2021-01-01, endDate: 2021-09-30): {(us-gaap:CashFlowHedgingMember, us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis),(us-gaap:InterestRateContractMember, us-gaap:DerivativeInstrumentRiskAxis)} validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [-2642000000.00] [credit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [771000000.00] [debit]: validating [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [-1871000000.00] [credit]: Definition: [240274019 - Disclosure - Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details)] [us-gaap:DerivativeInstrumentsGainLossLineItems] = [none]: [jpm:CashFlowHedgeGainsAndLossesAbstract] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: [us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipByIncomeStatementLocationByDerivativeInstrumentRiskTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:HedgingRelationshipDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:CashFlowHedgingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:HedgingRelationshipDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:CashFlowHedgingMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:DerivativeInstrumentRiskAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [2.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:InterestRateContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ForeignExchangeContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:DerivativeContractTypeDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:InterestRateContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ForeignExchangeContractMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [us-gaap:CashFlowHedgeGainLossToBeReclassifiedWithinTwelveMonths] = [credit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: [jpm:MaximumLengthofTimeHedgedinCashFlowHedgeTerminatedCashFlowHedge] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [2.00]: [jpm:MaximumLengthofTimeHedgedinCashFlowHedgeOpenCashFlowHedge] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [3.00]: Presentation: [240274019 - Disclosure - Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details)] [us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipByIncomeStatementLocationByDerivativeInstrumentRiskTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativeInstrumentsGainLossByHedgingRelationshipAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:HedgingRelationshipDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CashFlowHedgingMember] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DerivativeInstrumentRiskAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DerivativeContractTypeDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:InterestRateContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ForeignExchangeContractMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:DerivativeInstrumentsGainLossLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:CashFlowHedgeGainsAndLossesAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossBeforeReclassificationAndTax] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationBeforeTax] [TOTAL] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:CashFlowHedgeGainLossToBeReclassifiedWithinTwelveMonths] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:MaximumLengthofTimeHedgedinCashFlowHedgeTerminatedCashFlowHedge] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:MaximumLengthofTimeHedgedinCashFlowHedgeOpenCashFlowHedge] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Derivative Instruments, Gain (Loss) [Table] Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Amounts reclassified from AOCI to income Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | 227000000 [ debit] USD Interest rate (Derivative Instrument [Axis]) | 214000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis]) | 13000000 [ debit] USD Amounts recorded in OCI Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | 134000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 8000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 126000000 [credit] USD Total change in OCI for period Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | -93000000 [credit] [tot] USD Interest rate (Derivative Instrument [Axis]) | -206000000 [credit] [tot] USD Foreign exchange (Derivative Instrument [Axis]) | 113000000 [credit] [tot] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Derivative Instruments, Gain (Loss) [Table] Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Amounts reclassified from AOCI to income Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | 328000000 [ debit] USD Interest rate (Derivative Instrument [Axis]) | 332000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis]) | -4000000 [ debit] USD Amounts recorded in OCI Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | 3787000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | 3881000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | -94000000 [credit] USD Total change in OCI for period Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | 3459000000 [credit] [tot] USD Interest rate (Derivative Instrument [Axis]) | 3549000000 [credit] [tot] USD Foreign exchange (Derivative Instrument [Axis]) | -90000000 [credit] [tot] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Derivative Instruments, Gain (Loss) [Table] Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Amounts reclassified from AOCI to income Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | 326000000 [ debit] USD Interest rate (Derivative Instrument [Axis]) | 272000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis]) | 54000000 [ debit] USD Amounts recorded in OCI Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | -267000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | -232000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | -35000000 [credit] USD Total change in OCI for period Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | -593000000 [credit] [tot] USD Interest rate (Derivative Instrument [Axis]) | -504000000 [credit] [tot] USD Foreign exchange (Derivative Instrument [Axis]) | -89000000 [credit] [tot] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Derivative Instruments, Gain (Loss) [Table] Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Amounts reclassified from AOCI to income Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | 930000000 [ debit] USD Interest rate (Derivative Instrument [Axis]) | 771000000 [ debit] USD Foreign exchange (Derivative Instrument [Axis]) | 159000000 [ debit] USD Amounts recorded in OCI Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | -1844000000 [credit] USD Interest rate (Derivative Instrument [Axis]) | -1871000000 [credit] USD Foreign exchange (Derivative Instrument [Axis]) | 27000000 [credit] USD Total change in OCI for period Cash Flow Hedging (Derivative Instruments, Gain (Loss) by Hedging Relationship [Axis]) | -2774000000 [credit] [tot] USD Interest rate (Derivative Instrument [Axis]) | -2642000000 [credit] [tot] USD Foreign exchange (Derivative Instrument [Axis]) | -132000000 [credit] [tot] USD Recognition of (after-tax) net gains related to cash flow hedges in Income | 812000000 [credit] USD Maximum length of time hedged in forecasted transactions, terminated cash flow hedges | eight years [ none] Maximum length of time hedged in forecasted transactions, open cash flow hedges | seven years [ none] Definition: [240814059 - Disclosure - Loans - Wholesale Loan Portfolio, Loan Modifications (Details)] [us-gaap:FinancingReceivableImpairedLineItems] = [none]: [us-gaap:FinancingReceivableModificationsRecordedInvestment] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:ScheduleOfImpairedFinancingReceivableTable] = [none] [http://xbrl.org/int/dim/arcrole/all] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] = [none] [http://xbrl.org/int/dim/arcrole/hypercube-dimension] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-default] [1.00]: [us-gaap:CommercialPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] = [none] [http://xbrl.org/int/dim/arcrole/dimension-domain] [1.00]: [us-gaap:CommercialPortfolioSegmentMember] = [none] [http://xbrl.org/int/dim/arcrole/domain-member] [0.00]: [us-gaap:FinancingReceivableModificationsPostModificationRecordedInvestment2] = [debit] [http://xbrl.org/int/dim/arcrole/domain-member] [1.00]: Presentation: [240814059 - Disclosure - Loans - Wholesale Loan Portfolio, Loan Modifications (Details)] [us-gaap:ScheduleOfImpairedFinancingReceivableTable] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentAxis] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivablePortfolioSegmentDomain] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:CommercialPortfolioSegmentMember] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableImpairedLineItems] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:FinancingReceivableModificationsRecordedInvestment] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:FinancingReceivableModificationsPostModificationRecordedInvestment2] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Schedule of Impaired Financing Receivable [Table] New TDRs Wholesale (Financing Receivable Portfolio Segment [Axis]) | 188000000 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Schedule of Impaired Financing Receivable [Table] New TDRs Wholesale (Financing Receivable Portfolio Segment [Axis]) | 352000000 [ debit] USD Period [(date: 2020-12-31)] [Not Classified] Schedule of Impaired Financing Receivable [Table] Loans modified in TDRs Wholesale (Financing Receivable Portfolio Segment [Axis]) | 954000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Schedule of Impaired Financing Receivable [Table] New TDRs Wholesale (Financing Receivable Portfolio Segment [Axis]) | 180000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Schedule of Impaired Financing Receivable [Table] New TDRs Wholesale (Financing Receivable Portfolio Segment [Axis]) | 832000000 [ debit] USD Period [(date: 2021-09-30)] [MRQ] Schedule of Impaired Financing Receivable [Table] Loans modified in TDRs Wholesale (Financing Receivable Portfolio Segment [Axis]) | 928000000 [ debit] USD Presentation: [231153017 - Disclosure - Earnings per Share (Tables)] [us-gaap:EarningsPerShareAbstract] = [none]: [us-gaap:ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Earnings Per Share [Abstract] Schedule of earnings per share basic and diluted | The following table presents the calculation of basic and diluted EPS for the three and nine months ended September 30, 2021 and 2020. (in millions, except per share amounts) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Basic earnings per share Net income $ 11,687 $ 9,443 $ 37,935 $ 16,995 Less: Preferred stock dividends 402 381 1,174 1,203 Net income applicable to common equity 11,285 9,062 36,761 15,792 Less: Dividends and undistributed earnings allocated to participating securities 56 47 185 80 Net income applicable to common stockholders $ 11,229 $ 9,015 $ 36,576 $ 15,712 Total weighted-average basic shares outstanding 2,999.9 3,077.8 3,036.4 3,083.3 Net income per share $ 3.74 $ 2.93 $ 12.05 $ 5.10 Diluted earnings per share Net income applicable to common stockholders $ 11,229 $ 9,015 $ 36,576 $ 15,712 Total weighted-average basic shares outstanding 2,999.9 3,077.8 3,036.4 3,083.3 Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs 5.2 5.0 5.3 4.8 Total weighted-average diluted shares outstanding 3,005.1 3,082.8 3,041.7 3,088.1 Net income per share $ 3.74 $ 2.92 $ 12.02 $ 5.09 (in millions, except per share amounts) Three months ended September 30, Nine months ended September 30, 2021 2020 2021 2020 Basic earnings per share Basic earnings per share Net income $ 11,687 $ 9,443 $ 37,935 $ 16,995 Less: Preferred stock dividends Less: Preferred stock dividends 402 381 1,174 1,203 Net income applicable to common equity Net income applicable to common equity 11,285 9,062 36,761 15,792 Less: Dividends and undistributed earnings allocated to participating securities Less: Dividends and undistributed earnings allocated to participating securities 56 47 185 80 Net income applicable to common stockholders Net income applicable to common stockholders $ 11,229 $ 9,015 $ 36,576 $ 15,712 Total weighted-average basic shares Total weighted-average basic shares outstanding outstanding 2,999.9 3,077.8 3,036.4 3,083.3 Net income per share Net income per share $ 3.74 $ 2.93 $ 12.05 $ 5.10 Diluted earnings per share Diluted earnings per share Net income applicable to common stockholders Net income applicable to common stockholders $ 11,229 $ 9,015 $ 36,576 $ 15,712 Total weighted-average basic shares Total weighted-average basic shares outstanding outstanding 2,999.9 3,077.8 3,036.4 3,083.3 Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs 5.2 5.0 5.3 4.8 Total weighted-average diluted shares outstanding Total weighted-average diluted shares outstanding 3,005.1 3,082.8 3,041.7 3,088.1 Net income per share Net income per share $ 3.74 $ 2.92 $ 12.02 $ 5.09 | | | | | | | | | | | | | | | | | (in millions, except per share|Three months en| |Nine months end 2021 | 2020| | 2021| 2020 Basic earnings per share | | | | | Net income | $| 11,687| | $| 9,443| | | $| 37,935| | $| 16,995| Less: Preferred stock dividend| 402| | 381| | | 1,174| | 1,203| Net income applicable to commo| 11,285| | 9,062| | | 36,761| | 15,792| Less: Dividends and undistribu| 56| | 47| | | 185| | 80| Net income applicable to commo| $| 11,229| | $| 9,015| | | $| 36,576| | $| 15,712| | | | | | Total weighted-average basic s| 2,999.9| | 3,077.8| | | 3,036.4| | 3,083.3| Net income per share | $| 3.74| | $| 2.93| | | $| 12.05| | $| 5.10| | | | | | Diluted earnings per share | | | | | Net income applicable to commo| $| 11,229| | $| 9,015| | | $| 36,576| | $| 15,712| Total weighted-average basic s| 2,999.9| | 3,077.8| | | 3,036.4| | 3,083.3| Add: Dilutive impact of SARs a| 5.2| | 5.0| | | 5.3| | 4.8| Total weighted-average diluted| 3,005.1| | 3,082.8| | | 3,041.7| | 3,088.1| Net income per share | $| 3.74| | $| 2.92| | | $| 12.02| | $| 5.09| Presentation: [240654043 - Disclosure - Loans - Narrative (Details)] [us-gaap:ReceivablesAbstract] = [none]: [jpm:NumberofLoanPortfolioSegments] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:GainLossOnSaleOfNotesReceivable] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:GainLossOnSalesOfLoansNet] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Receivables [Abstract] Net gains (losses) on sales of loans and lending-related commitments | 113000000 [credit] USD Net gains (losses) on sales of loans | 24000000 [credit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Receivables [Abstract] Net gains (losses) on sales of loans and lending-related commitments | -75000000 [credit] USD Net gains (losses) on sales of loans | -76000000 [credit] USD Period [(startDate: 2020-01-01, endDate: 2020-12-31)] [Not Classified] Receivables [Abstract] Number of portfolio segments | three [ none] Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Receivables [Abstract] Net gains (losses) on sales of loans and lending-related commitments | 31000000 [credit] USD Net gains (losses) on sales of loans | 30000000 [credit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Receivables [Abstract] Number of portfolio segments | three [ none] Net gains (losses) on sales of loans and lending-related commitments | 225000000 [credit] USD Net gains (losses) on sales of loans | 211000000 [credit] USD Presentation: [210141003 - Disclosure - Fair Value Option] [us-gaap:FairValueDisclosuresAbstract] = [none]: [us-gaap:FairValueOptionTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Fair Value Disclosures [Abstract] Fair Value Option | Fair value option The fair value option provides an option to elect fair value as an alternative measurement for selected financial assets, financial liabilities, unrecognized firm commitments, and written loan commitments. The Firm has elected to measure certain instruments at fair value for several reasons including to mitigate income statement volatility caused by the differences between the measurement basis of elected instruments (e.g., certain instruments that otherwise would be accounted for on an accrual basis) and the associated risk management arrangements that are accounted for on a fair value basis, as well as to better reflect those instruments that are managed on a fair value basis. The Firm’s election of fair value includes the following instruments: •Loans purchased or originated as part of securitization warehousing activity, subject to bifurcation accounting, or managed on a fair value basis, including lending-related commitments •Certain securities financing agreements •Owned beneficial interests in securitized financial assets that contain embedded credit derivatives, which would otherwise be required to be separately accounted for as a derivative instrument •Structured notes, which are predominantly financial instruments that contain embedded derivatives that are issued as part of client-driven activities •Certain long-term beneficial interests issued by CIB’s consolidated securitization trusts where the underlying assets are carried at fair value Changes in fair value under the fair value option election The following table presents the changes in fair value included in the Consolidated statements of income for the three and nine months ended September 30, 2021 and 2020, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. Three months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (19) $ — $ (19) $ (148) $ — $ (148) Securities borrowed (22) — (22) 5 — 5 Trading assets: Debt and equity instruments, excluding loans (2,255) — (2,255) 1,780 (f) — 1,780 Loans reported as trading assets: Changes in instrument-specific credit risk 66 — 66 216 — 216 Other changes in fair value 1 — 1 — — — Loans: Changes in instrument-specific credit risk 119 (7) (c) 112 112 (13) (c) 99 Other changes in fair value 25 609 (c) 634 93 928 (c) 1,021 Other assets (22) — (22) (28) (7) (d) (35) Deposits(a) 38 — 38 (147) — (147) Federal funds purchased and securities loaned or sold under repurchase agreements 11 — 11 58 — 58 Short-term borrowings(a) 388 — 388 (54) — (54) Trading liabilities (1) — (1) 1 — 1 Other liabilities (1) — (1) (8) — (8) Long-term debt(a)(b) 643 11 (c)(d) 654 (530) (4) (c) (534) Nine months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (33) $ — $ (33) $ 96 $ — $ 96 Securities borrowed (119) — (119) 173 — 173 Trading assets: Debt and equity instruments, excluding loans (1,188) (1) (c) (1,189) 1,083 (f) (1) (c) 1,082 Loans reported as trading assets: Changes in instrument-specific credit risk 342 — 342 (39) — (39) Other changes in fair value (7) — (7) 1 — 1 Loans: Changes in instrument-specific credit risk 540 (9) (c) 531 143 2 (c) 145 Other changes in fair value (82) 1,733 (c) 1,651 357 2,423 (c) 2,780 Other assets 6 (23) (d) (17) 74 1 (d) 75 Deposits(a) (53) — (53) (612) — (612) Federal funds purchased and securities loaned or sold under repurchase agreements 42 — 42 (20) — (20) Short-term borrowings(a) (223) — (223) 1,035 — 1,035 Trading liabilities (2) — (2) 1 — 1 Other liabilities 1 — 1 (54) — (54) Long-term debt(a)(b) (262) 6 (c)(d) (256) 70 (1) (c) 69 (a)Unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected are recorded in OCI, while realized gains/(losses) are recorded in principal transactions revenue. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transactions revenue were $(6) million and $1 million for the three months ended September 30, 2021 and 2020, respectively and $(8) million and $20 million for the nine months ended September 30, 2021 and 2020, respectively. (b)Long-term debt measured at fair value predominantly relates to structured notes. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (c)Reported in mortgage fees and related income. (d)Reported in other income. (e)Changes in fair value exclude contractual interest, which is included in interest income and interest expense for all instruments other than certain hybrid financial instruments recorded in CIB. Refer to Note 6 for further information regarding interest income and interest expense. (f)Prior-period amounts have been revised to conform with the current presentation. Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of September 30, 2021, and December 31, 2020, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. September 30, 2021 December 31, 2020 (in millions) Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Loans Nonaccrual loans Loans reported as trading assets $ 3,591 $ 642 $ (2,949) $ 3,386 $ 555 $ (2,831) Loans 1,193 1,055 (138) 1,867 1,507 (360) Subtotal 4,784 1,697 (3,087) 5,253 2,062 (3,191) 90 or more days past due and government guaranteed Loans(a) 301 289 (12) 328 317 (11) All other performing loans(b) Loans reported as trading assets 7,950 6,699 (1,251) 7,917 6,439 (1,478) Loans 58,949 59,284 335 42,022 42,650 628 Subtotal 66,899 65,983 (916) 49,939 49,089 (850) Total loans $ 71,984 $ 67,969 $ (4,015) $ 55,520 $ 51,468 $ (4,052) Long-term debt Principal-protected debt $ 37,445 (d) $ 35,244 $ (2,201) $ 40,560 (d) $ 40,526 $ (34) Nonprincipal-protected debt(c) NA 41,255 NA NA 36,291 NA Total long-term debt NA $ 76,499 NA NA $ 76,817 NA Long-term beneficial interests Nonprincipal-protected debt(c) NA $ 99 NA NA $ 41 NA Total long-term beneficial interests NA $ 99 NA NA $ 41 NA (a)These balances are excluded from nonaccrual loans as the loans are insured and/or guaranteed by U.S. government agencies. (b)There were no performing loans that were ninety days or more past due as of September 30, 2021, and December 31, 2020, respectively. (c)Remaining contractual principal is not applicable to nonprincipal-protected structured notes and long-term beneficial interests. Unlike principal-protected structured notes and long-term beneficial interests, for which the Firm is obligated to return a stated amount of principal at maturity, nonprincipal-protected structured notes and long-term beneficial interests do not obligate the Firm to return a stated amount of principal at maturity, but for structured notes to return an amount based on the performance of an underlying variable or derivative feature embedded in the note. However, investors are exposed to the credit risk of the Firm as issuer for both nonprincipal-protected and principal-protected notes. (d)Where the Firm issues principal-protected zero-coupon or discount notes, the balance reflects the contractual principal payment at maturity or, if applicable, the contractual principal payment at the Firm’s next call date. At September 30, 2021, and December 31, 2020, the contractual amount of lending-related commitments for which the fair value option was elected was $16.9 billion and $18.1 billion, respectively, with a corresponding fair value of $(2) million and $(39) million, respectively. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K, and Note 22 of this Form 10-Q for further information regarding off-balance sheet lending-related financial instruments. Structured note products by balance sheet classification and risk component The following table presents the fair value of structured notes, by balance sheet classification and the primary risk type. September 30, 2021 December 31, 2020 (in millions) Long-term debt Short-term borrowings Deposits Total Long-term debt Short-term borrowings Deposits Total Risk exposure Interest rate $ 35,571 $ 13 $ 5,700 $ 41,284 $ 38,129 $ 65 $ 5,057 $ 43,251 Credit 6,843 1,438 — 8,281 6,409 1,022 — 7,431 Foreign exchange 3,648 244 221 4,113 3,613 92 — 3,705 Equity 28,496 6,258 5,565 40,319 26,943 5,021 6,893 38,857 Commodity 321 — 6 (a) 327 250 13 232 (a) 495 Total structured notes $ 74,879 $ 7,953 $ 11,492 $ 94,324 $ 75,344 $ 6,213 $ 12,182 $ 93,739 (a)Excludes deposits linked to precious metals for which the fair value option has not been elected of $676 million and $739 million for the periods ended September 30, 2021 and December 31, 2020, respectively. The fair value option provides an option to elect fair value as an alternative measurement for selected financial assets, financial liabilities, unrecognized firm commitments, and written loan commitments. The fair value option provides an option to elect fair value as an alternative measurement for selected financial assets, financial liabilities, unrecognized firm commitments, and written loan commitments. The Firm has elected to measure certain instruments at fair value for several reasons including to mitigate income statement volatility caused by the differences between the measurement basis of elected instruments (e.g., certain instruments that otherwise would be accounted for on an accrual basis) and the associated risk management arrangements that are accounted for on a fair value basis, as well as to better reflect those instruments that are managed on a fair value basis. The Firm has elected to measure certain instruments at fair value for several reasons including to mitigate income statement volatility caused by the differences between the measurement basis of elected instruments (e.g., certain instruments that otherwise would be accounted for on an accrual basis) and the associated risk management arrangements that are accounted for on a fair value basis, as well as to better reflect those instruments that are managed on a fair value basis. The Firm’s election of fair value includes the following instruments: The Firm’s election of fair value includes the following instruments: •Loans purchased or originated as part of securitization warehousing activity, subject to bifurcation accounting, or managed on a fair value basis, including lending-related commitments • Loans purchased or originated as part of securitization warehousing activity, subject to bifurcation accounting, or managed on a fair value basis, including lending-related commitments •Certain securities financing agreements • Certain securities financing agreements •Owned beneficial interests in securitized financial assets that contain embedded credit derivatives, which would otherwise be required to be separately accounted for as a derivative instrument • Owned beneficial interests in securitized financial assets that contain embedded credit derivatives, which would otherwise be required to be separately accounted for as a derivative instrument •Structured notes, which are predominantly financial instruments that contain embedded derivatives that are issued as part of client-driven activities • Structured notes, which are predominantly financial instruments that contain embedded derivatives that are issued as part of client-driven activities •Certain long-term beneficial interests issued by CIB’s consolidated securitization trusts where the underlying assets are carried at fair value • Certain long-term beneficial interests issued by CIB’s consolidated securitization trusts where the underlying assets are carried at fair value Changes in fair value under the fair value option election Changes in fair value under the fair value option election The following table presents the changes in fair value included in the Consolidated statements of income for the three and nine months ended September 30, 2021 and 2020, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. The following table presents the changes in fair value included in the Consolidated statements of income for the three and nine months ended September 30, 2021 and 2020, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. Three months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (19) $ — $ (19) $ (148) $ — $ (148) Securities borrowed (22) — (22) 5 — 5 Trading assets: Debt and equity instruments, excluding loans (2,255) — (2,255) 1,780 (f) — 1,780 Loans reported as trading assets: Changes in instrument-specific credit risk 66 — 66 216 — 216 Other changes in fair value 1 — 1 — — — Loans: Changes in instrument-specific credit risk 119 (7) (c) 112 112 (13) (c) 99 Other changes in fair value 25 609 (c) 634 93 928 (c) 1,021 Other assets (22) — (22) (28) (7) (d) (35) Deposits(a) 38 — 38 (147) — (147) Federal funds purchased and securities loaned or sold under repurchase agreements 11 — 11 58 — 58 Short-term borrowings(a) 388 — 388 (54) — (54) Trading liabilities (1) — (1) 1 — 1 Other liabilities (1) — (1) (8) — (8) Long-term debt(a)(b) 643 11 (c)(d) 654 (530) (4) (c) (534) Three months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair Total changes in fair value recorded (e) value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements Federal funds sold and securities purchased under resale agreements $ (19) $ — $ (19) $ (148) $ — $ (148) Securities borrowed (22) — (22) 5 — 5 Trading assets: Debt and equity instruments, excluding loans Debt and equity instruments, excluding loans (2,255) — (2,255) 1,780 (f) (f) — 1,780 Loans reported as trading assets: Loans reported as trading assets: Changes in instrument-specific credit risk 66 — 66 216 — 216 Other changes in fair value 1 — 1 — — — Loans: Changes in instrument-specific credit risk 119 (7) (c) (c) 112 112 (13) (c) (c) 99 Other changes in fair value 25 609 (c) (c) 634 93 928 (c) (c) 1,021 Other assets (22) — (22) (28) (7) (d) (d) (35) Deposits(a) Deposits (a) 38 — 38 (147) — (147) Federal funds purchased and securities loaned or sold under repurchase agreements Federal funds purchased and securities loaned or sold under repurchase agreements 11 — 11 58 — 58 Short-term borrowings(a) Short-term borrowings (a) 388 — 388 (54) — (54) Trading liabilities (1) — (1) 1 — 1 Other liabilities (1) — (1) (8) — (8) Long-term debt(a)(b) Long-term debt (a)(b) 643 11 (c)(d) (c)(d) 654 (530) (4) (c) (c) (534) Nine months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (33) $ — $ (33) $ 96 $ — $ 96 Securities borrowed (119) — (119) 173 — 173 Trading assets: Debt and equity instruments, excluding loans (1,188) (1) (c) (1,189) 1,083 (f) (1) (c) 1,082 Loans reported as trading assets: Changes in instrument-specific credit risk 342 — 342 (39) — (39) Other changes in fair value (7) — (7) 1 — 1 Loans: Changes in instrument-specific credit risk 540 (9) (c) 531 143 2 (c) 145 Other changes in fair value (82) 1,733 (c) 1,651 357 2,423 (c) 2,780 Other assets 6 (23) (d) (17) 74 1 (d) 75 Deposits(a) (53) — (53) (612) — (612) Federal funds purchased and securities loaned or sold under repurchase agreements 42 — 42 (20) — (20) Short-term borrowings(a) (223) — (223) 1,035 — 1,035 Trading liabilities (2) — (2) 1 — 1 Other liabilities 1 — 1 (54) — (54) Long-term debt(a)(b) (262) 6 (c)(d) (256) 70 (1) (c) 69 Nine months ended September 30, 2021 2020 (in millions) Principal transactions All other income Total changes in fair Total changes in fair value recorded (e) value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements Federal funds sold and securities purchased under resale agreements $ (33) $ — $ (33) $ 96 $ — $ 96 Securities borrowed (119) — (119) 173 — 173 Trading assets: Debt and equity instruments, excluding loans Debt and equity instruments, excluding loans (1,188) (1) (c) (c) (1,189) 1,083 (f) (f) (1) (c) (c) 1,082 Loans reported as trading assets: Loans reported as trading assets: Changes in instrument-specific credit risk 342 — 342 (39) — (39) Other changes in fair value (7) — (7) 1 — 1 Loans: Changes in instrument-specific credit risk 540 (9) (c) (c) 531 143 2 (c) (c) 145 Other changes in fair value (82) 1,733 (c) (c) 1,651 357 2,423 (c) (c) 2,780 Other assets 6 (23) (d) (d) (17) 74 1 (d) (d) 75 Deposits(a) Deposits (a) (53) — (53) (612) — (612) Federal funds purchased and securities loaned or sold under repurchase agreements Federal funds purchased and securities loaned or sold under repurchase agreements 42 — 42 (20) — (20) Short-term borrowings(a) Short-term borrowings (a) (223) — (223) 1,035 — 1,035 Trading liabilities (2) — (2) 1 — 1 Other liabilities 1 — 1 (54) — (54) Long-term debt(a)(b) Long-term debt (a)(b) (262) 6 (c)(d) (c)(d) (256) 70 (1) (c) (c) 69 (a)Unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected are recorded in OCI, while realized gains/(losses) are recorded in principal transactions revenue. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transactions revenue were $(6) million and $1 million for the three months ended September 30, 2021 and 2020, respectively and $(8) million and $20 million for the nine months ended September 30, 2021 and 2020, respectively. (a) Unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected are recorded in OCI, while realized gains/(losses) are recorded in principal transactions revenue. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transactions revenue were $(6) million and $1 million for the three months ended September 30, 2021 and 2020, respectively and $(8) million and $20 million for the nine months ended September 30, 2021 and 2020, respectively. (b)Long-term debt measured at fair value predominantly relates to structured notes. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (b) Long-term debt measured at fair value predominantly relates to structured notes. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (c)Reported in mortgage fees and related income. (c) Reported in mortgage fees and related income. (d)Reported in other income. (d) Reported in other income. (e)Changes in fair value exclude contractual interest, which is included in interest income and interest expense for all instruments other than certain hybrid financial instruments recorded in CIB. Refer to Note 6 for further information regarding interest income and interest expense. (e) Changes in fair value exclude contractual interest, which is included in interest income and interest expense for all instruments other than certain hybrid financial instruments recorded in CIB. Refer to Note 6 for further information regarding interest income and interest expense. (f)Prior-period amounts have been revised to conform with the current presentation. (f) Prior-period amounts have been revised to conform with the current presentation. Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of September 30, 2021, and December 31, 2020, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of September 30, 2021, and December 31, 2020, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. September 30, 2021 December 31, 2020 (in millions) Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Loans Nonaccrual loans Loans reported as trading assets $ 3,591 $ 642 $ (2,949) $ 3,386 $ 555 $ (2,831) Loans 1,193 1,055 (138) 1,867 1,507 (360) Subtotal 4,784 1,697 (3,087) 5,253 2,062 (3,191) 90 or more days past due and government guaranteed Loans(a) 301 289 (12) 328 317 (11) All other performing loans(b) Loans reported as trading assets 7,950 6,699 (1,251) 7,917 6,439 (1,478) Loans 58,949 59,284 335 42,022 42,650 628 Subtotal 66,899 65,983 (916) 49,939 49,089 (850) Total loans $ 71,984 $ 67,969 $ (4,015) $ 55,520 $ 51,468 $ (4,052) Long-term debt Principal-protected debt $ 37,445 (d) $ 35,244 $ (2,201) $ 40,560 (d) $ 40,526 $ (34) Nonprincipal-protected debt(c) NA 41,255 NA NA 36,291 NA Total long-term debt NA $ 76,499 NA NA $ 76,817 NA Long-term beneficial interests Nonprincipal-protected debt(c) NA $ 99 NA NA $ 41 NA Total long-term beneficial interests NA $ 99 NA NA $ 41 NA September 30, 2021 December 31, 2020 (in millions) Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Loans Nonaccrual loans Loans reported as trading assets $ 3,591 $ 642 $ (2,949) $ 3,386 $ 555 $ (2,831) Loans 1,193 1,055 (138) 1,867 1,507 (360) Subtotal 4,784 1,697 (3,087) 5,253 2,062 (3,191) 90 or more days past due and government guaranteed Loans(a) Loans (a) 301 289 (12) 328 317 (11) All other performing loans(b) All other performing loans (b) Loans reported as trading assets 7,950 6,699 (1,251) 7,917 6,439 (1,478) Loans 58,949 59,284 335 42,022 42,650 628 Subtotal 66,899 65,983 (916) 49,939 49,089 (850) Total loans $ 71,984 $ 67,969 $ (4,015) $ 55,520 $ 51,468 $ (4,052) Long-term debt Principal-protected debt $ 37,445 (d) (d) $ 35,244 $ (2,201) $ 40,560 (d) (d) $ 40,526 $ (34) Nonprincipal-protected debt(c) Nonprincipal-protected debt (c) NA 41,255 NA NA 36,291 NA Total long-term debt NA $ 76,499 NA NA $ 76,817 NA Long-term beneficial interests Nonprincipal-protected debt(c) Nonprincipal-protected debt (c) NA $ 99 NA NA $ 41 NA Total long-term beneficial interests NA $ 99 NA NA $ 41 NA (a)These balances are excluded from nonaccrual loans as the loans are insured and/or guaranteed by U.S. government agencies. (a) These balances are excluded from nonaccrual loans as the loans are insured and/or guaranteed by U.S. government agencies. (b)There were no performing loans that were ninety days or more past due as of September 30, 2021, and December 31, 2020, respectively. (b) There were no performing loans that were ninety days or more past due as of September 30, 2021, and December 31, 2020, respectively. (c)Remaining contractual principal is not applicable to nonprincipal-protected structured notes and long-term beneficial interests. Unlike principal-protected structured notes and long-term beneficial interests, for which the Firm is obligated to return a stated amount of principal at maturity, nonprincipal-protected structured notes and long-term beneficial interests do not obligate the Firm to return a stated amount of principal at maturity, but for structured notes to return an amount based on the performance of an underlying variable or derivative feature embedded in the note. However, investors are exposed to the credit risk of the Firm as issuer for both nonprincipal-protected and principal-protected notes. (c) Remaining contractual principal is not applicable to nonprincipal-protected structured notes and long-term beneficial interests. Unlike principal-protected structured notes and long-term beneficial interests, for which the Firm is obligated to return a stated amount of principal at maturity, nonprincipal-protected structured notes and long-term beneficial interests do not obligate the Firm to return a stated amount of principal at maturity, but for structured notes to return an amount based on the performance of an underlying variable or derivative feature embedded in the note. However, investors are exposed to the credit risk of the Firm as issuer for both nonprincipal-protected and principal-protected notes. (d)Where the Firm issues principal-protected zero-coupon or discount notes, the balance reflects the contractual principal payment at maturity or, if applicable, the contractual principal payment at the Firm’s next call date. (d) Where the Firm issues principal-protected zero-coupon or discount notes, the balance reflects the contractual principal payment at maturity or, if applicable, the contractual principal payment at the Firm’s next call date. At September 30, 2021, and December 31, 2020, the contractual amount of lending-related commitments for which the fair value option was elected was $16.9 billion and $18.1 billion, respectively, with a corresponding fair value of $(2) million and $(39) million, respectively. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K, and Note 22 of this Form 10-Q for further information regarding off-balance sheet lending-related financial instruments. At September 30, 2021, and December 31, 2020, the contractual amount of lending-related commitments for which the fair value option was elected was $16.9 billion and $18.1 billion, respectively, with a corresponding fair value of $(2) million and $(39) million, respectively. Refer to Note 28 of JPMorgan Chase’s 2020 Form 10-K, and Note 22 of this Form 10-Q for further information regarding off-balance sheet lending-related financial instruments. Structured note products by balance sheet classification and risk component Structured note products by balance sheet classification and risk component The following table presents the fair value of structured notes, by balance sheet classification and the primary risk type. The following table presents the fair value of structured notes, by balance sheet classification and the primary risk type. September 30, 2021 December 31, 2020 (in millions) Long-term debt Short-term borrowings Deposits Total Long-term debt Short-term borrowings Deposits Total Risk exposure Interest rate $ 35,571 $ 13 $ 5,700 $ 41,284 $ 38,129 $ 65 $ 5,057 $ 43,251 Credit 6,843 1,438 — 8,281 6,409 1,022 — 7,431 Foreign exchange 3,648 244 221 4,113 3,613 92 — 3,705 Equity 28,496 6,258 5,565 40,319 26,943 5,021 6,893 38,857 Commodity 321 — 6 (a) 327 250 13 232 (a) 495 Total structured notes $ 74,879 $ 7,953 $ 11,492 $ 94,324 $ 75,344 $ 6,213 $ 12,182 $ 93,739 September 30, 2021 December 31, 2020 (in millions) Long-term debt Short-term borrowings Deposits Total Long-term debt Short-term borrowings Deposits Total Risk exposure Interest rate $ 35,571 $ 13 $ 5,700 $ 41,284 $ 38,129 $ 65 $ 5,057 $ 43,251 Credit 6,843 1,438 — 8,281 6,409 1,022 — 7,431 Foreign exchange 3,648 244 221 4,113 3,613 92 — 3,705 Equity 28,496 6,258 5,565 40,319 26,943 5,021 6,893 38,857 Commodity 321 — 6 (a) (a) 327 250 13 232 (a) (a) 495 Total structured notes $ 74,879 $ 7,953 $ 11,492 $ 94,324 $ 75,344 $ 6,213 $ 12,182 $ 93,739 (a)Excludes deposits linked to precious metals for which the fair value option has not been elected of $676 million and $739 million for the periods ended September 30, 2021 and December 31, 2020, respectively. (a) Excludes deposits linked to precious metals for which the fair value option has not been elected of $676 million and $739 million for the periods ended September 30, 2021 and December 31, 2020, respectively. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Three months en| | 2021| | 2020| (in millions) |Principal trans| |All other incom|Total changes i| |Principal trans| |All other incom|Total changes i Federal funds sold and securit| $| (19)| | | $| —| | | $| (19)| | | | $| (148)| | | $| —| | | $| (148)| | Securities borrowed | (22)| | | —| | | (22)| | | | 5| | | —| | | 5| | Trading assets: | | | | | | | | | | | | | Debt and equity instruments, e| (2,255)| | | —| | | (2,255)| | | | 1,780| | (f)| —| | | 1,780| | Loans reported as trading asse| | | | | | | | | | | | | Changes in instrument-specific| 66| | | —| | | 66| | | | 216| | | —| | | 216| | Other changes in fair value | 1| | | —| | | 1| | | | —| | | —| | | —| | Loans: | | | | | | | | | | | | | Changes in instrument-specific| 119| | | (7)| | (c)| 112| | | | 112| | | (13)| | (c)| 99| | Other changes in fair value | 25| | | 609| | (c)| 634| | | | 93| | | 928| | (c)| 1,021| | Other assets | (22)| | | —| | | (22)| | | | (28)| | | (7)| | (d)| (35)| | Deposits(a) | 38| | | —| | | 38| | | | (147)| | | —| | | (147)| | Federal funds purchased and se| 11| | | —| | | 11| | | | 58| | | —| | | 58| | Short-term borrowings(a) | 388| | | —| | | 388| | | | (54)| | | —| | | (54)| | Trading liabilities | (1)| | | —| | | (1)| | | | 1| | | —| | | 1| | | | | | | | | | | | | | | Other liabilities | (1)| | | —| | | (1)| | | | (8)| | | —| | | (8)| | Long-term debt(a)(b) | 643| | | 11| | (c)(d)| 654| | | | (530)| | | (4)| | (c)| (534)| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |Nine months end| | 2021| | 2020| (in millions) |Principal trans| |All other incom|Total changes i| |Principal trans| |All other incom|Total changes i Federal funds sold and securit| $| (33)| | | $| —| | | $| (33)| | | | $| 96| | | $| —| | | $| 96| | Securities borrowed | (119)| | | —| | | (119)| | | | 173| | | —| | | 173| | Trading assets: | | | | | | | | | | | | | Debt and equity instruments, e| (1,188)| | | (1)| | (c)| (1,189)| | | | 1,083| | (f)| (1)| | (c)| 1,082| | Loans reported as trading asse| | | | | | | | | | | | | Changes in instrument-specific| 342| | | —| | | 342| | | | (39)| | | —| | | (39)| | Other changes in fair value | (7)| | | —| | | (7)| | | | 1| | | —| | | 1| | Loans: | | | | | | | | | | | | | Changes in instrument-specific| 540| | | (9)| | (c)| 531| | | | 143| | | 2| | (c)| 145| | Other changes in fair value | (82)| | | 1,733| | (c)| 1,651| | | | 357| | | 2,423| | (c)| 2,780| | Other assets | 6| | | (23)| | (d)| (17)| | | | 74| | | 1| | (d)| 75| | Deposits(a) | (53)| | | —| | | (53)| | | | (612)| | | —| | | (612)| | Federal funds purchased and se| 42| | | —| | | 42| | | | (20)| | | —| | | (20)| | Short-term borrowings(a) | (223)| | | —| | | (223)| | | | 1,035| | | —| | | 1,035| | Trading liabilities | (2)| | | —| | | (2)| | | | 1| | | —| | | 1| | | | | | | | | | | | | | | Other liabilities | 1| | | —| | | 1| | | | (54)| | | —| | | (54)| | Long-term debt(a)(b) | (262)| | | 6| | (c)(d)| (256)| | | | 70| | | (1)| | (c)| 69| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |September 30, 2| |December 31, 20 (in millions) |Contractual pri| | Fair value|Fair value over| |Contractual pri| | Fair value|Fair value over Loans | | | | | | | | | Nonaccrual loans | | | | | | | | | Loans reported as trading asse| $| 3,591| | | $| 642| | $| (2,949)| | | $| 3,386| | | $| 555| | $| (2,831)| Loans | 1,193| | | 1,055| | (138)| | | 1,867| | | 1,507| | (360)| Subtotal | 4,784| | | 1,697| | (3,087)| | | 5,253| | | 2,062| | (3,191)| 90 or more days past due and g| | | | | | | | | | | | | | | | | | Loans(a) | 301| | | 289| | (12)| | | 328| | | 317| | (11)| | | | | | | | | | All other performing loans(b) | | | | | | | | | Loans reported as trading asse| 7,950| | | 6,699| | (1,251)| | | 7,917| | | 6,439| | (1,478)| Loans | 58,949| | | 59,284| | 335| | | 42,022| | | 42,650| | 628| Subtotal | 66,899| | | 65,983| | (916)| | | 49,939| | | 49,089| | (850)| Total loans | $| 71,984| | | $| 67,969| | $| (4,015)| | | $| 55,520| | | $| 51,468| | $| (4,052)| Long-term debt | | | | | | | | | Principal-protected debt | $| 37,445| | (d)| $| 35,244| | $| (2,201)| | | $| 40,560| | (d)| $| 40,526| | $| (34)| Nonprincipal-protected debt(c)| NA| | 41,255| | NA| | NA| | 36,291| | NA Total long-term debt | NA| | $| 76,499| | NA| | NA| | $| 76,817| | NA Long-term beneficial interests| | | | | | | | | Nonprincipal-protected debt(c)| NA| | $| 99| | NA| | NA| | $| 41| | NA Total long-term beneficial int| NA| | $| 99| | NA| | NA| | $| 41| | NA | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |September 30, 2| |December 31, 20 (in millions) | Long-term debt|Short-term borr| Deposits| | Total| | Long-term debt|Short-term borr| Deposits| | Total Risk exposure | | | | | | | | | | | Interest rate | $| 35,571| | $| 13| | $| 5,700| | | $| 41,284| | | $| 38,129| | $| 65| | $| 5,057| | | $| 43,251| Credit | 6,843| | 1,438| | —| | | 8,281| | | 6,409| | 1,022| | —| | | 7,431| Foreign exchange | 3,648| | 244| | 221| | | 4,113| | | 3,613| | 92| | —| | | 3,705| Equity | 28,496| | 6,258| | 5,565| | | 40,319| | | 26,943| | 5,021| | 6,893| | | 38,857| Commodity | 321| | —| | 6| | (a)| 327| | | 250| | 13| | 232| | (a)| 495| Total structured notes | $| 74,879| | $| 7,953| | $| 11,492| | | $| 94,324| | | $| 75,344| | $| 6,213| | $| 12,182| | | $| 93,739| Presentation: [230413005 - Disclosure - Interest Income and Interest Expense (Tables)] [us-gaap:InterestIncomeExpenseNetAbstract] = [none]: [us-gaap:InterestIncomeAndInterestExpenseDisclosureTableTextBlock] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Interest Income (Expense), Net [Abstract] Details of interest income and interest expense | The following table presents the components of interest income and interest expense. Three months ended September 30,Nine months ended September 30,(in millions)2021202020212020Interest incomeLoans(a)$10,445 $10,215 $30,777 $33,409 Taxable securities1,553 1,816 4,735 6,203 Non-taxable securities(b)262 294 809 901 Total investment securities(a)1,815 2,110 5,544 7,104 Trading assets - debt instruments1,682 1,850 5,175 5,980 Federal funds sold and securities purchased under resale agreements231 401 639 2,097 Securities borrowed(c)(73)(128)(240)(151)Deposits with banks174 69 342 708 All other interest-earning assets(d)206 183 608 826 Total interest income$14,480 $14,700 $42,845 $49,973 Interest expenseInterest-bearing deposits$126 $245 $404 $2,169 Federal funds purchased and securities loaned or sold under repurchase agreements119 105 194 1,023 Short-term borrowings(e)31 60 97 335 Trading liabilities – debt and all other interest-bearing liabilities(c)(f)52 (51)130 278 Long-term debt1,054 1,293 3,244 4,679 Beneficial interest issued by consolidated VIEs18 35 66 184 Total interest expense$1,400 $1,687 $4,135 $8,668 Net interest income$13,080 $13,013 $38,710 $41,305 Provision for credit losses(1,527)611 (7,968)19,369 Net interest income after provision for credit losses$14,607 $12,402 $46,678 $21,936 (a)Includes the amortization/accretion of unearned income (e.g., purchase premiums/discounts and net deferred fees/costs).(b)Represents securities which are tax-exempt for U.S. federal income tax purposes.(c)Negative interest income is related to the impact of current interest rates combined with the fees paid on client-driven securities borrowed balances. The negative interest expense related to prime brokerage customer payables is recognized in interest expense and reported within trading liabilities - debt and all other interest-bearing liabilities.(d)Includes interest earned on brokerage-related held-for-investment customer receivables, which are classified in accrued interest and accounts receivable, and all other interest-earning assets which are classified in other assets on the Consolidated balance sheets.(e)Includes commercial paper.(f)All other interest-bearing liabilities includes interest expense on brokerage-related customer payables. 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[credit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:AdjustmentsToAdditionalPaidInCapitalOther] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:NetIncomeLoss] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [us-gaap:DividendsAbstract] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [7.00]: [us-gaap:DividendsPreferredStockCash] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:DividendsCommonStockCash] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [8.00]: [jpm:CommonStockHeldInTrustLiquidation] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [9.00]: [us-gaap:TreasuryStockValueAcquiredCostMethod] [NEGATED,TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [10.00]: [us-gaap:StockIssuedDuringPeriodValueTreasuryStockReissued] [VERBOSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [11.00]: [us-gaap:StockholdersEquity] [PERIOD-END] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [12.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Statement [Table] Increase (Decrease) in Stockholders' Equity [Roll Forward] Beginning balance Preferred stock (Equity Components [Axis]) | 30063000000 [credit] [beg] USD Common stock (Equity Components [Axis]) | 4105000000 [credit] [beg] USD Additional paid-in capital (Equity Components [Axis]) | 88125000000 [credit] [beg] USD Retained earnings (Equity Components [Axis]) | 221732000000 [credit] [beg] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 8789000000 [credit] [beg] USD Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | -11000000 [credit] [beg] USD Treasury stock, at cost (Equity Components [Axis]) | -88337000000 [credit] [beg] USD Issuance Preferred stock (Equity Components [Axis]) | 0 [credit] USD Redemption Preferred stock (Equity Components [Axis]) | 0 [ debit] USD Shares issued and commitments to issue common stock for employee share-based compensation awards, and relate Additional paid-in capital (Equity Components [Axis]) | 215000000 [credit] USD Other Additional paid-in capital (Equity Components [Axis]) | -51000000 [credit] USD Net income | 9443000000 [credit] USD Retained earnings (Equity Components [Axis]) | 9443000000 [credit] USD Dividends declared: Preferred stock Retained earnings (Equity Components [Axis]) | 381000000 [ debit] USD Common stock ($1.00 and $0.90 per share and $2.80 and $2.70 per share, respectively) Retained earnings (Equity Components [Axis]) | 2780000000 [ debit] USD Other comprehensive income/(loss), after-tax | 151000000 [credit] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 151000000 [credit] USD Liquidation of RSU Trust Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | 0 [credit] USD Repurchase Treasury stock, at cost (Equity Components [Axis]) | 0 [ debit] USD Reissuance Treasury stock, at cost (Equity Components [Axis]) | 50000000 [credit] USD Ending balance | 271113000000 [credit] [end] USD Preferred stock (Equity Components [Axis]) | 30063000000 [credit] [end] USD Common stock (Equity Components [Axis]) | 4105000000 [credit] [end] USD Additional paid-in capital (Equity Components [Axis]) | 88289000000 [credit] [end] USD Retained earnings (Equity Components [Axis]) | 228014000000 [credit] [end] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 8940000000 [credit] [end] USD Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | -11000000 [credit] [end] USD Treasury stock, at cost (Equity Components [Axis]) | -88287000000 [credit] [end] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Statement [Table] Increase (Decrease) in Stockholders' Equity [Roll Forward] Beginning balance Preferred stock (Equity Components [Axis]) | 26993000000 [credit] [beg] USD Common stock (Equity Components [Axis]) | 4105000000 [credit] [beg] USD Additional paid-in capital (Equity Components [Axis]) | 88522000000 [credit] [beg] USD Retained earnings (Equity Components [Axis]) | 223211000000 [credit] [beg] USD Cumulative effect of a change in accounting principle (Cumulative Effect, Period Of Adoption [Axis], Equ| -2650000000 [credit] [beg] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 1569000000 [credit] [beg] USD Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | -21000000 [credit] [beg] USD Treasury stock, at cost (Equity Components [Axis]) | -83049000000 [credit] [beg] USD Issuance Preferred stock (Equity Components [Axis]) | 4500000000 [credit] USD Redemption Preferred stock (Equity Components [Axis]) | 1430000000 [ debit] USD Shares issued and commitments to issue common stock for employee share-based compensation awards, and relate Additional paid-in capital (Equity Components [Axis]) | -177000000 [credit] USD Other Additional paid-in capital (Equity Components [Axis]) | -56000000 [credit] USD Net income | 16995000000 [credit] USD Retained earnings (Equity Components [Axis]) | 16995000000 [credit] USD Dividends declared: Preferred stock Retained earnings (Equity Components [Axis]) | 1203000000 [ debit] USD Common stock ($1.00 and $0.90 per share and $2.80 and $2.70 per share, respectively) Retained earnings (Equity Components [Axis]) | 8339000000 [ debit] USD Other comprehensive income/(loss), after-tax | 7371000000 [credit] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 7371000000 [credit] USD Liquidation of RSU Trust Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | 10000000 [credit] USD Repurchase Treasury stock, at cost (Equity Components [Axis]) | 6397000000 [ debit] USD Reissuance Treasury stock, at cost (Equity Components [Axis]) | 1159000000 [credit] USD Ending balance | 271113000000 [credit] [end] USD Preferred stock (Equity Components [Axis]) | 30063000000 [credit] [end] USD Common stock (Equity Components [Axis]) | 4105000000 [credit] [end] USD Additional paid-in capital (Equity Components [Axis]) | 88289000000 [credit] [end] USD Retained earnings (Equity Components [Axis]) | 228014000000 [credit] [end] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 8940000000 [credit] [end] USD Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | -11000000 [credit] [end] USD Treasury stock, at cost (Equity Components [Axis]) | -88287000000 [credit] [end] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Statement [Table] Increase (Decrease) in Stockholders' Equity [Roll Forward] Beginning balance Preferred stock (Equity Components [Axis]) | 32838000000 [credit] [beg] USD Common stock (Equity Components [Axis]) | 4105000000 [credit] [beg] USD Additional paid-in capital (Equity Components [Axis]) | 88194000000 [credit] [beg] USD Retained earnings (Equity Components [Axis]) | 256983000000 [credit] [beg] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 2570000000 [credit] [beg] USD Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | 0 [credit] [beg] USD Treasury stock, at cost (Equity Components [Axis]) | -98304000000 [credit] [beg] USD Issuance Preferred stock (Equity Components [Axis]) | 2000000000 [credit] USD Redemption Preferred stock (Equity Components [Axis]) | 0 [ debit] USD Shares issued and commitments to issue common stock for employee share-based compensation awards, and relate Additional paid-in capital (Equity Components [Axis]) | 227000000 [credit] USD Other Additional paid-in capital (Equity Components [Axis]) | -64000000 [credit] USD Net income | 11687000000 [credit] USD Retained earnings (Equity Components [Axis]) | 11687000000 [credit] USD Dividends declared: Preferred stock Retained earnings (Equity Components [Axis]) | 402000000 [ debit] USD Common stock ($1.00 and $0.90 per share and $2.80 and $2.70 per share, respectively) Retained earnings (Equity Components [Axis]) | 2992000000 [ debit] USD Other comprehensive income/(loss), after-tax | -1607000000 [credit] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | -1607000000 [credit] USD Liquidation of RSU Trust Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | 0 [credit] USD Repurchase Treasury stock, at cost (Equity Components [Axis]) | 5240000000 [ debit] USD Reissuance Treasury stock, at cost (Equity Components [Axis]) | 46000000 [credit] USD Ending balance | 290041000000 [credit] [end] USD Preferred stock (Equity Components [Axis]) | 34838000000 [credit] [end] USD Common stock (Equity Components [Axis]) | 4105000000 [credit] [end] USD Additional paid-in capital (Equity Components [Axis]) | 88357000000 [credit] [end] USD Retained earnings (Equity Components [Axis]) | 265276000000 [credit] [end] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 963000000 [credit] [end] USD Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | 0 [credit] [end] USD Treasury stock, at cost (Equity Components [Axis]) | -103498000000 [credit] [end] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Statement [Table] Increase (Decrease) in Stockholders' Equity [Roll Forward] Beginning balance | 279354000000 [credit] [beg] USD Preferred stock (Equity Components [Axis]) | 30063000000 [credit] [beg] USD Common stock (Equity Components [Axis]) | 4105000000 [credit] [beg] USD Additional paid-in capital (Equity Components [Axis]) | 88394000000 [credit] [beg] USD Retained earnings (Equity Components [Axis]) | 236990000000 [credit] [beg] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 7986000000 [credit] [beg] USD Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | 0 [credit] [beg] USD Treasury stock, at cost (Equity Components [Axis]) | -88184000000 [credit] [beg] USD Issuance Preferred stock (Equity Components [Axis]) | 7350000000 [credit] USD Redemption Preferred stock (Equity Components [Axis]) | 2575000000 [ debit] USD Shares issued and commitments to issue common stock for employee share-based compensation awards, and relate Additional paid-in capital (Equity Components [Axis]) | 93000000 [credit] USD Other Additional paid-in capital (Equity Components [Axis]) | -130000000 [credit] USD Net income | 37935000000 [credit] USD Retained earnings (Equity Components [Axis]) | 37935000000 [credit] USD Dividends declared: Preferred stock Retained earnings (Equity Components [Axis]) | 1174000000 [ debit] USD Common stock ($1.00 and $0.90 per share and $2.80 and $2.70 per share, respectively) Retained earnings (Equity Components [Axis]) | 8475000000 [ debit] USD Other comprehensive income/(loss), after-tax | -7023000000 [credit] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | -7023000000 [credit] USD Liquidation of RSU Trust Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | 0 [credit] USD Repurchase Treasury stock, at cost (Equity Components [Axis]) | 16440000000 [ debit] USD Reissuance Treasury stock, at cost (Equity Components [Axis]) | 1126000000 [credit] USD Ending balance | 290041000000 [credit] [end] USD Preferred stock (Equity Components [Axis]) | 34838000000 [credit] [end] USD Common stock (Equity Components [Axis]) | 4105000000 [credit] [end] USD Additional paid-in capital (Equity Components [Axis]) | 88357000000 [credit] [end] USD Retained earnings (Equity Components [Axis]) | 265276000000 [credit] [end] USD Accumulated other comprehensive income/(loss) (Equity Components [Axis]) | 963000000 [credit] [end] USD Shares held in Restricted Stock Units ("RSU") Trust, at cost (Equity Components [Axis]) | 0 [credit] [end] USD Treasury stock, at cost (Equity Components [Axis]) | -103498000000 [credit] [end] USD Presentation: [230443006 - Disclosure - Pension and Other Postretirement Employee Benefit Plans (Tables)] [us-gaap:CompensationAndRetirementDisclosureAbstract] = [none]: [us-gaap:ScheduleOfNetBenefitCostsTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ScheduleOfAllocationOfPlanAssetsTableTextBlock] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Retirement Benefits [Abstract] Components of net periodic benefit costs reported in the Consolidated Statements of Income | The following table presents the components of net periodic benefit costs reported in the Consolidated statements of income for the Firm’s defined benefit pension, defined contribution and OPEB plans.(in millions)Three months ended September 30,Nine months ended September 30,2021202020212020Pension and OPEB plansPension and OPEB plansComponents of net periodic benefit cost, U.S. defined benefit pension plansBenefits earned during the period$— $— $1 $1 Interest cost on benefit obligations85 105 256 316 Expected return on plan assets(129)(158)(387)(475)Amortization:Net (gain)/loss3 2 8 5 Net periodic defined benefit plan cost/(credit), U.S. defined benefit pension plans(41)(51)(122)(153)Other defined benefit pension and OPEB plans(24)(23)(62)(65)Total net periodic defined benefit plan cost/(credit)(65)(74)(184)(218)Total defined contribution plans327 340 998 960 Total pension and OPEB cost included in noninterest expense$262 $266 $814 $742 Schedule of fair values of plan assets | The following table presents the fair values of plan assets for the Firm's defined benefit pension and OPEB plans.(in billions)September 30,2021December 31, 2020Fair value of plan assetsU.S. defined benefit pension plans$17.5 $17.6 Other defined benefit pension and OPEB plans7.9 7.8 Calculation: validating [jpm:MortgageServicingRightsNetAdditions] = [117000000.00] [debit]: validating [jpm:ServicingAssetAtFairValueAdditionsOriginations] = [204000000.00] [debit]: validating [jpm:ServicingAssetAtFairValueAdditionsPurchases] = [17000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueDisposals] = [104000000.00] [credit]: validating [jpm:MortgageServicingRightsNetAdditions] = [486000000.00] [debit]: validating [jpm:ServicingAssetAtFairValueAdditionsOriginations] = [639000000.00] [debit]: validating [jpm:ServicingAssetAtFairValueAdditionsPurchases] = [24000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueDisposals] = [177000000.00] [credit]: validating [jpm:MortgageServicingRightsNetAdditions] = [1014000000.00] [debit]: validating [jpm:ServicingAssetAtFairValueAdditionsOriginations] = [429000000.00] [debit]: validating [jpm:ServicingAssetAtFairValueAdditionsPurchases] = [584000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueDisposals] = [-1000000.00] [credit]: validating [jpm:MortgageServicingRightsNetAdditions] = [2387000000.00] [debit]: validating [jpm:ServicingAssetAtFairValueAdditionsOriginations] = [1252000000.00] [debit]: validating [jpm:ServicingAssetAtFairValueAdditionsPurchases] = [1158000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueDisposals] = [23000000.00] [credit]: validating [us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions] = [34000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsmarketinterestratesandother] = [-59000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinFairValueResultingfromChangesinOtherValuationInputsorChangesinAssumptions] = [93000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsprojectedcashflows] = [-82000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsdiscountrates] = [199000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsprepaymentmodelchangesandother] = [-24000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions] = [-1459000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsmarketinterestratesandother] = [-1573000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinFairValueResultingfromChangesinOtherValuationInputsorChangesinAssumptions] = [114000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsprojectedcashflows] = [-80000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsdiscountrates] = [199000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsprepaymentmodelchangesandother] = [-5000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions] = [-11000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsmarketinterestratesandother] = [133000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinFairValueResultingfromChangesinOtherValuationInputsorChangesinAssumptions] = [-144000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsprojectedcashflows] = [119000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsdiscountrates] = [0.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsprepaymentmodelchangesandother] = [-263000000.00] [debit]: validating [us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions] = [258000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsmarketinterestratesandother] = [469000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinFairValueResultingfromChangesinOtherValuationInputsorChangesinAssumptions] = [-211000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsprojectedcashflows] = [96000000.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsdiscountrates] = [0.00] [debit]: validating [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsprepaymentmodelchangesandother] = [-307000000.00] [debit]: Presentation: [241004072 - Disclosure - Goodwill and Mortgage Servicing Rights - Mortgage Servicing Rights (Details)] [us-gaap:GoodwillAndIntangibleAssetsDisclosureAbstract] = [none]: [jpm:MortgageServicingRightsMSRsFairValueRollForwardRollForward] [VERBOSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [us-gaap:ServicingAssetAtFairValueAmount] [PERIOD-START] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:MortgageServicingRightsActivityAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:ServicingAssetAtFairValueAdditionsOriginations] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ServicingAssetAtFairValueAdditionsPurchases] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ServicingAssetAtFairValueDisposals] [NEGATED,TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:MortgageServicingRightsNetAdditions] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:ServicingAssetatFairValueChangesduetocollectionrealizationofexpectedcashflows] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptionsAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsmarketinterestratesandother] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ServicingAssetatFairValueChangesinFairValueDuetoOtherInputsandAssumptionsAbstract] [TERSE] = [none] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsprojectedcashflows] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [1.00]: [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsdiscountrates] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [jpm:ServicingAssetatFairValueChangesinvaluationduetoinputsandassumptionsprepaymentmodelchangesandother] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:ServicingAssetatFairValueChangesinFairValueResultingfromChangesinOtherValuationInputsorChangesinAssumptions] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions] [TOTAL] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: [us-gaap:ServicingAssetAtFairValueAmount] [PERIOD-END] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [6.00]: [jpm:MortgageServicingRightsChangeInUnrealizedGainsLossesIncludedInIncome] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [2.00]: [us-gaap:ContractuallySpecifiedServicingFeesAmount] [TERSE] = [credit] [http://www.xbrl.org/2003/arcrole/parent-child] [3.00]: [jpm:MortgageLoansServicedThirdPartyAtPeriodEnd] [TERSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [4.00]: [jpm:ServicerAdvancesOnMortgageLoans] [VERBOSE] = [debit] [http://www.xbrl.org/2003/arcrole/parent-child] [5.00]: Period [(startDate: 2020-07-01, endDate: 2020-09-30)] [Not Classified] Goodwill and Intangible Assets Disclosure [Abstract] Mortgage Servicing Rights [Roll Forward] Fair value at beginning of period | 3080000000 [ debit] [beg] USD MSR activity: Originations of MSRs | 204000000 [ debit] USD Purchase of MSRs | 17000000 [ debit] USD Disposition of MSRs | -104000000 [credit] USD Net additions/(dispositions) | 117000000 [ debit] [tot] USD Changes due to collection/realization of expected cash flows | -215000000 [ debit] USD Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other | -59000000 [ debit] USD Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) | -82000000 [ debit] USD Discount rates | 199000000 [ debit] USD Prepayment model changes and other | -24000000 [ debit] USD Total changes in valuation due to other inputs and assumptions | 93000000 [ debit] [tot] USD Total changes in valuation due to inputs and assumptions | 34000000 [ debit] [tot] USD Fair value at end of period | 3016000000 [ debit] [end] USD Changes in unrealized gains/(losses) included in income related to MSRs | 34000000 [credit] USD Contractual service fees, late fees and other ancillary fees included in income | 333000000 [credit] USD Third-party mortgage loans serviced | 456000000000 [ debit] USD Servicer advances, net of an allowance for uncollectible amounts | 1700000000 [ debit] USD Period [(startDate: 2020-01-01, endDate: 2020-09-30)] [Not Classified] Goodwill and Intangible Assets Disclosure [Abstract] Mortgage Servicing Rights [Roll Forward] Fair value at beginning of period | 4699000000 [ debit] [beg] USD MSR activity: Originations of MSRs | 639000000 [ debit] USD Purchase of MSRs | 24000000 [ debit] USD Disposition of MSRs | -177000000 [credit] USD Net additions/(dispositions) | 486000000 [ debit] [tot] USD Changes due to collection/realization of expected cash flows | -710000000 [ debit] USD Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other | -1573000000 [ debit] USD Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) | -80000000 [ debit] USD Discount rates | 199000000 [ debit] USD Prepayment model changes and other | -5000000 [ debit] USD Total changes in valuation due to other inputs and assumptions | 114000000 [ debit] [tot] USD Total changes in valuation due to inputs and assumptions | -1459000000 [ debit] [tot] USD Fair value at end of period | 3016000000 [ debit] [end] USD Changes in unrealized gains/(losses) included in income related to MSRs | -1459000000 [credit] USD Contractual service fees, late fees and other ancillary fees included in income | 1026000000 [credit] USD Third-party mortgage loans serviced | 456000000000 [ debit] USD Servicer advances, net of an allowance for uncollectible amounts | 1700000000 [ debit] USD Period [(startDate: 2021-07-01, endDate: 2021-09-30)] [MRQ] Goodwill and Intangible Assets Disclosure [Abstract] Mortgage Servicing Rights [Roll Forward] Fair value at beginning of period | 4549000000 [ debit] [beg] USD MSR activity: Originations of MSRs | 429000000 [ debit] USD Purchase of MSRs | 584000000 [ debit] USD Disposition of MSRs | 1000000 [credit] USD Net additions/(dispositions) | 1014000000 [ debit] [tot] USD Changes due to collection/realization of expected cash flows | -201000000 [ debit] USD Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other | 133000000 [ debit] USD Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) | 119000000 [ debit] USD Discount rates | 0 [ debit] USD Prepayment model changes and other | -263000000 [ debit] USD Total changes in valuation due to other inputs and assumptions | -144000000 [ debit] [tot] USD Total changes in valuation due to inputs and assumptions | -11000000 [ debit] [tot] USD Fair value at end of period | 5351000000 [ debit] [end] USD Changes in unrealized gains/(losses) included in income related to MSRs | -11000000 [credit] USD Contractual service fees, late fees and other ancillary fees included in income | 334000000 [credit] USD Third-party mortgage loans serviced | 510000000000 [ debit] USD Servicer advances, net of an allowance for uncollectible amounts | 1700000000 [ debit] USD Period [(startDate: 2021-01-01, endDate: 2021-09-30)] [YTD] Goodwill and Intangible Assets Disclosure [Abstract] Mortgage Servicing Rights [Roll Forward] Fair value at beginning of period | 3276000000 [ debit] [beg] USD MSR activity: Originations of MSRs | 1252000000 [ debit] USD Purchase of MSRs | 1158000000 [ debit] USD Disposition of MSRs | -23000000 [credit] USD Net additions/(dispositions) | 2387000000 [ debit] [tot] USD Changes due to collection/realization of expected cash flows | -570000000 [ debit] USD Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other | 469000000 [ debit] USD Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) | 96000000 [ debit] USD Discount rates | 0 [ debit] USD Prepayment model changes and other | -307000000 [ debit] USD Total changes in valuation due to other inputs and assumptions | -211000000 [ debit] [tot] USD Total changes in valuation due to inputs and assumptions | 258000000 [ debit] [tot] USD Fair value at end of period | 5351000000 [ debit] [end] USD Changes in unrealized gains/(losses) included in income related to MSRs | 258000000 [credit] USD Contractual service fees, late fees and other ancillary fees included in income | 932000000 [credit] USD Third-party mortgage loans serviced | 510000000000 [ debit] USD Servicer advances, net of an allowance for uncollectible amounts | 1700000000 [ debit] USD